| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,129.01 |
2,118.63 |
-10.38 |
-0.5% |
2,113.12 |
| High |
2,135.55 |
2,121.28 |
-14.27 |
-0.7% |
2,141.08 |
| Low |
2,104.02 |
2,092.03 |
-11.99 |
-0.6% |
2,092.03 |
| Close |
2,106.09 |
2,107.05 |
0.96 |
0.0% |
2,107.05 |
| Range |
31.53 |
29.25 |
-2.28 |
-7.2% |
49.05 |
| ATR |
37.86 |
37.24 |
-0.61 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.54 |
2,180.04 |
2,123.14 |
|
| R3 |
2,165.29 |
2,150.79 |
2,115.09 |
|
| R2 |
2,136.04 |
2,136.04 |
2,112.41 |
|
| R1 |
2,121.54 |
2,121.54 |
2,109.73 |
2,114.17 |
| PP |
2,106.79 |
2,106.79 |
2,106.79 |
2,103.10 |
| S1 |
2,092.29 |
2,092.29 |
2,104.37 |
2,084.92 |
| S2 |
2,077.54 |
2,077.54 |
2,101.69 |
|
| S3 |
2,048.29 |
2,063.04 |
2,099.01 |
|
| S4 |
2,019.04 |
2,033.79 |
2,090.96 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.54 |
2,232.84 |
2,134.03 |
|
| R3 |
2,211.49 |
2,183.79 |
2,120.54 |
|
| R2 |
2,162.44 |
2,162.44 |
2,116.04 |
|
| R1 |
2,134.74 |
2,134.74 |
2,111.55 |
2,124.07 |
| PP |
2,113.39 |
2,113.39 |
2,113.39 |
2,108.05 |
| S1 |
2,085.69 |
2,085.69 |
2,102.55 |
2,075.02 |
| S2 |
2,064.34 |
2,064.34 |
2,098.06 |
|
| S3 |
2,015.29 |
2,036.64 |
2,093.56 |
|
| S4 |
1,966.24 |
1,987.59 |
2,080.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,141.08 |
2,092.03 |
49.05 |
2.3% |
24.28 |
1.2% |
31% |
False |
True |
|
| 10 |
2,141.08 |
1,999.59 |
141.49 |
6.7% |
29.22 |
1.4% |
76% |
False |
False |
|
| 20 |
2,147.68 |
1,999.59 |
148.09 |
7.0% |
31.57 |
1.5% |
73% |
False |
False |
|
| 40 |
2,226.88 |
1,980.18 |
246.70 |
11.7% |
39.87 |
1.9% |
51% |
False |
False |
|
| 60 |
2,239.23 |
1,980.18 |
259.05 |
12.3% |
37.97 |
1.8% |
49% |
False |
False |
|
| 80 |
2,239.23 |
1,943.27 |
295.96 |
14.0% |
34.10 |
1.6% |
55% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
34.19 |
1.6% |
70% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
33.60 |
1.6% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,245.59 |
|
2.618 |
2,197.86 |
|
1.618 |
2,168.61 |
|
1.000 |
2,150.53 |
|
0.618 |
2,139.36 |
|
HIGH |
2,121.28 |
|
0.618 |
2,110.11 |
|
0.500 |
2,106.66 |
|
0.382 |
2,103.20 |
|
LOW |
2,092.03 |
|
0.618 |
2,073.95 |
|
1.000 |
2,062.78 |
|
1.618 |
2,044.70 |
|
2.618 |
2,015.45 |
|
4.250 |
1,967.72 |
|
|