Day Change Summary |
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Previous |
Current |
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27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
2,098.74 |
2,096.37 |
-2.37 |
-0.1% |
2,054.77 |
High |
2,099.61 |
2,101.96 |
2.35 |
0.1% |
2,101.96 |
Low |
2,089.58 |
2,082.04 |
-7.54 |
-0.4% |
2,047.51 |
Close |
2,096.39 |
2,091.11 |
-5.28 |
-0.3% |
2,091.11 |
Range |
10.03 |
19.92 |
9.89 |
98.6% |
54.45 |
ATR |
28.25 |
27.65 |
-0.59 |
-2.1% |
0.00 |
Volume |
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Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,151.46 |
2,141.21 |
2,102.07 |
|
R3 |
2,131.54 |
2,121.29 |
2,096.59 |
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R2 |
2,111.62 |
2,111.62 |
2,094.76 |
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R1 |
2,101.37 |
2,101.37 |
2,092.94 |
2,096.54 |
PP |
2,091.70 |
2,091.70 |
2,091.70 |
2,089.29 |
S1 |
2,081.45 |
2,081.45 |
2,089.28 |
2,076.62 |
S2 |
2,071.78 |
2,071.78 |
2,087.46 |
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S3 |
2,051.86 |
2,061.53 |
2,085.63 |
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S4 |
2,031.94 |
2,041.61 |
2,080.15 |
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Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,243.54 |
2,221.78 |
2,121.06 |
|
R3 |
2,189.09 |
2,167.33 |
2,106.08 |
|
R2 |
2,134.64 |
2,134.64 |
2,101.09 |
|
R1 |
2,112.88 |
2,112.88 |
2,096.10 |
2,123.76 |
PP |
2,080.19 |
2,080.19 |
2,080.19 |
2,085.64 |
S1 |
2,058.43 |
2,058.43 |
2,086.12 |
2,069.31 |
S2 |
2,025.74 |
2,025.74 |
2,081.13 |
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S3 |
1,971.29 |
2,003.98 |
2,076.14 |
|
S4 |
1,916.84 |
1,949.53 |
2,061.16 |
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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 |
2,101.96 |
2,047.51 |
54.45 |
2.6% |
19.74 |
0.9% |
80% |
True |
False |
|
10 |
2,101.96 |
1,975.29 |
126.67 |
6.1% |
21.90 |
1.0% |
91% |
True |
False |
|
20 |
2,101.96 |
1,943.27 |
158.69 |
7.6% |
23.86 |
1.1% |
93% |
True |
False |
|
40 |
2,101.96 |
1,805.66 |
296.30 |
14.2% |
30.24 |
1.4% |
96% |
True |
False |
|
60 |
2,101.96 |
1,805.66 |
296.30 |
14.2% |
28.92 |
1.4% |
96% |
True |
False |
|
80 |
2,101.96 |
1,805.66 |
296.30 |
14.2% |
27.00 |
1.3% |
96% |
True |
False |
|
100 |
2,101.96 |
1,805.66 |
296.30 |
14.2% |
25.73 |
1.2% |
96% |
True |
False |
|
120 |
2,101.96 |
1,788.40 |
313.56 |
15.0% |
24.24 |
1.2% |
97% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,186.62 |
2.618 |
2,154.11 |
1.618 |
2,134.19 |
1.000 |
2,121.88 |
0.618 |
2,114.27 |
HIGH |
2,101.96 |
0.618 |
2,094.35 |
0.500 |
2,092.00 |
0.382 |
2,089.65 |
LOW |
2,082.04 |
0.618 |
2,069.73 |
1.000 |
2,062.12 |
1.618 |
2,049.81 |
2.618 |
2,029.89 |
4.250 |
1,997.38 |
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