Day Change Summary |
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Previous |
Current |
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30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,463.67 |
1,457.61 |
-6.06 |
-0.4% |
1,479.36 |
High |
1,468.43 |
1,481.47 |
13.04 |
0.9% |
1,481.47 |
Low |
1,451.25 |
1,457.61 |
6.36 |
0.4% |
1,432.01 |
Close |
1,457.64 |
1,473.99 |
16.35 |
1.1% |
1,473.99 |
Range |
17.18 |
23.86 |
6.68 |
38.9% |
49.46 |
ATR |
25.27 |
25.17 |
-0.10 |
-0.4% |
0.00 |
Volume |
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Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.60 |
1,532.16 |
1,487.11 |
|
R3 |
1,518.74 |
1,508.30 |
1,480.55 |
|
R2 |
1,494.88 |
1,494.88 |
1,478.36 |
|
R1 |
1,484.44 |
1,484.44 |
1,476.18 |
1,489.66 |
PP |
1,471.02 |
1,471.02 |
1,471.02 |
1,473.64 |
S1 |
1,460.58 |
1,460.58 |
1,471.80 |
1,465.80 |
S2 |
1,447.16 |
1,447.16 |
1,469.62 |
|
S3 |
1,423.30 |
1,436.72 |
1,467.43 |
|
S4 |
1,399.44 |
1,412.86 |
1,460.87 |
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Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,610.87 |
1,591.89 |
1,501.19 |
|
R3 |
1,561.41 |
1,542.43 |
1,487.59 |
|
R2 |
1,511.95 |
1,511.95 |
1,483.06 |
|
R1 |
1,492.97 |
1,492.97 |
1,478.52 |
1,477.73 |
PP |
1,462.49 |
1,462.49 |
1,462.49 |
1,454.87 |
S1 |
1,443.51 |
1,443.51 |
1,469.46 |
1,428.27 |
S2 |
1,413.03 |
1,413.03 |
1,464.92 |
|
S3 |
1,363.57 |
1,394.05 |
1,460.39 |
|
S4 |
1,314.11 |
1,344.59 |
1,446.79 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,481.47 |
1,432.01 |
49.46 |
3.4% |
24.18 |
1.6% |
85% |
True |
False |
|
10 |
1,481.47 |
1,430.54 |
50.93 |
3.5% |
21.25 |
1.4% |
85% |
True |
False |
|
20 |
1,503.89 |
1,370.60 |
133.29 |
9.0% |
27.78 |
1.9% |
78% |
False |
False |
|
40 |
1,555.90 |
1,370.60 |
185.30 |
12.6% |
24.68 |
1.7% |
56% |
False |
False |
|
60 |
1,555.90 |
1,370.60 |
185.30 |
12.6% |
21.71 |
1.5% |
56% |
False |
False |
|
80 |
1,555.90 |
1,370.60 |
185.30 |
12.6% |
19.52 |
1.3% |
56% |
False |
False |
|
100 |
1,555.90 |
1,370.60 |
185.30 |
12.6% |
17.70 |
1.2% |
56% |
False |
False |
|
120 |
1,555.90 |
1,363.98 |
191.92 |
13.0% |
16.81 |
1.1% |
57% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,582.88 |
2.618 |
1,543.94 |
1.618 |
1,520.08 |
1.000 |
1,505.33 |
0.618 |
1,496.22 |
HIGH |
1,481.47 |
0.618 |
1,472.36 |
0.500 |
1,469.54 |
0.382 |
1,466.72 |
LOW |
1,457.61 |
0.618 |
1,442.86 |
1.000 |
1,433.75 |
1.618 |
1,419.00 |
2.618 |
1,395.14 |
4.250 |
1,356.21 |
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