Day Change Summary |
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Previous |
Current |
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13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
2,004.73 |
1,984.24 |
-20.49 |
-1.0% |
1,975.67 |
High |
2,005.96 |
2,004.03 |
-1.93 |
-0.1% |
2,006.37 |
Low |
1,989.91 |
1,981.91 |
-8.00 |
-0.4% |
1,943.27 |
Close |
1,998.63 |
2,000.82 |
2.19 |
0.1% |
2,000.82 |
Range |
16.05 |
22.12 |
6.07 |
37.8% |
63.10 |
ATR |
33.74 |
32.91 |
-0.83 |
-2.5% |
0.00 |
Volume |
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Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,061.95 |
2,053.50 |
2,012.99 |
|
R3 |
2,039.83 |
2,031.38 |
2,006.90 |
|
R2 |
2,017.71 |
2,017.71 |
2,004.88 |
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R1 |
2,009.26 |
2,009.26 |
2,002.85 |
2,013.49 |
PP |
1,995.59 |
1,995.59 |
1,995.59 |
1,997.70 |
S1 |
1,987.14 |
1,987.14 |
1,998.79 |
1,991.37 |
S2 |
1,973.47 |
1,973.47 |
1,996.76 |
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S3 |
1,951.35 |
1,965.02 |
1,994.74 |
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S4 |
1,929.23 |
1,942.90 |
1,988.65 |
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Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,172.79 |
2,149.90 |
2,035.53 |
|
R3 |
2,109.69 |
2,086.80 |
2,018.17 |
|
R2 |
2,046.59 |
2,046.59 |
2,012.39 |
|
R1 |
2,023.70 |
2,023.70 |
2,006.60 |
2,035.15 |
PP |
1,983.49 |
1,983.49 |
1,983.49 |
1,989.21 |
S1 |
1,960.60 |
1,960.60 |
1,995.04 |
1,972.05 |
S2 |
1,920.39 |
1,920.39 |
1,989.25 |
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S3 |
1,857.29 |
1,897.50 |
1,983.47 |
|
S4 |
1,794.19 |
1,834.40 |
1,966.12 |
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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% |
24.06 |
1.2% |
91% |
False |
False |
|
10 |
2,032.10 |
1,943.27 |
88.83 |
4.4% |
25.81 |
1.3% |
65% |
False |
False |
|
20 |
2,032.10 |
1,853.87 |
178.23 |
8.9% |
28.25 |
1.4% |
82% |
False |
False |
|
40 |
2,048.24 |
1,805.66 |
242.58 |
12.1% |
33.63 |
1.7% |
80% |
False |
False |
|
60 |
2,060.29 |
1,805.66 |
254.63 |
12.7% |
28.98 |
1.4% |
77% |
False |
False |
|
80 |
2,060.29 |
1,805.66 |
254.63 |
12.7% |
26.81 |
1.3% |
77% |
False |
False |
|
100 |
2,060.29 |
1,805.66 |
254.63 |
12.7% |
25.19 |
1.3% |
77% |
False |
False |
|
120 |
2,060.29 |
1,753.43 |
306.86 |
15.3% |
23.84 |
1.2% |
81% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,098.04 |
2.618 |
2,061.94 |
1.618 |
2,039.82 |
1.000 |
2,026.15 |
0.618 |
2,017.70 |
HIGH |
2,004.03 |
0.618 |
1,995.58 |
0.500 |
1,992.97 |
0.382 |
1,990.36 |
LOW |
1,981.91 |
0.618 |
1,968.24 |
1.000 |
1,959.79 |
1.618 |
1,946.12 |
2.618 |
1,924.00 |
4.250 |
1,887.90 |
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