Day Change Summary |
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Previous |
Current |
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17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,993.50 |
1,993.85 |
0.35 |
0.0% |
1,975.67 |
High |
1,995.47 |
2,035.37 |
39.90 |
2.0% |
2,006.37 |
Low |
1,975.29 |
1,985.70 |
10.41 |
0.5% |
1,943.27 |
Close |
1,983.08 |
2,035.37 |
52.29 |
2.6% |
2,000.82 |
Range |
20.18 |
49.67 |
29.49 |
146.1% |
63.10 |
ATR |
32.38 |
33.81 |
1.42 |
4.4% |
0.00 |
Volume |
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Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,167.82 |
2,151.27 |
2,062.69 |
|
R3 |
2,118.15 |
2,101.60 |
2,049.03 |
|
R2 |
2,068.48 |
2,068.48 |
2,044.48 |
|
R1 |
2,051.93 |
2,051.93 |
2,039.92 |
2,060.21 |
PP |
2,018.81 |
2,018.81 |
2,018.81 |
2,022.95 |
S1 |
2,002.26 |
2,002.26 |
2,030.82 |
2,010.54 |
S2 |
1,969.14 |
1,969.14 |
2,026.26 |
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S3 |
1,919.47 |
1,952.59 |
2,021.71 |
|
S4 |
1,869.80 |
1,902.92 |
2,008.05 |
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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 |
2,035.37 |
1,975.29 |
60.08 |
3.0% |
26.19 |
1.3% |
100% |
True |
False |
|
10 |
2,035.37 |
1,943.27 |
92.10 |
4.5% |
26.72 |
1.3% |
100% |
True |
False |
|
20 |
2,035.37 |
1,886.45 |
148.92 |
7.3% |
28.51 |
1.4% |
100% |
True |
False |
|
40 |
2,037.72 |
1,805.66 |
232.06 |
11.4% |
34.41 |
1.7% |
99% |
False |
False |
|
60 |
2,060.29 |
1,805.66 |
254.63 |
12.5% |
29.30 |
1.4% |
90% |
False |
False |
|
80 |
2,060.29 |
1,805.66 |
254.63 |
12.5% |
26.89 |
1.3% |
90% |
False |
False |
|
100 |
2,060.29 |
1,805.66 |
254.63 |
12.5% |
25.52 |
1.3% |
90% |
False |
False |
|
120 |
2,060.29 |
1,753.43 |
306.86 |
15.1% |
24.17 |
1.2% |
92% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,246.47 |
2.618 |
2,165.41 |
1.618 |
2,115.74 |
1.000 |
2,085.04 |
0.618 |
2,066.07 |
HIGH |
2,035.37 |
0.618 |
2,016.40 |
0.500 |
2,010.54 |
0.382 |
2,004.67 |
LOW |
1,985.70 |
0.618 |
1,955.00 |
1.000 |
1,936.03 |
1.618 |
1,905.33 |
2.618 |
1,855.66 |
4.250 |
1,774.60 |
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