Day Change Summary |
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Previous |
Current |
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14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,984.24 |
1,993.50 |
9.26 |
0.5% |
1,975.67 |
High |
2,004.03 |
1,995.47 |
-8.56 |
-0.4% |
2,006.37 |
Low |
1,981.91 |
1,975.29 |
-6.62 |
-0.3% |
1,943.27 |
Close |
2,000.82 |
1,983.08 |
-17.74 |
-0.9% |
2,000.82 |
Range |
22.12 |
20.18 |
-1.94 |
-8.8% |
63.10 |
ATR |
32.91 |
32.38 |
-0.53 |
-1.6% |
0.00 |
Volume |
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Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,045.15 |
2,034.30 |
1,994.18 |
|
R3 |
2,024.97 |
2,014.12 |
1,988.63 |
|
R2 |
2,004.79 |
2,004.79 |
1,986.78 |
|
R1 |
1,993.94 |
1,993.94 |
1,984.93 |
1,989.28 |
PP |
1,984.61 |
1,984.61 |
1,984.61 |
1,982.28 |
S1 |
1,973.76 |
1,973.76 |
1,981.23 |
1,969.10 |
S2 |
1,964.43 |
1,964.43 |
1,979.38 |
|
S3 |
1,944.25 |
1,953.58 |
1,977.53 |
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S4 |
1,924.07 |
1,933.40 |
1,971.98 |
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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 |
|
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 |
1,969.52 |
36.85 |
1.9% |
20.56 |
1.0% |
37% |
False |
False |
|
10 |
2,032.10 |
1,943.27 |
88.83 |
4.5% |
26.04 |
1.3% |
45% |
False |
False |
|
20 |
2,032.10 |
1,874.27 |
157.83 |
8.0% |
27.27 |
1.4% |
69% |
False |
False |
|
40 |
2,045.81 |
1,805.66 |
240.15 |
12.1% |
33.53 |
1.7% |
74% |
False |
False |
|
60 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
28.85 |
1.5% |
70% |
False |
False |
|
80 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
26.79 |
1.4% |
70% |
False |
False |
|
100 |
2,060.29 |
1,805.66 |
254.63 |
12.8% |
25.15 |
1.3% |
70% |
False |
False |
|
120 |
2,060.29 |
1,753.43 |
306.86 |
15.5% |
23.92 |
1.2% |
75% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,081.24 |
2.618 |
2,048.30 |
1.618 |
2,028.12 |
1.000 |
2,015.65 |
0.618 |
2,007.94 |
HIGH |
1,995.47 |
0.618 |
1,987.76 |
0.500 |
1,985.38 |
0.382 |
1,983.00 |
LOW |
1,975.29 |
0.618 |
1,962.82 |
1.000 |
1,955.11 |
1.618 |
1,942.64 |
2.618 |
1,922.46 |
4.250 |
1,889.53 |
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