| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
2,050.64 |
2,025.36 |
-25.28 |
-1.2% |
2,097.91 |
| High |
2,064.73 |
2,025.36 |
-39.37 |
-1.9% |
2,102.39 |
| Low |
2,040.01 |
1,963.02 |
-76.99 |
-3.8% |
1,963.02 |
| Close |
2,051.76 |
1,963.52 |
-88.24 |
-4.3% |
1,963.52 |
| Range |
24.72 |
62.34 |
37.62 |
152.2% |
139.37 |
| ATR |
36.60 |
40.32 |
3.72 |
10.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.99 |
2,129.59 |
1,997.81 |
|
| R3 |
2,108.65 |
2,067.25 |
1,980.66 |
|
| R2 |
2,046.31 |
2,046.31 |
1,974.95 |
|
| R1 |
2,004.91 |
2,004.91 |
1,969.23 |
1,994.44 |
| PP |
1,983.97 |
1,983.97 |
1,983.97 |
1,978.73 |
| S1 |
1,942.57 |
1,942.57 |
1,957.81 |
1,932.10 |
| S2 |
1,921.63 |
1,921.63 |
1,952.09 |
|
| S3 |
1,859.29 |
1,880.23 |
1,946.38 |
|
| S4 |
1,796.95 |
1,817.89 |
1,929.23 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,427.75 |
2,335.01 |
2,040.17 |
|
| R3 |
2,288.38 |
2,195.64 |
2,001.85 |
|
| R2 |
2,149.01 |
2,149.01 |
1,989.07 |
|
| R1 |
2,056.27 |
2,056.27 |
1,976.30 |
2,032.96 |
| PP |
2,009.64 |
2,009.64 |
2,009.64 |
1,997.99 |
| S1 |
1,916.90 |
1,916.90 |
1,950.74 |
1,893.59 |
| S2 |
1,870.27 |
1,870.27 |
1,937.97 |
|
| S3 |
1,730.90 |
1,777.53 |
1,925.19 |
|
| S4 |
1,591.53 |
1,638.16 |
1,886.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,121.28 |
1,963.02 |
158.26 |
8.1% |
37.78 |
1.9% |
0% |
False |
True |
|
| 10 |
2,141.08 |
1,963.02 |
178.06 |
9.1% |
31.12 |
1.6% |
0% |
False |
True |
|
| 20 |
2,147.68 |
1,963.02 |
184.66 |
9.4% |
33.31 |
1.7% |
0% |
False |
True |
|
| 40 |
2,219.82 |
1,963.02 |
256.80 |
13.1% |
40.45 |
2.1% |
0% |
False |
True |
|
| 60 |
2,239.23 |
1,963.02 |
276.21 |
14.1% |
39.17 |
2.0% |
0% |
False |
True |
|
| 80 |
2,239.23 |
1,963.02 |
276.21 |
14.1% |
34.77 |
1.8% |
0% |
False |
True |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
22.1% |
34.34 |
1.7% |
36% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
22.1% |
34.28 |
1.7% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,290.31 |
|
2.618 |
2,188.57 |
|
1.618 |
2,126.23 |
|
1.000 |
2,087.70 |
|
0.618 |
2,063.89 |
|
HIGH |
2,025.36 |
|
0.618 |
2,001.55 |
|
0.500 |
1,994.19 |
|
0.382 |
1,986.83 |
|
LOW |
1,963.02 |
|
0.618 |
1,924.49 |
|
1.000 |
1,900.68 |
|
1.618 |
1,862.15 |
|
2.618 |
1,799.81 |
|
4.250 |
1,698.08 |
|
|