Day Change Summary |
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Previous |
Current |
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23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,942.12 |
1,928.80 |
-13.32 |
-0.7% |
1,891.13 |
High |
1,945.11 |
1,961.38 |
16.27 |
0.8% |
1,961.38 |
Low |
1,920.62 |
1,924.11 |
3.49 |
0.2% |
1,874.27 |
Close |
1,931.88 |
1,961.38 |
29.50 |
1.5% |
1,961.38 |
Range |
24.49 |
37.27 |
12.78 |
52.2% |
87.11 |
ATR |
34.88 |
35.05 |
0.17 |
0.5% |
0.00 |
Volume |
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Daily Pivots for day following 24-Aug-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,060.77 |
2,048.34 |
1,981.88 |
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R3 |
2,023.50 |
2,011.07 |
1,971.63 |
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R2 |
1,986.23 |
1,986.23 |
1,968.21 |
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R1 |
1,973.80 |
1,973.80 |
1,964.80 |
1,980.02 |
PP |
1,948.96 |
1,948.96 |
1,948.96 |
1,952.06 |
S1 |
1,936.53 |
1,936.53 |
1,957.96 |
1,942.75 |
S2 |
1,911.69 |
1,911.69 |
1,954.55 |
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S3 |
1,874.42 |
1,899.26 |
1,951.13 |
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S4 |
1,837.15 |
1,861.99 |
1,940.88 |
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Weekly Pivots for week ending 24-Aug-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,193.67 |
2,164.64 |
2,009.29 |
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R3 |
2,106.56 |
2,077.53 |
1,985.34 |
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R2 |
2,019.45 |
2,019.45 |
1,977.35 |
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R1 |
1,990.42 |
1,990.42 |
1,969.37 |
2,004.94 |
PP |
1,932.34 |
1,932.34 |
1,932.34 |
1,939.60 |
S1 |
1,903.31 |
1,903.31 |
1,953.39 |
1,917.83 |
S2 |
1,845.23 |
1,845.23 |
1,945.41 |
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S3 |
1,758.12 |
1,816.20 |
1,937.42 |
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S4 |
1,671.01 |
1,729.09 |
1,913.47 |
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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 |
1,961.38 |
1,874.27 |
87.11 |
4.4% |
26.36 |
1.3% |
100% |
True |
False |
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10 |
1,961.38 |
1,805.66 |
155.72 |
7.9% |
33.61 |
1.7% |
100% |
True |
False |
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20 |
1,995.00 |
1,805.66 |
189.34 |
9.7% |
37.40 |
1.9% |
82% |
False |
False |
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40 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
29.83 |
1.5% |
61% |
False |
False |
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60 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
26.84 |
1.4% |
61% |
False |
False |
|
80 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
25.18 |
1.3% |
61% |
False |
False |
|
100 |
2,060.29 |
1,788.40 |
271.89 |
13.9% |
23.45 |
1.2% |
64% |
False |
False |
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120 |
2,060.29 |
1,711.28 |
349.01 |
17.8% |
23.03 |
1.2% |
72% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,119.78 |
2.618 |
2,058.95 |
1.618 |
2,021.68 |
1.000 |
1,998.65 |
0.618 |
1,984.41 |
HIGH |
1,961.38 |
0.618 |
1,947.14 |
0.500 |
1,942.75 |
0.382 |
1,938.35 |
LOW |
1,924.11 |
0.618 |
1,901.08 |
1.000 |
1,886.84 |
1.618 |
1,863.81 |
2.618 |
1,826.54 |
4.250 |
1,765.71 |
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