Day Change Summary |
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Previous |
Current |
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12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,986.21 |
2,004.73 |
18.52 |
0.9% |
1,989.28 |
High |
2,006.37 |
2,005.96 |
-0.41 |
0.0% |
2,032.10 |
Low |
1,983.44 |
1,989.91 |
6.47 |
0.3% |
1,949.87 |
Close |
1,988.96 |
1,998.63 |
9.67 |
0.5% |
1,958.35 |
Range |
22.93 |
16.05 |
-6.88 |
-30.0% |
82.23 |
ATR |
35.03 |
33.74 |
-1.29 |
-3.7% |
0.00 |
Volume |
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Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.32 |
2,038.52 |
2,007.46 |
|
R3 |
2,030.27 |
2,022.47 |
2,003.04 |
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R2 |
2,014.22 |
2,014.22 |
2,001.57 |
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R1 |
2,006.42 |
2,006.42 |
2,000.10 |
2,002.30 |
PP |
1,998.17 |
1,998.17 |
1,998.17 |
1,996.10 |
S1 |
1,990.37 |
1,990.37 |
1,997.16 |
1,986.25 |
S2 |
1,982.12 |
1,982.12 |
1,995.69 |
|
S3 |
1,966.07 |
1,974.32 |
1,994.22 |
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S4 |
1,950.02 |
1,958.27 |
1,989.80 |
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Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,226.80 |
2,174.80 |
2,003.58 |
|
R3 |
2,144.57 |
2,092.57 |
1,980.96 |
|
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% |
24.72 |
1.2% |
88% |
False |
False |
|
10 |
2,032.10 |
1,940.92 |
91.18 |
4.6% |
27.60 |
1.4% |
63% |
False |
False |
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20 |
2,032.10 |
1,805.66 |
226.44 |
11.3% |
30.14 |
1.5% |
85% |
False |
False |
|
40 |
2,060.29 |
1,805.66 |
254.63 |
12.7% |
33.41 |
1.7% |
76% |
False |
False |
|
60 |
2,060.29 |
1,805.66 |
254.63 |
12.7% |
29.05 |
1.5% |
76% |
False |
False |
|
80 |
2,060.29 |
1,805.66 |
254.63 |
12.7% |
26.74 |
1.3% |
76% |
False |
False |
|
100 |
2,060.29 |
1,805.66 |
254.63 |
12.7% |
25.17 |
1.3% |
76% |
False |
False |
|
120 |
2,060.29 |
1,753.43 |
306.86 |
15.4% |
23.89 |
1.2% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,074.17 |
2.618 |
2,047.98 |
1.618 |
2,031.93 |
1.000 |
2,022.01 |
0.618 |
2,015.88 |
HIGH |
2,005.96 |
0.618 |
1,999.83 |
0.500 |
1,997.94 |
0.382 |
1,996.04 |
LOW |
1,989.91 |
0.618 |
1,979.99 |
1.000 |
1,973.86 |
1.618 |
1,963.94 |
2.618 |
1,947.89 |
4.250 |
1,921.70 |
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