Day Change Summary |
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Previous |
Current |
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30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,942.79 |
1,987.94 |
45.15 |
2.3% |
1,954.88 |
High |
1,980.95 |
1,993.73 |
12.78 |
0.6% |
1,993.73 |
Low |
1,940.92 |
1,975.83 |
34.91 |
1.8% |
1,899.24 |
Close |
1,963.75 |
1,988.73 |
24.98 |
1.3% |
1,988.73 |
Range |
40.03 |
17.90 |
-22.13 |
-55.3% |
94.49 |
ATR |
36.53 |
36.06 |
-0.47 |
-1.3% |
0.00 |
Volume |
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Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,039.80 |
2,032.16 |
1,998.58 |
|
R3 |
2,021.90 |
2,014.26 |
1,993.65 |
|
R2 |
2,004.00 |
2,004.00 |
1,992.01 |
|
R1 |
1,996.36 |
1,996.36 |
1,990.37 |
2,000.18 |
PP |
1,986.10 |
1,986.10 |
1,986.10 |
1,988.01 |
S1 |
1,978.46 |
1,978.46 |
1,987.09 |
1,982.28 |
S2 |
1,968.20 |
1,968.20 |
1,985.45 |
|
S3 |
1,950.30 |
1,960.56 |
1,983.81 |
|
S4 |
1,932.40 |
1,942.66 |
1,978.89 |
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Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,244.04 |
2,210.87 |
2,040.70 |
|
R3 |
2,149.55 |
2,116.38 |
2,014.71 |
|
R2 |
2,055.06 |
2,055.06 |
2,006.05 |
|
R1 |
2,021.89 |
2,021.89 |
1,997.39 |
2,038.48 |
PP |
1,960.57 |
1,960.57 |
1,960.57 |
1,968.86 |
S1 |
1,927.40 |
1,927.40 |
1,980.07 |
1,943.99 |
S2 |
1,866.08 |
1,866.08 |
1,971.41 |
|
S3 |
1,771.59 |
1,832.91 |
1,962.75 |
|
S4 |
1,677.10 |
1,738.42 |
1,936.76 |
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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 |
1,993.73 |
1,899.24 |
94.49 |
4.8% |
30.64 |
1.5% |
95% |
True |
False |
|
10 |
1,993.73 |
1,874.27 |
119.46 |
6.0% |
28.50 |
1.4% |
96% |
True |
False |
|
20 |
1,995.00 |
1,805.66 |
189.34 |
9.5% |
35.22 |
1.8% |
97% |
False |
False |
|
40 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
31.49 |
1.6% |
72% |
False |
False |
|
60 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
27.73 |
1.4% |
72% |
False |
False |
|
80 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
26.18 |
1.3% |
72% |
False |
False |
|
100 |
2,060.29 |
1,788.40 |
271.89 |
13.7% |
24.27 |
1.2% |
74% |
False |
False |
|
120 |
2,060.29 |
1,711.28 |
349.01 |
17.5% |
23.42 |
1.2% |
79% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,069.81 |
2.618 |
2,040.59 |
1.618 |
2,022.69 |
1.000 |
2,011.63 |
0.618 |
2,004.79 |
HIGH |
1,993.73 |
0.618 |
1,986.89 |
0.500 |
1,984.78 |
0.382 |
1,982.67 |
LOW |
1,975.83 |
0.618 |
1,964.77 |
1.000 |
1,957.93 |
1.618 |
1,946.87 |
2.618 |
1,928.97 |
4.250 |
1,899.76 |
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