Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,477.25 |
1,494.50 |
17.25 |
1.2% |
1,463.50 |
High |
1,496.00 |
1,495.00 |
-1.00 |
-0.1% |
1,496.00 |
Low |
1,472.25 |
1,480.50 |
8.25 |
0.6% |
1,445.75 |
Close |
1,496.00 |
1,482.00 |
-14.00 |
-0.9% |
1,496.00 |
Range |
23.75 |
14.50 |
-9.25 |
-38.9% |
50.25 |
ATR |
31.16 |
30.04 |
-1.12 |
-3.6% |
0.00 |
Volume |
24,146 |
20,635 |
-3,511 |
-14.5% |
58,177 |
|
Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,529.25 |
1,520.25 |
1,490.00 |
|
R3 |
1,514.75 |
1,505.75 |
1,486.00 |
|
R2 |
1,500.25 |
1,500.25 |
1,484.75 |
|
R1 |
1,491.25 |
1,491.25 |
1,483.25 |
1,488.50 |
PP |
1,485.75 |
1,485.75 |
1,485.75 |
1,484.50 |
S1 |
1,476.75 |
1,476.75 |
1,480.75 |
1,474.00 |
S2 |
1,471.25 |
1,471.25 |
1,479.25 |
|
S3 |
1,456.75 |
1,462.25 |
1,478.00 |
|
S4 |
1,442.25 |
1,447.75 |
1,474.00 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,630.00 |
1,613.25 |
1,523.75 |
|
R3 |
1,579.75 |
1,563.00 |
1,509.75 |
|
R2 |
1,529.50 |
1,529.50 |
1,505.25 |
|
R1 |
1,512.75 |
1,512.75 |
1,500.50 |
1,521.00 |
PP |
1,479.25 |
1,479.25 |
1,479.25 |
1,483.50 |
S1 |
1,462.50 |
1,462.50 |
1,491.50 |
1,471.00 |
S2 |
1,429.00 |
1,429.00 |
1,486.75 |
|
S3 |
1,378.75 |
1,412.25 |
1,482.25 |
|
S4 |
1,328.50 |
1,362.00 |
1,468.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,496.00 |
1,451.25 |
44.75 |
3.0% |
21.00 |
1.4% |
69% |
False |
False |
14,664 |
10 |
1,496.00 |
1,385.00 |
111.00 |
7.5% |
33.00 |
2.2% |
87% |
False |
False |
14,586 |
20 |
1,522.50 |
1,385.00 |
137.50 |
9.3% |
33.75 |
2.3% |
71% |
False |
False |
9,441 |
40 |
1,579.50 |
1,385.00 |
194.50 |
13.1% |
27.00 |
1.8% |
50% |
False |
False |
5,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,556.50 |
2.618 |
1,533.00 |
1.618 |
1,518.50 |
1.000 |
1,509.50 |
0.618 |
1,504.00 |
HIGH |
1,495.00 |
0.618 |
1,489.50 |
0.500 |
1,487.75 |
0.382 |
1,486.00 |
LOW |
1,480.50 |
0.618 |
1,471.50 |
1.000 |
1,466.00 |
1.618 |
1,457.00 |
2.618 |
1,442.50 |
4.250 |
1,419.00 |
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