| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,028.00 |
1,989.50 |
-38.50 |
-1.9% |
2,018.75 |
| High |
2,029.25 |
2,009.50 |
-19.75 |
-1.0% |
2,063.00 |
| Low |
1,976.50 |
1,971.00 |
-5.50 |
-0.3% |
1,976.50 |
| Close |
1,994.00 |
1,991.75 |
-2.25 |
-0.1% |
1,994.00 |
| Range |
52.75 |
38.50 |
-14.25 |
-27.0% |
86.50 |
| ATR |
37.33 |
37.41 |
0.08 |
0.2% |
0.00 |
| Volume |
8,240 |
3,214 |
-5,026 |
-61.0% |
12,842 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.25 |
2,087.50 |
2,013.00 |
|
| R3 |
2,067.75 |
2,049.00 |
2,002.25 |
|
| R2 |
2,029.25 |
2,029.25 |
1,998.75 |
|
| R1 |
2,010.50 |
2,010.50 |
1,995.25 |
2,020.00 |
| PP |
1,990.75 |
1,990.75 |
1,990.75 |
1,995.50 |
| S1 |
1,972.00 |
1,972.00 |
1,988.25 |
1,981.50 |
| S2 |
1,952.25 |
1,952.25 |
1,984.75 |
|
| S3 |
1,913.75 |
1,933.50 |
1,981.25 |
|
| S4 |
1,875.25 |
1,895.00 |
1,970.50 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,270.75 |
2,218.75 |
2,041.50 |
|
| R3 |
2,184.25 |
2,132.25 |
2,017.75 |
|
| R2 |
2,097.75 |
2,097.75 |
2,009.75 |
|
| R1 |
2,045.75 |
2,045.75 |
2,002.00 |
2,028.50 |
| PP |
2,011.25 |
2,011.25 |
2,011.25 |
2,002.50 |
| S1 |
1,959.25 |
1,959.25 |
1,986.00 |
1,942.00 |
| S2 |
1,924.75 |
1,924.75 |
1,978.25 |
|
| S3 |
1,838.25 |
1,872.75 |
1,970.25 |
|
| S4 |
1,751.75 |
1,786.25 |
1,946.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,063.00 |
1,971.00 |
92.00 |
4.6% |
39.50 |
2.0% |
23% |
False |
True |
2,812 |
| 10 |
2,063.00 |
1,928.50 |
134.50 |
6.8% |
37.00 |
1.9% |
47% |
False |
False |
1,984 |
| 20 |
2,063.00 |
1,835.25 |
227.75 |
11.4% |
39.50 |
2.0% |
69% |
False |
False |
1,063 |
| 40 |
2,101.75 |
1,835.25 |
266.50 |
13.4% |
38.75 |
1.9% |
59% |
False |
False |
587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,173.00 |
|
2.618 |
2,110.25 |
|
1.618 |
2,071.75 |
|
1.000 |
2,048.00 |
|
0.618 |
2,033.25 |
|
HIGH |
2,009.50 |
|
0.618 |
1,994.75 |
|
0.500 |
1,990.25 |
|
0.382 |
1,985.75 |
|
LOW |
1,971.00 |
|
0.618 |
1,947.25 |
|
1.000 |
1,932.50 |
|
1.618 |
1,908.75 |
|
2.618 |
1,870.25 |
|
4.250 |
1,807.50 |
|
|