Day Change Summary |
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Previous |
Current |
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06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,489.25 |
1,492.50 |
3.25 |
0.2% |
1,489.50 |
High |
1,497.25 |
1,492.75 |
-4.50 |
-0.3% |
1,512.25 |
Low |
1,482.75 |
1,463.00 |
-19.75 |
-1.3% |
1,463.00 |
Close |
1,492.50 |
1,472.50 |
-20.00 |
-1.3% |
1,472.50 |
Range |
14.50 |
29.75 |
15.25 |
105.2% |
49.25 |
ATR |
27.79 |
27.93 |
0.14 |
0.5% |
0.00 |
Volume |
36,493 |
39,773 |
3,280 |
9.0% |
131,063 |
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Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,565.25 |
1,548.75 |
1,488.75 |
|
R3 |
1,535.50 |
1,519.00 |
1,480.75 |
|
R2 |
1,505.75 |
1,505.75 |
1,478.00 |
|
R1 |
1,489.25 |
1,489.25 |
1,475.25 |
1,482.50 |
PP |
1,476.00 |
1,476.00 |
1,476.00 |
1,472.75 |
S1 |
1,459.50 |
1,459.50 |
1,469.75 |
1,453.00 |
S2 |
1,446.25 |
1,446.25 |
1,467.00 |
|
S3 |
1,416.50 |
1,429.75 |
1,464.25 |
|
S4 |
1,386.75 |
1,400.00 |
1,456.25 |
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|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,630.25 |
1,600.75 |
1,499.50 |
|
R3 |
1,581.00 |
1,551.50 |
1,486.00 |
|
R2 |
1,531.75 |
1,531.75 |
1,481.50 |
|
R1 |
1,502.25 |
1,502.25 |
1,477.00 |
1,492.50 |
PP |
1,482.50 |
1,482.50 |
1,482.50 |
1,477.75 |
S1 |
1,453.00 |
1,453.00 |
1,468.00 |
1,443.00 |
S2 |
1,433.25 |
1,433.25 |
1,463.50 |
|
S3 |
1,384.00 |
1,403.75 |
1,459.00 |
|
S4 |
1,334.75 |
1,354.50 |
1,445.50 |
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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 |
1,463.00 |
49.25 |
3.3% |
23.75 |
1.6% |
19% |
False |
True |
35,614 |
10 |
1,512.25 |
1,446.75 |
65.50 |
4.4% |
24.50 |
1.7% |
39% |
False |
False |
27,254 |
20 |
1,512.25 |
1,385.00 |
127.25 |
8.6% |
29.75 |
2.0% |
69% |
False |
False |
19,486 |
40 |
1,579.50 |
1,385.00 |
194.50 |
13.2% |
29.00 |
2.0% |
45% |
False |
False |
11,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,619.25 |
2.618 |
1,570.75 |
1.618 |
1,541.00 |
1.000 |
1,522.50 |
0.618 |
1,511.25 |
HIGH |
1,492.75 |
0.618 |
1,481.50 |
0.500 |
1,478.00 |
0.382 |
1,474.25 |
LOW |
1,463.00 |
0.618 |
1,444.50 |
1.000 |
1,433.25 |
1.618 |
1,414.75 |
2.618 |
1,385.00 |
4.250 |
1,336.50 |
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