Day Change Summary |
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Previous |
Current |
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11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,973.16 |
1,986.21 |
13.05 |
0.7% |
1,989.28 |
High |
1,991.02 |
2,006.37 |
15.35 |
0.8% |
2,032.10 |
Low |
1,969.52 |
1,983.44 |
13.92 |
0.7% |
1,949.87 |
Close |
1,988.98 |
1,988.96 |
-0.02 |
0.0% |
1,958.35 |
Range |
21.50 |
22.93 |
1.43 |
6.7% |
82.23 |
ATR |
35.96 |
35.03 |
-0.93 |
-2.6% |
0.00 |
Volume |
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Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,061.71 |
2,048.27 |
2,001.57 |
|
R3 |
2,038.78 |
2,025.34 |
1,995.27 |
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R2 |
2,015.85 |
2,015.85 |
1,993.16 |
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R1 |
2,002.41 |
2,002.41 |
1,991.06 |
2,009.13 |
PP |
1,992.92 |
1,992.92 |
1,992.92 |
1,996.29 |
S1 |
1,979.48 |
1,979.48 |
1,986.86 |
1,986.20 |
S2 |
1,969.99 |
1,969.99 |
1,984.76 |
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S3 |
1,947.06 |
1,956.55 |
1,982.65 |
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S4 |
1,924.13 |
1,933.62 |
1,976.35 |
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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 |
|
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 |
2,006.37 |
1,943.27 |
63.10 |
3.2% |
25.84 |
1.3% |
72% |
True |
False |
|
10 |
2,032.10 |
1,913.49 |
118.61 |
6.0% |
30.19 |
1.5% |
64% |
False |
False |
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20 |
2,032.10 |
1,805.66 |
226.44 |
11.4% |
31.82 |
1.6% |
81% |
False |
False |
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40 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
33.49 |
1.7% |
72% |
False |
False |
|
60 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
29.02 |
1.5% |
72% |
False |
False |
|
80 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
26.81 |
1.3% |
72% |
False |
False |
|
100 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
25.11 |
1.3% |
72% |
False |
False |
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120 |
2,060.29 |
1,753.43 |
306.86 |
15.4% |
23.85 |
1.2% |
77% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,103.82 |
2.618 |
2,066.40 |
1.618 |
2,043.47 |
1.000 |
2,029.30 |
0.618 |
2,020.54 |
HIGH |
2,006.37 |
0.618 |
1,997.61 |
0.500 |
1,994.91 |
0.382 |
1,992.20 |
LOW |
1,983.44 |
0.618 |
1,969.27 |
1.000 |
1,960.51 |
1.618 |
1,946.34 |
2.618 |
1,923.41 |
4.250 |
1,885.99 |
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