Day Change Summary |
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Previous |
Current |
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03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
1,545.80 |
1,539.91 |
-5.89 |
-0.4% |
1,526.21 |
High |
1,545.84 |
1,544.02 |
-1.82 |
-0.1% |
1,533.74 |
Low |
1,536.34 |
1,537.63 |
1.29 |
0.1% |
1,507.13 |
Close |
1,539.59 |
1,542.84 |
3.25 |
0.2% |
1,526.75 |
Range |
9.50 |
6.39 |
-3.11 |
-32.7% |
26.61 |
ATR |
17.21 |
16.44 |
-0.77 |
-4.5% |
0.00 |
Volume |
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Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,560.67 |
1,558.14 |
1,546.35 |
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R3 |
1,554.28 |
1,551.75 |
1,544.60 |
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R2 |
1,547.89 |
1,547.89 |
1,544.01 |
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R1 |
1,545.36 |
1,545.36 |
1,543.43 |
1,546.63 |
PP |
1,541.50 |
1,541.50 |
1,541.50 |
1,542.13 |
S1 |
1,538.97 |
1,538.97 |
1,542.25 |
1,540.24 |
S2 |
1,535.11 |
1,535.11 |
1,541.67 |
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S3 |
1,528.72 |
1,532.58 |
1,541.08 |
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S4 |
1,522.33 |
1,526.19 |
1,539.33 |
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Weekly Pivots for week ending 28-Sep-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,602.37 |
1,591.17 |
1,541.39 |
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R3 |
1,575.76 |
1,564.56 |
1,534.07 |
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R2 |
1,549.15 |
1,549.15 |
1,531.63 |
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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 |
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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 |
1,521.99 |
27.03 |
1.8% |
11.41 |
0.7% |
77% |
False |
False |
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10 |
1,549.02 |
1,507.13 |
41.89 |
2.7% |
11.04 |
0.7% |
85% |
False |
False |
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20 |
1,549.02 |
1,439.29 |
109.73 |
7.1% |
15.61 |
1.0% |
94% |
False |
False |
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40 |
1,549.02 |
1,370.60 |
178.42 |
11.6% |
20.70 |
1.3% |
97% |
False |
False |
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60 |
1,555.90 |
1,370.60 |
185.30 |
12.0% |
21.99 |
1.4% |
93% |
False |
False |
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80 |
1,555.90 |
1,370.60 |
185.30 |
12.0% |
20.31 |
1.3% |
93% |
False |
False |
|
100 |
1,555.90 |
1,370.60 |
185.30 |
12.0% |
18.91 |
1.2% |
93% |
False |
False |
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120 |
1,555.90 |
1,370.60 |
185.30 |
12.0% |
17.53 |
1.1% |
93% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,571.18 |
2.618 |
1,560.75 |
1.618 |
1,554.36 |
1.000 |
1,550.41 |
0.618 |
1,547.97 |
HIGH |
1,544.02 |
0.618 |
1,541.58 |
0.500 |
1,540.83 |
0.382 |
1,540.07 |
LOW |
1,537.63 |
0.618 |
1,533.68 |
1.000 |
1,531.24 |
1.618 |
1,527.29 |
2.618 |
1,520.90 |
4.250 |
1,510.47 |
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