Day Change Summary |
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Previous |
Current |
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28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
2,096.37 |
2,092.60 |
-3.77 |
-0.2% |
2,054.77 |
High |
2,101.96 |
2,120.79 |
18.83 |
0.9% |
2,101.96 |
Low |
2,082.04 |
2,092.60 |
10.56 |
0.5% |
2,047.51 |
Close |
2,091.11 |
2,116.97 |
25.86 |
1.2% |
2,091.11 |
Range |
19.92 |
28.19 |
8.27 |
41.5% |
54.45 |
ATR |
27.65 |
27.80 |
0.14 |
0.5% |
0.00 |
Volume |
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Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,194.69 |
2,184.02 |
2,132.47 |
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R3 |
2,166.50 |
2,155.83 |
2,124.72 |
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R2 |
2,138.31 |
2,138.31 |
2,122.14 |
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R1 |
2,127.64 |
2,127.64 |
2,119.55 |
2,132.98 |
PP |
2,110.12 |
2,110.12 |
2,110.12 |
2,112.79 |
S1 |
2,099.45 |
2,099.45 |
2,114.39 |
2,104.79 |
S2 |
2,081.93 |
2,081.93 |
2,111.80 |
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S3 |
2,053.74 |
2,071.26 |
2,109.22 |
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S4 |
2,025.55 |
2,043.07 |
2,101.47 |
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Weekly Pivots for week ending 28-Sep-2007 |
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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 |
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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 |
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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 |
2,120.79 |
2,048.34 |
72.45 |
3.4% |
20.34 |
1.0% |
95% |
True |
False |
|
10 |
2,120.79 |
1,985.70 |
135.09 |
6.4% |
22.70 |
1.1% |
97% |
True |
False |
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20 |
2,120.79 |
1,943.27 |
177.52 |
8.4% |
24.37 |
1.2% |
98% |
True |
False |
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40 |
2,120.79 |
1,805.66 |
315.13 |
14.9% |
29.79 |
1.4% |
99% |
True |
False |
|
60 |
2,120.79 |
1,805.66 |
315.13 |
14.9% |
29.12 |
1.4% |
99% |
True |
False |
|
80 |
2,120.79 |
1,805.66 |
315.13 |
14.9% |
26.89 |
1.3% |
99% |
True |
False |
|
100 |
2,120.79 |
1,805.66 |
315.13 |
14.9% |
25.82 |
1.2% |
99% |
True |
False |
|
120 |
2,120.79 |
1,788.40 |
332.39 |
15.7% |
24.29 |
1.1% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,240.60 |
2.618 |
2,194.59 |
1.618 |
2,166.40 |
1.000 |
2,148.98 |
0.618 |
2,138.21 |
HIGH |
2,120.79 |
0.618 |
2,110.02 |
0.500 |
2,106.70 |
0.382 |
2,103.37 |
LOW |
2,092.60 |
0.618 |
2,075.18 |
1.000 |
2,064.41 |
1.618 |
2,046.99 |
2.618 |
2,018.80 |
4.250 |
1,972.79 |
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