Day Change Summary |
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Previous |
Current |
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04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,989.28 |
2,013.66 |
24.38 |
1.2% |
1,954.88 |
High |
2,032.10 |
2,017.32 |
-14.78 |
-0.7% |
1,993.73 |
Low |
1,989.28 |
1,987.30 |
-1.98 |
-0.1% |
1,899.24 |
Close |
2,020.51 |
1,994.38 |
-26.13 |
-1.3% |
1,988.73 |
Range |
42.82 |
30.02 |
-12.80 |
-29.9% |
94.49 |
ATR |
36.58 |
36.34 |
-0.24 |
-0.7% |
0.00 |
Volume |
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Daily Pivots for day following 05-Sep-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,089.73 |
2,072.07 |
2,010.89 |
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R3 |
2,059.71 |
2,042.05 |
2,002.64 |
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R2 |
2,029.69 |
2,029.69 |
1,999.88 |
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R1 |
2,012.03 |
2,012.03 |
1,997.13 |
2,005.85 |
PP |
1,999.67 |
1,999.67 |
1,999.67 |
1,996.58 |
S1 |
1,982.01 |
1,982.01 |
1,991.63 |
1,975.83 |
S2 |
1,969.65 |
1,969.65 |
1,988.88 |
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S3 |
1,939.63 |
1,951.99 |
1,986.12 |
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S4 |
1,909.61 |
1,921.97 |
1,977.87 |
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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 |
1,913.49 |
118.61 |
5.9% |
34.55 |
1.7% |
68% |
False |
False |
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10 |
2,032.10 |
1,899.24 |
132.86 |
6.7% |
30.44 |
1.5% |
72% |
False |
False |
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20 |
2,032.10 |
1,805.66 |
226.44 |
11.4% |
34.54 |
1.7% |
83% |
False |
False |
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40 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
32.58 |
1.6% |
74% |
False |
False |
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60 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
28.17 |
1.4% |
74% |
False |
False |
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80 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
26.48 |
1.3% |
74% |
False |
False |
|
100 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
24.57 |
1.2% |
74% |
False |
False |
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120 |
2,060.29 |
1,733.58 |
326.71 |
16.4% |
23.66 |
1.2% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,144.91 |
2.618 |
2,095.91 |
1.618 |
2,065.89 |
1.000 |
2,047.34 |
0.618 |
2,035.87 |
HIGH |
2,017.32 |
0.618 |
2,005.85 |
0.500 |
2,002.31 |
0.382 |
1,998.77 |
LOW |
1,987.30 |
0.618 |
1,968.75 |
1.000 |
1,957.28 |
1.618 |
1,938.73 |
2.618 |
1,908.71 |
4.250 |
1,859.72 |
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