Day Change Summary |
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Previous |
Current |
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21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
2,042.64 |
2,054.77 |
12.13 |
0.6% |
1,993.50 |
High |
2,054.09 |
2,072.70 |
18.61 |
0.9% |
2,056.27 |
Low |
2,041.48 |
2,047.51 |
6.03 |
0.3% |
1,975.29 |
Close |
2,049.48 |
2,057.25 |
7.77 |
0.4% |
2,049.48 |
Range |
12.61 |
25.19 |
12.58 |
99.8% |
80.98 |
ATR |
31.00 |
30.58 |
-0.41 |
-1.3% |
0.00 |
Volume |
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Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,134.72 |
2,121.18 |
2,071.10 |
|
R3 |
2,109.53 |
2,095.99 |
2,064.18 |
|
R2 |
2,084.34 |
2,084.34 |
2,061.87 |
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R1 |
2,070.80 |
2,070.80 |
2,059.56 |
2,077.57 |
PP |
2,059.15 |
2,059.15 |
2,059.15 |
2,062.54 |
S1 |
2,045.61 |
2,045.61 |
2,054.94 |
2,052.38 |
S2 |
2,033.96 |
2,033.96 |
2,052.63 |
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S3 |
2,008.77 |
2,020.42 |
2,050.32 |
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S4 |
1,983.58 |
1,995.23 |
2,043.40 |
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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 |
|
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 |
2,072.70 |
1,985.70 |
87.00 |
4.2% |
25.07 |
1.2% |
82% |
True |
False |
|
10 |
2,072.70 |
1,969.52 |
103.18 |
5.0% |
22.81 |
1.1% |
85% |
True |
False |
|
20 |
2,072.70 |
1,899.24 |
173.46 |
8.4% |
26.95 |
1.3% |
91% |
True |
False |
|
40 |
2,072.70 |
1,805.66 |
267.04 |
13.0% |
32.17 |
1.6% |
94% |
True |
False |
|
60 |
2,072.70 |
1,805.66 |
267.04 |
13.0% |
28.87 |
1.4% |
94% |
True |
False |
|
80 |
2,072.70 |
1,805.66 |
267.04 |
13.0% |
26.87 |
1.3% |
94% |
True |
False |
|
100 |
2,072.70 |
1,805.66 |
267.04 |
13.0% |
25.53 |
1.2% |
94% |
True |
False |
|
120 |
2,072.70 |
1,788.40 |
284.30 |
13.8% |
24.03 |
1.2% |
95% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,179.76 |
2.618 |
2,138.65 |
1.618 |
2,113.46 |
1.000 |
2,097.89 |
0.618 |
2,088.27 |
HIGH |
2,072.70 |
0.618 |
2,063.08 |
0.500 |
2,060.11 |
0.382 |
2,057.13 |
LOW |
2,047.51 |
0.618 |
2,031.94 |
1.000 |
2,022.32 |
1.618 |
2,006.75 |
2.618 |
1,981.56 |
4.250 |
1,940.45 |
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