| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,092.60 |
2,116.15 |
23.55 |
1.1% |
2,054.77 |
| High |
2,120.79 |
2,117.34 |
-3.45 |
-0.2% |
2,101.96 |
| Low |
2,092.60 |
2,104.15 |
11.55 |
0.6% |
2,047.51 |
| Close |
2,116.97 |
2,115.89 |
-1.08 |
-0.1% |
2,091.11 |
| Range |
28.19 |
13.19 |
-15.00 |
-53.2% |
54.45 |
| ATR |
27.80 |
26.75 |
-1.04 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.03 |
2,147.15 |
2,123.14 |
|
| R3 |
2,138.84 |
2,133.96 |
2,119.52 |
|
| R2 |
2,125.65 |
2,125.65 |
2,118.31 |
|
| R1 |
2,120.77 |
2,120.77 |
2,117.10 |
2,116.62 |
| PP |
2,112.46 |
2,112.46 |
2,112.46 |
2,110.38 |
| S1 |
2,107.58 |
2,107.58 |
2,114.68 |
2,103.43 |
| S2 |
2,099.27 |
2,099.27 |
2,113.47 |
|
| S3 |
2,086.08 |
2,094.39 |
2,112.26 |
|
| S4 |
2,072.89 |
2,081.20 |
2,108.64 |
|
|
| 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 |
|
| S3 |
1,971.29 |
2,003.98 |
2,076.14 |
|
| S4 |
1,916.84 |
1,949.53 |
2,061.16 |
|
|
| 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 |
2,079.92 |
40.87 |
1.9% |
17.28 |
0.8% |
88% |
False |
False |
|
| 10 |
2,120.79 |
2,029.53 |
91.26 |
4.3% |
19.05 |
0.9% |
95% |
False |
False |
|
| 20 |
2,120.79 |
1,943.27 |
177.52 |
8.4% |
22.89 |
1.1% |
97% |
False |
False |
|
| 40 |
2,120.79 |
1,805.66 |
315.13 |
14.9% |
29.08 |
1.4% |
98% |
False |
False |
|
| 60 |
2,120.79 |
1,805.66 |
315.13 |
14.9% |
29.17 |
1.4% |
98% |
False |
False |
|
| 80 |
2,120.79 |
1,805.66 |
315.13 |
14.9% |
26.68 |
1.3% |
98% |
False |
False |
|
| 100 |
2,120.79 |
1,805.66 |
315.13 |
14.9% |
25.67 |
1.2% |
98% |
False |
False |
|
| 120 |
2,120.79 |
1,801.89 |
318.90 |
15.1% |
24.18 |
1.1% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,173.40 |
|
2.618 |
2,151.87 |
|
1.618 |
2,138.68 |
|
1.000 |
2,130.53 |
|
0.618 |
2,125.49 |
|
HIGH |
2,117.34 |
|
0.618 |
2,112.30 |
|
0.500 |
2,110.75 |
|
0.382 |
2,109.19 |
|
LOW |
2,104.15 |
|
0.618 |
2,096.00 |
|
1.000 |
2,090.96 |
|
1.618 |
2,082.81 |
|
2.618 |
2,069.62 |
|
4.250 |
2,048.09 |
|
|