Day Change Summary |
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Previous |
Current |
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26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
2,088.12 |
2,098.74 |
10.62 |
0.5% |
1,993.50 |
High |
2,094.97 |
2,099.61 |
4.64 |
0.2% |
2,056.27 |
Low |
2,079.92 |
2,089.58 |
9.66 |
0.5% |
1,975.29 |
Close |
2,088.38 |
2,096.39 |
8.01 |
0.4% |
2,049.48 |
Range |
15.05 |
10.03 |
-5.02 |
-33.4% |
80.98 |
ATR |
29.56 |
28.25 |
-1.31 |
-4.4% |
0.00 |
Volume |
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Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,125.28 |
2,120.87 |
2,101.91 |
|
R3 |
2,115.25 |
2,110.84 |
2,099.15 |
|
R2 |
2,105.22 |
2,105.22 |
2,098.23 |
|
R1 |
2,100.81 |
2,100.81 |
2,097.31 |
2,098.00 |
PP |
2,095.19 |
2,095.19 |
2,095.19 |
2,093.79 |
S1 |
2,090.78 |
2,090.78 |
2,095.47 |
2,087.97 |
S2 |
2,085.16 |
2,085.16 |
2,094.55 |
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S3 |
2,075.13 |
2,080.75 |
2,093.63 |
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S4 |
2,065.10 |
2,070.72 |
2,090.87 |
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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 |
2,099.61 |
2,041.48 |
58.13 |
2.8% |
18.27 |
0.9% |
94% |
True |
False |
|
10 |
2,099.61 |
1,975.29 |
124.32 |
5.9% |
22.12 |
1.1% |
97% |
True |
False |
|
20 |
2,099.61 |
1,940.92 |
158.69 |
7.6% |
24.86 |
1.2% |
98% |
True |
False |
|
40 |
2,099.61 |
1,805.66 |
293.95 |
14.0% |
30.37 |
1.4% |
99% |
True |
False |
|
60 |
2,099.61 |
1,805.66 |
293.95 |
14.0% |
28.89 |
1.4% |
99% |
True |
False |
|
80 |
2,099.61 |
1,805.66 |
293.95 |
14.0% |
26.95 |
1.3% |
99% |
True |
False |
|
100 |
2,099.61 |
1,805.66 |
293.95 |
14.0% |
25.71 |
1.2% |
99% |
True |
False |
|
120 |
2,099.61 |
1,788.40 |
311.21 |
14.8% |
24.16 |
1.2% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,142.24 |
2.618 |
2,125.87 |
1.618 |
2,115.84 |
1.000 |
2,109.64 |
0.618 |
2,105.81 |
HIGH |
2,099.61 |
0.618 |
2,095.78 |
0.500 |
2,094.60 |
0.382 |
2,093.41 |
LOW |
2,089.58 |
0.618 |
2,083.38 |
1.000 |
2,079.55 |
1.618 |
2,073.35 |
2.618 |
2,063.32 |
4.250 |
2,046.95 |
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