Day Change Summary |
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Previous |
Current |
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14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,938.79 |
1,897.05 |
-41.74 |
-2.2% |
1,931.38 |
High |
1,940.89 |
1,913.79 |
-27.10 |
-1.4% |
1,995.00 |
Low |
1,901.32 |
1,864.20 |
-37.12 |
-2.0% |
1,896.69 |
Close |
1,901.32 |
1,864.92 |
-36.40 |
-1.9% |
1,925.14 |
Range |
39.57 |
49.59 |
10.02 |
25.3% |
98.31 |
ATR |
34.19 |
35.29 |
1.10 |
3.2% |
0.00 |
Volume |
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Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,029.74 |
1,996.92 |
1,892.19 |
|
R3 |
1,980.15 |
1,947.33 |
1,878.56 |
|
R2 |
1,930.56 |
1,930.56 |
1,874.01 |
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R1 |
1,897.74 |
1,897.74 |
1,869.47 |
1,889.36 |
PP |
1,880.97 |
1,880.97 |
1,880.97 |
1,876.78 |
S1 |
1,848.15 |
1,848.15 |
1,860.37 |
1,839.77 |
S2 |
1,831.38 |
1,831.38 |
1,855.83 |
|
S3 |
1,781.79 |
1,798.56 |
1,851.28 |
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S4 |
1,732.20 |
1,748.97 |
1,837.65 |
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Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,233.87 |
2,177.82 |
1,979.21 |
|
R3 |
2,135.56 |
2,079.51 |
1,952.18 |
|
R2 |
2,037.25 |
2,037.25 |
1,943.16 |
|
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 |
|
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 |
1,990.96 |
1,864.20 |
126.76 |
6.8% |
41.33 |
2.2% |
1% |
False |
True |
|
10 |
1,995.00 |
1,864.20 |
130.80 |
7.0% |
39.09 |
2.1% |
1% |
False |
True |
|
20 |
2,060.29 |
1,864.20 |
196.09 |
10.5% |
36.68 |
2.0% |
0% |
False |
True |
|
40 |
2,060.29 |
1,864.20 |
196.09 |
10.5% |
28.51 |
1.5% |
0% |
False |
True |
|
60 |
2,060.29 |
1,864.20 |
196.09 |
10.5% |
25.60 |
1.4% |
0% |
False |
True |
|
80 |
2,060.29 |
1,844.05 |
216.24 |
11.6% |
23.93 |
1.3% |
10% |
False |
False |
|
100 |
2,060.29 |
1,753.43 |
306.86 |
16.5% |
22.64 |
1.2% |
36% |
False |
False |
|
120 |
2,060.29 |
1,710.97 |
349.32 |
18.7% |
23.14 |
1.2% |
44% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,124.55 |
2.618 |
2,043.62 |
1.618 |
1,994.03 |
1.000 |
1,963.38 |
0.618 |
1,944.44 |
HIGH |
1,913.79 |
0.618 |
1,894.85 |
0.500 |
1,889.00 |
0.382 |
1,883.14 |
LOW |
1,864.20 |
0.618 |
1,833.55 |
1.000 |
1,814.61 |
1.618 |
1,783.96 |
2.618 |
1,734.37 |
4.250 |
1,653.44 |
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