Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,474.00 |
1,489.50 |
15.50 |
1.1% |
1,494.50 |
High |
1,497.25 |
1,512.25 |
15.00 |
1.0% |
1,497.25 |
Low |
1,474.00 |
1,481.50 |
7.50 |
0.5% |
1,446.75 |
Close |
1,489.50 |
1,503.00 |
13.50 |
0.9% |
1,489.50 |
Range |
23.25 |
30.75 |
7.50 |
32.3% |
50.50 |
ATR |
29.27 |
29.38 |
0.11 |
0.4% |
0.00 |
Volume |
47,009 |
16,400 |
-30,609 |
-65.1% |
117,339 |
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,591.25 |
1,577.75 |
1,520.00 |
|
R3 |
1,560.50 |
1,547.00 |
1,511.50 |
|
R2 |
1,529.75 |
1,529.75 |
1,508.75 |
|
R1 |
1,516.25 |
1,516.25 |
1,505.75 |
1,523.00 |
PP |
1,499.00 |
1,499.00 |
1,499.00 |
1,502.25 |
S1 |
1,485.50 |
1,485.50 |
1,500.25 |
1,492.25 |
S2 |
1,468.25 |
1,468.25 |
1,497.25 |
|
S3 |
1,437.50 |
1,454.75 |
1,494.50 |
|
S4 |
1,406.75 |
1,424.00 |
1,486.00 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,629.25 |
1,610.00 |
1,517.25 |
|
R3 |
1,578.75 |
1,559.50 |
1,503.50 |
|
R2 |
1,528.25 |
1,528.25 |
1,498.75 |
|
R1 |
1,509.00 |
1,509.00 |
1,494.25 |
1,493.50 |
PP |
1,477.75 |
1,477.75 |
1,477.75 |
1,470.00 |
S1 |
1,458.50 |
1,458.50 |
1,484.75 |
1,443.00 |
S2 |
1,427.25 |
1,427.25 |
1,480.25 |
|
S3 |
1,376.75 |
1,408.00 |
1,475.50 |
|
S4 |
1,326.25 |
1,357.50 |
1,461.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,512.25 |
1,446.75 |
65.50 |
4.4% |
28.25 |
1.9% |
86% |
True |
False |
22,620 |
10 |
1,512.25 |
1,446.75 |
65.50 |
4.4% |
24.50 |
1.6% |
86% |
True |
False |
18,642 |
20 |
1,522.50 |
1,385.00 |
137.50 |
9.1% |
32.00 |
2.1% |
86% |
False |
False |
14,343 |
40 |
1,579.50 |
1,385.00 |
194.50 |
12.9% |
29.25 |
1.9% |
61% |
False |
False |
8,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,643.00 |
2.618 |
1,592.75 |
1.618 |
1,562.00 |
1.000 |
1,543.00 |
0.618 |
1,531.25 |
HIGH |
1,512.25 |
0.618 |
1,500.50 |
0.500 |
1,497.00 |
0.382 |
1,493.25 |
LOW |
1,481.50 |
0.618 |
1,462.50 |
1.000 |
1,450.75 |
1.618 |
1,431.75 |
2.618 |
1,401.00 |
4.250 |
1,350.75 |
|
|