Day Change Summary |
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Previous |
Current |
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28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
1,531.24 |
1,527.29 |
-3.95 |
-0.3% |
1,526.21 |
High |
1,533.74 |
1,549.02 |
15.28 |
1.0% |
1,533.74 |
Low |
1,521.99 |
1,527.25 |
5.26 |
0.3% |
1,507.13 |
Close |
1,526.75 |
1,547.04 |
20.29 |
1.3% |
1,526.75 |
Range |
11.75 |
21.77 |
10.02 |
85.3% |
26.61 |
ATR |
18.23 |
18.52 |
0.29 |
1.6% |
0.00 |
Volume |
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Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,606.41 |
1,598.50 |
1,559.01 |
|
R3 |
1,584.64 |
1,576.73 |
1,553.03 |
|
R2 |
1,562.87 |
1,562.87 |
1,551.03 |
|
R1 |
1,554.96 |
1,554.96 |
1,549.04 |
1,558.92 |
PP |
1,541.10 |
1,541.10 |
1,541.10 |
1,543.08 |
S1 |
1,533.19 |
1,533.19 |
1,545.04 |
1,537.15 |
S2 |
1,519.33 |
1,519.33 |
1,543.05 |
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S3 |
1,497.56 |
1,511.42 |
1,541.05 |
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S4 |
1,475.79 |
1,489.65 |
1,535.07 |
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Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,602.37 |
1,591.17 |
1,541.39 |
|
R3 |
1,575.76 |
1,564.56 |
1,534.07 |
|
R2 |
1,549.15 |
1,549.15 |
1,531.63 |
|
R1 |
1,537.95 |
1,537.95 |
1,529.19 |
1,543.55 |
PP |
1,522.54 |
1,522.54 |
1,522.54 |
1,525.34 |
S1 |
1,511.34 |
1,511.34 |
1,524.31 |
1,516.94 |
S2 |
1,495.93 |
1,495.93 |
1,521.87 |
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S3 |
1,469.32 |
1,484.73 |
1,519.43 |
|
S4 |
1,442.71 |
1,458.12 |
1,512.11 |
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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 |
1,549.02 |
1,507.13 |
41.89 |
2.7% |
12.42 |
0.8% |
95% |
True |
False |
|
10 |
1,549.02 |
1,476.63 |
72.39 |
4.7% |
16.19 |
1.0% |
97% |
True |
False |
|
20 |
1,549.02 |
1,439.29 |
109.73 |
7.1% |
17.47 |
1.1% |
98% |
True |
False |
|
40 |
1,549.02 |
1,370.60 |
178.42 |
11.5% |
22.62 |
1.5% |
99% |
True |
False |
|
60 |
1,555.90 |
1,370.60 |
185.30 |
12.0% |
22.28 |
1.4% |
95% |
False |
False |
|
80 |
1,555.90 |
1,370.60 |
185.30 |
12.0% |
20.65 |
1.3% |
95% |
False |
False |
|
100 |
1,555.90 |
1,370.60 |
185.30 |
12.0% |
19.11 |
1.2% |
95% |
False |
False |
|
120 |
1,555.90 |
1,370.60 |
185.30 |
12.0% |
17.66 |
1.1% |
95% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,641.54 |
2.618 |
1,606.01 |
1.618 |
1,584.24 |
1.000 |
1,570.79 |
0.618 |
1,562.47 |
HIGH |
1,549.02 |
0.618 |
1,540.70 |
0.500 |
1,538.14 |
0.382 |
1,535.57 |
LOW |
1,527.25 |
0.618 |
1,513.80 |
1.000 |
1,505.48 |
1.618 |
1,492.03 |
2.618 |
1,470.26 |
4.250 |
1,434.73 |
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