Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,494.50 |
1,481.25 |
-13.25 |
-0.9% |
1,463.50 |
High |
1,495.00 |
1,482.25 |
-12.75 |
-0.9% |
1,496.00 |
Low |
1,480.50 |
1,446.75 |
-33.75 |
-2.3% |
1,445.75 |
Close |
1,482.00 |
1,450.00 |
-32.00 |
-2.2% |
1,496.00 |
Range |
14.50 |
35.50 |
21.00 |
144.8% |
50.25 |
ATR |
30.04 |
30.43 |
0.39 |
1.3% |
0.00 |
Volume |
20,635 |
10,862 |
-9,773 |
-47.4% |
58,177 |
|
Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,566.25 |
1,543.50 |
1,469.50 |
|
R3 |
1,530.75 |
1,508.00 |
1,459.75 |
|
R2 |
1,495.25 |
1,495.25 |
1,456.50 |
|
R1 |
1,472.50 |
1,472.50 |
1,453.25 |
1,466.00 |
PP |
1,459.75 |
1,459.75 |
1,459.75 |
1,456.50 |
S1 |
1,437.00 |
1,437.00 |
1,446.75 |
1,430.50 |
S2 |
1,424.25 |
1,424.25 |
1,443.50 |
|
S3 |
1,388.75 |
1,401.50 |
1,440.25 |
|
S4 |
1,353.25 |
1,366.00 |
1,430.50 |
|
|
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 |
1,446.75 |
49.25 |
3.4% |
24.25 |
1.7% |
7% |
False |
True |
15,692 |
10 |
1,496.00 |
1,385.00 |
111.00 |
7.7% |
33.25 |
2.3% |
59% |
False |
False |
14,735 |
20 |
1,522.50 |
1,385.00 |
137.50 |
9.5% |
33.50 |
2.3% |
47% |
False |
False |
9,797 |
40 |
1,579.50 |
1,385.00 |
194.50 |
13.4% |
27.50 |
1.9% |
33% |
False |
False |
5,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,633.00 |
2.618 |
1,575.25 |
1.618 |
1,539.75 |
1.000 |
1,517.75 |
0.618 |
1,504.25 |
HIGH |
1,482.25 |
0.618 |
1,468.75 |
0.500 |
1,464.50 |
0.382 |
1,460.25 |
LOW |
1,446.75 |
0.618 |
1,424.75 |
1.000 |
1,411.25 |
1.618 |
1,389.25 |
2.618 |
1,353.75 |
4.250 |
1,296.00 |
|
|