Day Change Summary |
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Previous |
Current |
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|
|
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07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,492.50 |
1,470.50 |
-22.00 |
-1.5% |
1,489.50 |
High |
1,492.75 |
1,478.00 |
-14.75 |
-1.0% |
1,512.25 |
Low |
1,463.00 |
1,453.50 |
-9.50 |
-0.6% |
1,463.00 |
Close |
1,472.50 |
1,468.00 |
-4.50 |
-0.3% |
1,472.50 |
Range |
29.75 |
24.50 |
-5.25 |
-17.6% |
49.25 |
ATR |
27.93 |
27.69 |
-0.25 |
-0.9% |
0.00 |
Volume |
39,773 |
67,229 |
27,456 |
69.0% |
131,063 |
|
Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,540.00 |
1,528.50 |
1,481.50 |
|
R3 |
1,515.50 |
1,504.00 |
1,474.75 |
|
R2 |
1,491.00 |
1,491.00 |
1,472.50 |
|
R1 |
1,479.50 |
1,479.50 |
1,470.25 |
1,473.00 |
PP |
1,466.50 |
1,466.50 |
1,466.50 |
1,463.25 |
S1 |
1,455.00 |
1,455.00 |
1,465.75 |
1,448.50 |
S2 |
1,442.00 |
1,442.00 |
1,463.50 |
|
S3 |
1,417.50 |
1,430.50 |
1,461.25 |
|
S4 |
1,393.00 |
1,406.00 |
1,454.50 |
|
|
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 |
|
|
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 |
1,453.50 |
58.75 |
4.0% |
24.00 |
1.6% |
25% |
False |
True |
39,658 |
10 |
1,512.25 |
1,446.75 |
65.50 |
4.5% |
24.50 |
1.7% |
32% |
False |
False |
31,563 |
20 |
1,512.25 |
1,385.00 |
127.25 |
8.7% |
29.00 |
2.0% |
65% |
False |
False |
22,525 |
40 |
1,579.50 |
1,385.00 |
194.50 |
13.2% |
29.25 |
2.0% |
43% |
False |
False |
12,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,582.00 |
2.618 |
1,542.25 |
1.618 |
1,517.75 |
1.000 |
1,502.50 |
0.618 |
1,493.25 |
HIGH |
1,478.00 |
0.618 |
1,468.75 |
0.500 |
1,465.75 |
0.382 |
1,462.75 |
LOW |
1,453.50 |
0.618 |
1,438.25 |
1.000 |
1,429.00 |
1.618 |
1,413.75 |
2.618 |
1,389.25 |
4.250 |
1,349.50 |
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