Day Change Summary |
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Previous |
Current |
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07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,972.12 |
1,975.67 |
3.55 |
0.2% |
1,989.28 |
High |
1,975.31 |
1,980.97 |
5.66 |
0.3% |
2,032.10 |
Low |
1,949.87 |
1,943.27 |
-6.60 |
-0.3% |
1,949.87 |
Close |
1,958.35 |
1,960.20 |
1.85 |
0.1% |
1,958.35 |
Range |
25.44 |
37.70 |
12.26 |
48.2% |
82.23 |
ATR |
36.25 |
36.36 |
0.10 |
0.3% |
0.00 |
Volume |
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Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,074.58 |
2,055.09 |
1,980.94 |
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R3 |
2,036.88 |
2,017.39 |
1,970.57 |
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R2 |
1,999.18 |
1,999.18 |
1,967.11 |
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R1 |
1,979.69 |
1,979.69 |
1,963.66 |
1,970.59 |
PP |
1,961.48 |
1,961.48 |
1,961.48 |
1,956.93 |
S1 |
1,941.99 |
1,941.99 |
1,956.74 |
1,932.89 |
S2 |
1,923.78 |
1,923.78 |
1,953.29 |
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S3 |
1,886.08 |
1,904.29 |
1,949.83 |
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S4 |
1,848.38 |
1,866.59 |
1,939.47 |
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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 |
1,943.27 |
88.83 |
4.5% |
31.52 |
1.6% |
19% |
False |
True |
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10 |
2,032.10 |
1,899.24 |
132.86 |
6.8% |
31.08 |
1.6% |
46% |
False |
False |
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20 |
2,032.10 |
1,805.66 |
226.44 |
11.6% |
32.34 |
1.7% |
68% |
False |
False |
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40 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
33.10 |
1.7% |
61% |
False |
False |
|
60 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
28.57 |
1.5% |
61% |
False |
False |
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80 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
26.54 |
1.4% |
61% |
False |
False |
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100 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
25.05 |
1.3% |
61% |
False |
False |
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120 |
2,060.29 |
1,753.43 |
306.86 |
15.7% |
23.96 |
1.2% |
67% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,141.20 |
2.618 |
2,079.67 |
1.618 |
2,041.97 |
1.000 |
2,018.67 |
0.618 |
2,004.27 |
HIGH |
1,980.97 |
0.618 |
1,966.57 |
0.500 |
1,962.12 |
0.382 |
1,957.67 |
LOW |
1,943.27 |
0.618 |
1,919.97 |
1.000 |
1,905.57 |
1.618 |
1,882.27 |
2.618 |
1,844.57 |
4.250 |
1,783.05 |
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