| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,989.50 |
1,992.25 |
2.75 |
0.1% |
2,018.75 |
| High |
2,009.50 |
2,018.25 |
8.75 |
0.4% |
2,063.00 |
| Low |
1,971.00 |
1,989.75 |
18.75 |
1.0% |
1,976.50 |
| Close |
1,991.75 |
2,017.00 |
25.25 |
1.3% |
1,994.00 |
| Range |
38.50 |
28.50 |
-10.00 |
-26.0% |
86.50 |
| ATR |
37.41 |
36.77 |
-0.64 |
-1.7% |
0.00 |
| Volume |
3,214 |
6,486 |
3,272 |
101.8% |
12,842 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.75 |
2,084.00 |
2,032.75 |
|
| R3 |
2,065.25 |
2,055.50 |
2,024.75 |
|
| R2 |
2,036.75 |
2,036.75 |
2,022.25 |
|
| R1 |
2,027.00 |
2,027.00 |
2,019.50 |
2,032.00 |
| PP |
2,008.25 |
2,008.25 |
2,008.25 |
2,010.75 |
| S1 |
1,998.50 |
1,998.50 |
2,014.50 |
2,003.50 |
| S2 |
1,979.75 |
1,979.75 |
2,011.75 |
|
| S3 |
1,951.25 |
1,970.00 |
2,009.25 |
|
| S4 |
1,922.75 |
1,941.50 |
2,001.25 |
|
|
| 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 |
2,049.50 |
1,971.00 |
78.50 |
3.9% |
34.75 |
1.7% |
59% |
False |
False |
4,013 |
| 10 |
2,063.00 |
1,929.25 |
133.75 |
6.6% |
35.25 |
1.8% |
66% |
False |
False |
2,622 |
| 20 |
2,063.00 |
1,835.25 |
227.75 |
11.3% |
38.75 |
1.9% |
80% |
False |
False |
1,387 |
| 40 |
2,101.75 |
1,835.25 |
266.50 |
13.2% |
38.75 |
1.9% |
68% |
False |
False |
744 |
| 60 |
2,101.75 |
1,835.25 |
266.50 |
13.2% |
32.75 |
1.6% |
68% |
False |
False |
513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,139.50 |
|
2.618 |
2,092.75 |
|
1.618 |
2,064.25 |
|
1.000 |
2,046.75 |
|
0.618 |
2,035.75 |
|
HIGH |
2,018.25 |
|
0.618 |
2,007.25 |
|
0.500 |
2,004.00 |
|
0.382 |
2,000.75 |
|
LOW |
1,989.75 |
|
0.618 |
1,972.25 |
|
1.000 |
1,961.25 |
|
1.618 |
1,943.75 |
|
2.618 |
1,915.25 |
|
4.250 |
1,868.50 |
|
|