Day Change Summary |
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Previous |
Current |
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04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,489.50 |
1,502.00 |
12.50 |
0.8% |
1,494.50 |
High |
1,512.25 |
1,502.25 |
-10.00 |
-0.7% |
1,497.25 |
Low |
1,481.50 |
1,481.50 |
0.00 |
0.0% |
1,446.75 |
Close |
1,503.00 |
1,489.75 |
-13.25 |
-0.9% |
1,489.50 |
Range |
30.75 |
20.75 |
-10.00 |
-32.5% |
50.50 |
ATR |
29.38 |
28.81 |
-0.56 |
-1.9% |
0.00 |
Volume |
16,400 |
38,397 |
21,997 |
134.1% |
117,339 |
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Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,553.50 |
1,542.25 |
1,501.25 |
|
R3 |
1,532.75 |
1,521.50 |
1,495.50 |
|
R2 |
1,512.00 |
1,512.00 |
1,493.50 |
|
R1 |
1,500.75 |
1,500.75 |
1,491.75 |
1,496.00 |
PP |
1,491.25 |
1,491.25 |
1,491.25 |
1,488.75 |
S1 |
1,480.00 |
1,480.00 |
1,487.75 |
1,475.25 |
S2 |
1,470.50 |
1,470.50 |
1,486.00 |
|
S3 |
1,449.75 |
1,459.25 |
1,484.00 |
|
S4 |
1,429.00 |
1,438.50 |
1,478.25 |
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|
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 |
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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 |
1,512.25 |
1,447.00 |
65.25 |
4.4% |
25.25 |
1.7% |
66% |
False |
False |
28,127 |
10 |
1,512.25 |
1,446.75 |
65.50 |
4.4% |
24.75 |
1.7% |
66% |
False |
False |
21,910 |
20 |
1,522.50 |
1,385.00 |
137.50 |
9.2% |
31.25 |
2.1% |
76% |
False |
False |
16,064 |
40 |
1,579.50 |
1,385.00 |
194.50 |
13.1% |
29.00 |
1.9% |
54% |
False |
False |
9,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,590.50 |
2.618 |
1,556.50 |
1.618 |
1,535.75 |
1.000 |
1,523.00 |
0.618 |
1,515.00 |
HIGH |
1,502.25 |
0.618 |
1,494.25 |
0.500 |
1,492.00 |
0.382 |
1,489.50 |
LOW |
1,481.50 |
0.618 |
1,468.75 |
1.000 |
1,460.75 |
1.618 |
1,448.00 |
2.618 |
1,427.25 |
4.250 |
1,393.25 |
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