Day Change Summary |
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Previous |
Current |
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05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,502.00 |
1,489.25 |
-12.75 |
-0.8% |
1,494.50 |
High |
1,502.25 |
1,497.25 |
-5.00 |
-0.3% |
1,497.25 |
Low |
1,481.50 |
1,482.75 |
1.25 |
0.1% |
1,446.75 |
Close |
1,489.75 |
1,492.50 |
2.75 |
0.2% |
1,489.50 |
Range |
20.75 |
14.50 |
-6.25 |
-30.1% |
50.50 |
ATR |
28.81 |
27.79 |
-1.02 |
-3.5% |
0.00 |
Volume |
38,397 |
36,493 |
-1,904 |
-5.0% |
117,339 |
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Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,534.25 |
1,528.00 |
1,500.50 |
|
R3 |
1,519.75 |
1,513.50 |
1,496.50 |
|
R2 |
1,505.25 |
1,505.25 |
1,495.25 |
|
R1 |
1,499.00 |
1,499.00 |
1,493.75 |
1,502.00 |
PP |
1,490.75 |
1,490.75 |
1,490.75 |
1,492.50 |
S1 |
1,484.50 |
1,484.50 |
1,491.25 |
1,487.50 |
S2 |
1,476.25 |
1,476.25 |
1,489.75 |
|
S3 |
1,461.75 |
1,470.00 |
1,488.50 |
|
S4 |
1,447.25 |
1,455.50 |
1,484.50 |
|
|
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 |
1,465.00 |
47.25 |
3.2% |
21.50 |
1.4% |
58% |
False |
False |
31,812 |
10 |
1,512.25 |
1,446.75 |
65.50 |
4.4% |
24.00 |
1.6% |
70% |
False |
False |
24,437 |
20 |
1,516.50 |
1,385.00 |
131.50 |
8.8% |
30.50 |
2.1% |
82% |
False |
False |
17,719 |
40 |
1,579.50 |
1,385.00 |
194.50 |
13.0% |
29.00 |
1.9% |
55% |
False |
False |
10,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,559.00 |
2.618 |
1,535.25 |
1.618 |
1,520.75 |
1.000 |
1,511.75 |
0.618 |
1,506.25 |
HIGH |
1,497.25 |
0.618 |
1,491.75 |
0.500 |
1,490.00 |
0.382 |
1,488.25 |
LOW |
1,482.75 |
0.618 |
1,473.75 |
1.000 |
1,468.25 |
1.618 |
1,459.25 |
2.618 |
1,444.75 |
4.250 |
1,421.00 |
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