Day Change Summary |
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Previous |
Current |
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13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,941.41 |
1,938.79 |
-2.62 |
-0.1% |
1,931.38 |
High |
1,946.75 |
1,940.89 |
-5.86 |
-0.3% |
1,995.00 |
Low |
1,931.33 |
1,901.32 |
-30.01 |
-1.6% |
1,896.69 |
Close |
1,934.41 |
1,901.32 |
-33.09 |
-1.7% |
1,925.14 |
Range |
15.42 |
39.57 |
24.15 |
156.6% |
98.31 |
ATR |
33.78 |
34.19 |
0.41 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,033.22 |
2,006.84 |
1,923.08 |
|
R3 |
1,993.65 |
1,967.27 |
1,912.20 |
|
R2 |
1,954.08 |
1,954.08 |
1,908.57 |
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R1 |
1,927.70 |
1,927.70 |
1,904.95 |
1,921.11 |
PP |
1,914.51 |
1,914.51 |
1,914.51 |
1,911.21 |
S1 |
1,888.13 |
1,888.13 |
1,897.69 |
1,881.54 |
S2 |
1,874.94 |
1,874.94 |
1,894.07 |
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S3 |
1,835.37 |
1,848.56 |
1,890.44 |
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S4 |
1,795.80 |
1,808.99 |
1,879.56 |
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Weekly Pivots for week ending 10-Aug-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,233.87 |
2,177.82 |
1,979.21 |
|
R3 |
2,135.56 |
2,079.51 |
1,952.18 |
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R2 |
2,037.25 |
2,037.25 |
1,943.16 |
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R1 |
1,981.20 |
1,981.20 |
1,934.15 |
1,960.07 |
PP |
1,938.94 |
1,938.94 |
1,938.94 |
1,928.38 |
S1 |
1,882.89 |
1,882.89 |
1,916.13 |
1,861.76 |
S2 |
1,840.63 |
1,840.63 |
1,907.12 |
|
S3 |
1,742.32 |
1,784.58 |
1,898.10 |
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S4 |
1,644.01 |
1,686.27 |
1,871.07 |
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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 |
1,896.69 |
98.31 |
5.2% |
36.74 |
1.9% |
5% |
False |
False |
|
10 |
1,995.00 |
1,896.69 |
98.31 |
5.2% |
37.59 |
2.0% |
5% |
False |
False |
|
20 |
2,060.29 |
1,896.69 |
163.60 |
8.6% |
35.17 |
1.8% |
3% |
False |
False |
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40 |
2,060.29 |
1,896.69 |
163.60 |
8.6% |
27.62 |
1.5% |
3% |
False |
False |
|
60 |
2,060.29 |
1,869.51 |
190.78 |
10.0% |
25.14 |
1.3% |
17% |
False |
False |
|
80 |
2,060.29 |
1,844.05 |
216.24 |
11.4% |
23.43 |
1.2% |
26% |
False |
False |
|
100 |
2,060.29 |
1,753.43 |
306.86 |
16.1% |
22.26 |
1.2% |
48% |
False |
False |
|
120 |
2,060.29 |
1,710.97 |
349.32 |
18.4% |
22.84 |
1.2% |
54% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,109.06 |
2.618 |
2,044.48 |
1.618 |
2,004.91 |
1.000 |
1,980.46 |
0.618 |
1,965.34 |
HIGH |
1,940.89 |
0.618 |
1,925.77 |
0.500 |
1,921.11 |
0.382 |
1,916.44 |
LOW |
1,901.32 |
0.618 |
1,876.87 |
1.000 |
1,861.75 |
1.618 |
1,837.30 |
2.618 |
1,797.73 |
4.250 |
1,733.15 |
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