Day Change Summary |
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Previous |
Current |
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05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
2,013.66 |
2,001.76 |
-11.90 |
-0.6% |
1,954.88 |
High |
2,017.32 |
2,006.05 |
-11.27 |
-0.6% |
1,993.73 |
Low |
1,987.30 |
1,984.44 |
-2.86 |
-0.1% |
1,899.24 |
Close |
1,994.38 |
1,998.67 |
4.29 |
0.2% |
1,988.73 |
Range |
30.02 |
21.61 |
-8.41 |
-28.0% |
94.49 |
ATR |
36.34 |
35.29 |
-1.05 |
-2.9% |
0.00 |
Volume |
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Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,061.22 |
2,051.55 |
2,010.56 |
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R3 |
2,039.61 |
2,029.94 |
2,004.61 |
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R2 |
2,018.00 |
2,018.00 |
2,002.63 |
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R1 |
2,008.33 |
2,008.33 |
2,000.65 |
2,002.36 |
PP |
1,996.39 |
1,996.39 |
1,996.39 |
1,993.40 |
S1 |
1,986.72 |
1,986.72 |
1,996.69 |
1,980.75 |
S2 |
1,974.78 |
1,974.78 |
1,994.71 |
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S3 |
1,953.17 |
1,965.11 |
1,992.73 |
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S4 |
1,931.56 |
1,943.50 |
1,986.78 |
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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 |
1,940.92 |
91.18 |
4.6% |
30.48 |
1.5% |
63% |
False |
False |
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10 |
2,032.10 |
1,899.24 |
132.86 |
6.6% |
30.94 |
1.5% |
75% |
False |
False |
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20 |
2,032.10 |
1,805.66 |
226.44 |
11.3% |
34.29 |
1.7% |
85% |
False |
False |
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40 |
2,060.29 |
1,805.66 |
254.63 |
12.7% |
32.65 |
1.6% |
76% |
False |
False |
|
60 |
2,060.29 |
1,805.66 |
254.63 |
12.7% |
28.14 |
1.4% |
76% |
False |
False |
|
80 |
2,060.29 |
1,805.66 |
254.63 |
12.7% |
26.41 |
1.3% |
76% |
False |
False |
|
100 |
2,060.29 |
1,805.66 |
254.63 |
12.7% |
24.67 |
1.2% |
76% |
False |
False |
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120 |
2,060.29 |
1,747.05 |
313.24 |
15.7% |
23.70 |
1.2% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,097.89 |
2.618 |
2,062.62 |
1.618 |
2,041.01 |
1.000 |
2,027.66 |
0.618 |
2,019.40 |
HIGH |
2,006.05 |
0.618 |
1,997.79 |
0.500 |
1,995.25 |
0.382 |
1,992.70 |
LOW |
1,984.44 |
0.618 |
1,971.09 |
1.000 |
1,962.83 |
1.618 |
1,949.48 |
2.618 |
1,927.87 |
4.250 |
1,892.60 |
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