Day Change Summary |
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Previous |
Current |
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20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
2,035.87 |
2,042.64 |
6.77 |
0.3% |
1,993.50 |
High |
2,043.21 |
2,054.09 |
10.88 |
0.5% |
2,056.27 |
Low |
2,029.53 |
2,041.48 |
11.95 |
0.6% |
1,975.29 |
Close |
2,032.61 |
2,049.48 |
16.87 |
0.8% |
2,049.48 |
Range |
13.68 |
12.61 |
-1.07 |
-7.8% |
80.98 |
ATR |
31.73 |
31.00 |
-0.73 |
-2.3% |
0.00 |
Volume |
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Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,086.18 |
2,080.44 |
2,056.42 |
|
R3 |
2,073.57 |
2,067.83 |
2,052.95 |
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R2 |
2,060.96 |
2,060.96 |
2,051.79 |
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R1 |
2,055.22 |
2,055.22 |
2,050.64 |
2,058.09 |
PP |
2,048.35 |
2,048.35 |
2,048.35 |
2,049.79 |
S1 |
2,042.61 |
2,042.61 |
2,048.32 |
2,045.48 |
S2 |
2,035.74 |
2,035.74 |
2,047.17 |
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S3 |
2,023.13 |
2,030.00 |
2,046.01 |
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S4 |
2,010.52 |
2,017.39 |
2,042.54 |
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Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,269.95 |
2,240.70 |
2,094.02 |
|
R3 |
2,188.97 |
2,159.72 |
2,071.75 |
|
R2 |
2,107.99 |
2,107.99 |
2,064.33 |
|
R1 |
2,078.74 |
2,078.74 |
2,056.90 |
2,093.37 |
PP |
2,027.01 |
2,027.01 |
2,027.01 |
2,034.33 |
S1 |
1,997.76 |
1,997.76 |
2,042.06 |
2,012.39 |
S2 |
1,946.03 |
1,946.03 |
2,034.63 |
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S3 |
1,865.05 |
1,916.78 |
2,027.21 |
|
S4 |
1,784.07 |
1,835.80 |
2,004.94 |
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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 |
2,056.27 |
1,975.29 |
80.98 |
4.0% |
24.07 |
1.2% |
92% |
False |
False |
|
10 |
2,056.27 |
1,943.27 |
113.00 |
5.5% |
24.06 |
1.2% |
94% |
False |
False |
|
20 |
2,056.27 |
1,899.24 |
157.03 |
7.7% |
27.55 |
1.3% |
96% |
False |
False |
|
40 |
2,056.27 |
1,805.66 |
250.61 |
12.2% |
32.59 |
1.6% |
97% |
False |
False |
|
60 |
2,060.29 |
1,805.66 |
254.63 |
12.4% |
28.69 |
1.4% |
96% |
False |
False |
|
80 |
2,060.29 |
1,805.66 |
254.63 |
12.4% |
26.70 |
1.3% |
96% |
False |
False |
|
100 |
2,060.29 |
1,805.66 |
254.63 |
12.4% |
25.48 |
1.2% |
96% |
False |
False |
|
120 |
2,060.29 |
1,781.89 |
278.40 |
13.6% |
23.99 |
1.2% |
96% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,107.68 |
2.618 |
2,087.10 |
1.618 |
2,074.49 |
1.000 |
2,066.70 |
0.618 |
2,061.88 |
HIGH |
2,054.09 |
0.618 |
2,049.27 |
0.500 |
2,047.79 |
0.382 |
2,046.30 |
LOW |
2,041.48 |
0.618 |
2,033.69 |
1.000 |
2,028.87 |
1.618 |
2,021.08 |
2.618 |
2,008.47 |
4.250 |
1,987.89 |
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