| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
8,100.0 |
8,150.0 |
50.0 |
0.6% |
7,906.0 |
| High |
8,176.0 |
8,157.0 |
-19.0 |
-0.2% |
8,100.5 |
| Low |
8,085.0 |
7,939.0 |
-146.0 |
-1.8% |
7,903.0 |
| Close |
8,140.5 |
8,008.5 |
-132.0 |
-1.6% |
8,072.5 |
| Range |
91.0 |
218.0 |
127.0 |
139.6% |
197.5 |
| ATR |
86.4 |
95.8 |
9.4 |
10.9% |
0.0 |
| Volume |
376 |
225 |
-151 |
-40.2% |
3,627 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,688.8 |
8,566.7 |
8,128.4 |
|
| R3 |
8,470.8 |
8,348.7 |
8,068.5 |
|
| R2 |
8,252.8 |
8,252.8 |
8,048.5 |
|
| R1 |
8,130.7 |
8,130.7 |
8,028.5 |
8,082.8 |
| PP |
8,034.8 |
8,034.8 |
8,034.8 |
8,010.9 |
| S1 |
7,912.7 |
7,912.7 |
7,988.5 |
7,864.8 |
| S2 |
7,816.8 |
7,816.8 |
7,968.5 |
|
| S3 |
7,598.8 |
7,694.7 |
7,948.6 |
|
| S4 |
7,380.8 |
7,476.7 |
7,888.6 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,617.8 |
8,542.7 |
8,181.1 |
|
| R3 |
8,420.3 |
8,345.2 |
8,126.8 |
|
| R2 |
8,222.8 |
8,222.8 |
8,108.7 |
|
| R1 |
8,147.7 |
8,147.7 |
8,090.6 |
8,185.3 |
| PP |
8,025.3 |
8,025.3 |
8,025.3 |
8,044.1 |
| S1 |
7,950.2 |
7,950.2 |
8,054.4 |
7,987.8 |
| S2 |
7,827.8 |
7,827.8 |
8,036.3 |
|
| S3 |
7,630.3 |
7,752.7 |
8,018.2 |
|
| S4 |
7,432.8 |
7,555.2 |
7,963.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,176.0 |
7,939.0 |
237.0 |
3.0% |
86.0 |
1.1% |
29% |
False |
True |
524 |
| 10 |
8,176.0 |
7,903.0 |
273.0 |
3.4% |
91.6 |
1.1% |
39% |
False |
False |
569 |
| 20 |
8,204.5 |
7,903.0 |
301.5 |
3.8% |
80.1 |
1.0% |
35% |
False |
False |
579 |
| 40 |
8,204.5 |
7,569.5 |
635.0 |
7.9% |
78.2 |
1.0% |
69% |
False |
False |
1,169 |
| 60 |
8,204.5 |
7,398.0 |
806.5 |
10.1% |
88.8 |
1.1% |
76% |
False |
False |
827 |
| 80 |
8,390.0 |
7,398.0 |
992.0 |
12.4% |
92.8 |
1.2% |
62% |
False |
False |
659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,083.5 |
|
2.618 |
8,727.7 |
|
1.618 |
8,509.7 |
|
1.000 |
8,375.0 |
|
0.618 |
8,291.7 |
|
HIGH |
8,157.0 |
|
0.618 |
8,073.7 |
|
0.500 |
8,048.0 |
|
0.382 |
8,022.3 |
|
LOW |
7,939.0 |
|
0.618 |
7,804.3 |
|
1.000 |
7,721.0 |
|
1.618 |
7,586.3 |
|
2.618 |
7,368.3 |
|
4.250 |
7,012.5 |
|
|