| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,356.0 |
6,364.0 |
8.0 |
0.1% |
6,450.0 |
| High |
6,389.0 |
6,393.0 |
4.0 |
0.1% |
6,455.0 |
| Low |
6,295.0 |
6,360.0 |
65.0 |
1.0% |
6,115.0 |
| Close |
6,343.0 |
6,380.0 |
37.0 |
0.6% |
6,324.0 |
| Range |
94.0 |
33.0 |
-61.0 |
-64.9% |
340.0 |
| ATR |
96.4 |
93.1 |
-3.3 |
-3.4% |
0.0 |
| Volume |
9,232 |
8,518 |
-714 |
-7.7% |
271,356 |
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,476.7 |
6,461.3 |
6,398.2 |
|
| R3 |
6,443.7 |
6,428.3 |
6,389.1 |
|
| R2 |
6,410.7 |
6,410.7 |
6,386.1 |
|
| R1 |
6,395.3 |
6,395.3 |
6,383.0 |
6,403.0 |
| PP |
6,377.7 |
6,377.7 |
6,377.7 |
6,381.5 |
| S1 |
6,362.3 |
6,362.3 |
6,377.0 |
6,370.0 |
| S2 |
6,344.7 |
6,344.7 |
6,374.0 |
|
| S3 |
6,311.7 |
6,329.3 |
6,370.9 |
|
| S4 |
6,278.7 |
6,296.3 |
6,361.9 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,318.0 |
7,161.0 |
6,511.0 |
|
| R3 |
6,978.0 |
6,821.0 |
6,417.5 |
|
| R2 |
6,638.0 |
6,638.0 |
6,386.3 |
|
| R1 |
6,481.0 |
6,481.0 |
6,355.2 |
6,389.5 |
| PP |
6,298.0 |
6,298.0 |
6,298.0 |
6,252.3 |
| S1 |
6,141.0 |
6,141.0 |
6,292.8 |
6,049.5 |
| S2 |
5,958.0 |
5,958.0 |
6,261.7 |
|
| S3 |
5,618.0 |
5,801.0 |
6,230.5 |
|
| S4 |
5,278.0 |
5,461.0 |
6,137.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,393.0 |
6,158.0 |
235.0 |
3.7% |
82.6 |
1.3% |
94% |
True |
False |
23,045 |
| 10 |
6,681.0 |
6,115.0 |
566.0 |
8.9% |
100.2 |
1.6% |
47% |
False |
False |
31,192 |
| 20 |
6,725.0 |
6,115.0 |
610.0 |
9.6% |
69.2 |
1.1% |
43% |
False |
False |
15,774 |
| 40 |
6,869.0 |
6,115.0 |
754.0 |
11.8% |
49.1 |
0.8% |
35% |
False |
False |
7,953 |
| 60 |
6,869.0 |
6,115.0 |
754.0 |
11.8% |
40.5 |
0.6% |
35% |
False |
False |
5,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,533.3 |
|
2.618 |
6,479.4 |
|
1.618 |
6,446.4 |
|
1.000 |
6,426.0 |
|
0.618 |
6,413.4 |
|
HIGH |
6,393.0 |
|
0.618 |
6,380.4 |
|
0.500 |
6,376.5 |
|
0.382 |
6,372.6 |
|
LOW |
6,360.0 |
|
0.618 |
6,339.6 |
|
1.000 |
6,327.0 |
|
1.618 |
6,306.6 |
|
2.618 |
6,273.6 |
|
4.250 |
6,219.8 |
|
|