Day Change Summary |
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Previous |
Current |
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31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,987.94 |
1,989.28 |
1.34 |
0.1% |
1,954.88 |
High |
1,993.73 |
2,032.10 |
38.37 |
1.9% |
1,993.73 |
Low |
1,975.83 |
1,989.28 |
13.45 |
0.7% |
1,899.24 |
Close |
1,988.73 |
2,020.51 |
31.78 |
1.6% |
1,988.73 |
Range |
17.90 |
42.82 |
24.92 |
139.2% |
94.49 |
ATR |
36.06 |
36.58 |
0.52 |
1.4% |
0.00 |
Volume |
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Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,142.42 |
2,124.29 |
2,044.06 |
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R3 |
2,099.60 |
2,081.47 |
2,032.29 |
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R2 |
2,056.78 |
2,056.78 |
2,028.36 |
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R1 |
2,038.65 |
2,038.65 |
2,024.44 |
2,047.72 |
PP |
2,013.96 |
2,013.96 |
2,013.96 |
2,018.50 |
S1 |
1,995.83 |
1,995.83 |
2,016.58 |
2,004.90 |
S2 |
1,971.14 |
1,971.14 |
2,012.66 |
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S3 |
1,928.32 |
1,953.01 |
2,008.73 |
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S4 |
1,885.50 |
1,910.19 |
1,996.96 |
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Weekly Pivots for week ending 31-Aug-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,244.04 |
2,210.87 |
2,040.70 |
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R3 |
2,149.55 |
2,116.38 |
2,014.71 |
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R2 |
2,055.06 |
2,055.06 |
2,006.05 |
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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 |
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S3 |
1,771.59 |
1,832.91 |
1,962.75 |
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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 |
2,032.10 |
1,899.24 |
132.86 |
6.6% |
36.52 |
1.8% |
91% |
True |
False |
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10 |
2,032.10 |
1,886.45 |
145.65 |
7.2% |
30.30 |
1.5% |
92% |
True |
False |
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20 |
2,032.10 |
1,805.66 |
226.44 |
11.2% |
35.27 |
1.7% |
95% |
True |
False |
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40 |
2,060.29 |
1,805.66 |
254.63 |
12.6% |
32.31 |
1.6% |
84% |
False |
False |
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60 |
2,060.29 |
1,805.66 |
254.63 |
12.6% |
27.94 |
1.4% |
84% |
False |
False |
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80 |
2,060.29 |
1,805.66 |
254.63 |
12.6% |
26.37 |
1.3% |
84% |
False |
False |
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100 |
2,060.29 |
1,801.89 |
258.40 |
12.8% |
24.44 |
1.2% |
85% |
False |
False |
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120 |
2,060.29 |
1,733.58 |
326.71 |
16.2% |
23.51 |
1.2% |
88% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,214.09 |
2.618 |
2,144.20 |
1.618 |
2,101.38 |
1.000 |
2,074.92 |
0.618 |
2,058.56 |
HIGH |
2,032.10 |
0.618 |
2,015.74 |
0.500 |
2,010.69 |
0.382 |
2,005.64 |
LOW |
1,989.28 |
0.618 |
1,962.82 |
1.000 |
1,946.46 |
1.618 |
1,920.00 |
2.618 |
1,877.18 |
4.250 |
1,807.30 |
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