Day Change Summary |
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Previous |
Current |
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19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,519.75 |
1,528.69 |
8.94 |
0.6% |
1,453.50 |
High |
1,538.74 |
1,529.14 |
-9.60 |
-0.6% |
1,489.58 |
Low |
1,519.75 |
1,516.42 |
-3.33 |
-0.2% |
1,439.29 |
Close |
1,529.03 |
1,518.75 |
-10.28 |
-0.7% |
1,484.25 |
Range |
18.99 |
12.72 |
-6.27 |
-33.0% |
50.29 |
ATR |
22.87 |
22.14 |
-0.72 |
-3.2% |
0.00 |
Volume |
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Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,559.60 |
1,551.89 |
1,525.75 |
|
R3 |
1,546.88 |
1,539.17 |
1,522.25 |
|
R2 |
1,534.16 |
1,534.16 |
1,521.08 |
|
R1 |
1,526.45 |
1,526.45 |
1,519.92 |
1,523.95 |
PP |
1,521.44 |
1,521.44 |
1,521.44 |
1,520.18 |
S1 |
1,513.73 |
1,513.73 |
1,517.58 |
1,511.23 |
S2 |
1,508.72 |
1,508.72 |
1,516.42 |
|
S3 |
1,496.00 |
1,501.01 |
1,515.25 |
|
S4 |
1,483.28 |
1,488.29 |
1,511.75 |
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Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,621.91 |
1,603.37 |
1,511.91 |
|
R3 |
1,571.62 |
1,553.08 |
1,498.08 |
|
R2 |
1,521.33 |
1,521.33 |
1,493.47 |
|
R1 |
1,502.79 |
1,502.79 |
1,488.86 |
1,512.06 |
PP |
1,471.04 |
1,471.04 |
1,471.04 |
1,475.68 |
S1 |
1,452.50 |
1,452.50 |
1,479.64 |
1,461.77 |
S2 |
1,420.75 |
1,420.75 |
1,475.03 |
|
S3 |
1,370.46 |
1,402.21 |
1,470.42 |
|
S4 |
1,320.17 |
1,351.92 |
1,456.59 |
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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 |
1,538.74 |
1,471.82 |
66.92 |
4.4% |
20.04 |
1.3% |
70% |
False |
False |
|
10 |
1,538.74 |
1,439.29 |
99.45 |
6.5% |
20.18 |
1.3% |
80% |
False |
False |
|
20 |
1,538.74 |
1,432.01 |
106.73 |
7.0% |
21.02 |
1.4% |
81% |
False |
False |
|
40 |
1,538.74 |
1,370.60 |
168.14 |
11.1% |
26.02 |
1.7% |
88% |
False |
False |
|
60 |
1,555.90 |
1,370.60 |
185.30 |
12.2% |
22.51 |
1.5% |
80% |
False |
False |
|
80 |
1,555.90 |
1,370.60 |
185.30 |
12.2% |
20.83 |
1.4% |
80% |
False |
False |
|
100 |
1,555.90 |
1,370.60 |
185.30 |
12.2% |
18.88 |
1.2% |
80% |
False |
False |
|
120 |
1,555.90 |
1,370.60 |
185.30 |
12.2% |
17.41 |
1.1% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,583.20 |
2.618 |
1,562.44 |
1.618 |
1,549.72 |
1.000 |
1,541.86 |
0.618 |
1,537.00 |
HIGH |
1,529.14 |
0.618 |
1,524.28 |
0.500 |
1,522.78 |
0.382 |
1,521.28 |
LOW |
1,516.42 |
0.618 |
1,508.56 |
1.000 |
1,503.70 |
1.618 |
1,495.84 |
2.618 |
1,483.12 |
4.250 |
1,462.36 |
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