Day Change Summary |
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Previous |
Current |
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06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
2,001.76 |
1,972.12 |
-29.64 |
-1.5% |
1,989.28 |
High |
2,006.05 |
1,975.31 |
-30.74 |
-1.5% |
2,032.10 |
Low |
1,984.44 |
1,949.87 |
-34.57 |
-1.7% |
1,949.87 |
Close |
1,998.67 |
1,958.35 |
-40.32 |
-2.0% |
1,958.35 |
Range |
21.61 |
25.44 |
3.83 |
17.7% |
82.23 |
ATR |
35.29 |
36.25 |
0.97 |
2.7% |
0.00 |
Volume |
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Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,037.50 |
2,023.36 |
1,972.34 |
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R3 |
2,012.06 |
1,997.92 |
1,965.35 |
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R2 |
1,986.62 |
1,986.62 |
1,963.01 |
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R1 |
1,972.48 |
1,972.48 |
1,960.68 |
1,966.83 |
PP |
1,961.18 |
1,961.18 |
1,961.18 |
1,958.35 |
S1 |
1,947.04 |
1,947.04 |
1,956.02 |
1,941.39 |
S2 |
1,935.74 |
1,935.74 |
1,953.69 |
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S3 |
1,910.30 |
1,921.60 |
1,951.35 |
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S4 |
1,884.86 |
1,896.16 |
1,944.36 |
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Weekly Pivots for week ending 07-Sep-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,226.80 |
2,174.80 |
2,003.58 |
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R3 |
2,144.57 |
2,092.57 |
1,980.96 |
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R2 |
2,062.34 |
2,062.34 |
1,973.43 |
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R1 |
2,010.34 |
2,010.34 |
1,965.89 |
1,995.23 |
PP |
1,980.11 |
1,980.11 |
1,980.11 |
1,972.55 |
S1 |
1,928.11 |
1,928.11 |
1,950.81 |
1,913.00 |
S2 |
1,897.88 |
1,897.88 |
1,943.27 |
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S3 |
1,815.65 |
1,845.88 |
1,935.74 |
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S4 |
1,733.42 |
1,763.65 |
1,913.12 |
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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 |
1,949.87 |
82.23 |
4.2% |
27.56 |
1.4% |
10% |
False |
True |
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10 |
2,032.10 |
1,899.24 |
132.86 |
6.8% |
31.04 |
1.6% |
44% |
False |
False |
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20 |
2,032.10 |
1,805.66 |
226.44 |
11.6% |
32.85 |
1.7% |
67% |
False |
False |
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40 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
32.53 |
1.7% |
60% |
False |
False |
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60 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
28.20 |
1.4% |
60% |
False |
False |
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80 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
26.38 |
1.3% |
60% |
False |
False |
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100 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
24.83 |
1.3% |
60% |
False |
False |
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120 |
2,060.29 |
1,753.43 |
306.86 |
15.7% |
23.77 |
1.2% |
67% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,083.43 |
2.618 |
2,041.91 |
1.618 |
2,016.47 |
1.000 |
2,000.75 |
0.618 |
1,991.03 |
HIGH |
1,975.31 |
0.618 |
1,965.59 |
0.500 |
1,962.59 |
0.382 |
1,959.59 |
LOW |
1,949.87 |
0.618 |
1,934.15 |
1.000 |
1,924.43 |
1.618 |
1,908.71 |
2.618 |
1,883.27 |
4.250 |
1,841.75 |
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