Day Change Summary |
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Previous |
Current |
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08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,974.33 |
1,959.97 |
-14.36 |
-0.7% |
1,961.78 |
High |
1,995.00 |
1,990.96 |
-4.04 |
-0.2% |
1,992.53 |
Low |
1,968.34 |
1,936.76 |
-31.58 |
-1.6% |
1,912.10 |
Close |
1,987.34 |
1,936.76 |
-50.58 |
-2.5% |
1,918.56 |
Range |
26.66 |
54.20 |
27.54 |
103.3% |
80.43 |
ATR |
32.13 |
33.70 |
1.58 |
4.9% |
0.00 |
Volume |
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Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,117.43 |
2,081.29 |
1,966.57 |
|
R3 |
2,063.23 |
2,027.09 |
1,951.67 |
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R2 |
2,009.03 |
2,009.03 |
1,946.70 |
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R1 |
1,972.89 |
1,972.89 |
1,941.73 |
1,963.86 |
PP |
1,954.83 |
1,954.83 |
1,954.83 |
1,950.31 |
S1 |
1,918.69 |
1,918.69 |
1,931.79 |
1,909.66 |
S2 |
1,900.63 |
1,900.63 |
1,926.82 |
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S3 |
1,846.43 |
1,864.49 |
1,921.86 |
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S4 |
1,792.23 |
1,810.29 |
1,906.95 |
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Weekly Pivots for week ending 03-Aug-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,182.35 |
2,130.89 |
1,962.80 |
|
R3 |
2,101.92 |
2,050.46 |
1,940.68 |
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R2 |
2,021.49 |
2,021.49 |
1,933.31 |
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R1 |
1,970.03 |
1,970.03 |
1,925.93 |
1,955.55 |
PP |
1,941.06 |
1,941.06 |
1,941.06 |
1,933.82 |
S1 |
1,889.60 |
1,889.60 |
1,911.19 |
1,875.12 |
S2 |
1,860.63 |
1,860.63 |
1,903.81 |
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S3 |
1,780.20 |
1,809.17 |
1,896.44 |
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S4 |
1,699.77 |
1,728.74 |
1,874.32 |
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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 |
1,995.00 |
1,912.69 |
82.31 |
4.2% |
42.63 |
2.2% |
29% |
False |
False |
|
10 |
1,997.79 |
1,912.10 |
85.69 |
4.4% |
40.58 |
2.1% |
29% |
False |
False |
|
20 |
2,060.29 |
1,912.10 |
148.19 |
7.7% |
32.21 |
1.7% |
17% |
False |
False |
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40 |
2,060.29 |
1,899.92 |
160.37 |
8.3% |
25.88 |
1.3% |
23% |
False |
False |
|
60 |
2,060.29 |
1,866.98 |
193.31 |
10.0% |
24.22 |
1.3% |
36% |
False |
False |
|
80 |
2,060.29 |
1,819.31 |
240.98 |
12.4% |
22.83 |
1.2% |
49% |
False |
False |
|
100 |
2,060.29 |
1,753.43 |
306.86 |
15.8% |
21.95 |
1.1% |
60% |
False |
False |
|
120 |
2,060.29 |
1,710.97 |
349.32 |
18.0% |
22.49 |
1.2% |
65% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,221.31 |
2.618 |
2,132.86 |
1.618 |
2,078.66 |
1.000 |
2,045.16 |
0.618 |
2,024.46 |
HIGH |
1,990.96 |
0.618 |
1,970.26 |
0.500 |
1,963.86 |
0.382 |
1,957.46 |
LOW |
1,936.76 |
0.618 |
1,903.26 |
1.000 |
1,882.56 |
1.618 |
1,849.06 |
2.618 |
1,794.86 |
4.250 |
1,706.41 |
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