| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,992.25 |
2,017.25 |
25.00 |
1.3% |
2,018.75 |
| High |
2,018.25 |
2,032.75 |
14.50 |
0.7% |
2,063.00 |
| Low |
1,989.75 |
2,007.25 |
17.50 |
0.9% |
1,976.50 |
| Close |
2,017.00 |
2,020.00 |
3.00 |
0.1% |
1,994.00 |
| Range |
28.50 |
25.50 |
-3.00 |
-10.5% |
86.50 |
| ATR |
36.77 |
35.97 |
-0.81 |
-2.2% |
0.00 |
| Volume |
6,486 |
13,303 |
6,817 |
105.1% |
12,842 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,096.50 |
2,083.75 |
2,034.00 |
|
| R3 |
2,071.00 |
2,058.25 |
2,027.00 |
|
| R2 |
2,045.50 |
2,045.50 |
2,024.75 |
|
| R1 |
2,032.75 |
2,032.75 |
2,022.25 |
2,039.00 |
| PP |
2,020.00 |
2,020.00 |
2,020.00 |
2,023.25 |
| S1 |
2,007.25 |
2,007.25 |
2,017.75 |
2,013.50 |
| S2 |
1,994.50 |
1,994.50 |
2,015.25 |
|
| S3 |
1,969.00 |
1,981.75 |
2,013.00 |
|
| S4 |
1,943.50 |
1,956.25 |
2,006.00 |
|
|
| 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 |
2,035.50 |
1,971.00 |
64.50 |
3.2% |
33.25 |
1.7% |
76% |
False |
False |
6,400 |
| 10 |
2,063.00 |
1,970.00 |
93.00 |
4.6% |
32.25 |
1.6% |
54% |
False |
False |
3,884 |
| 20 |
2,063.00 |
1,835.25 |
227.75 |
11.3% |
37.50 |
1.9% |
81% |
False |
False |
2,047 |
| 40 |
2,101.75 |
1,835.25 |
266.50 |
13.2% |
38.75 |
1.9% |
69% |
False |
False |
1,074 |
| 60 |
2,101.75 |
1,835.25 |
266.50 |
13.2% |
33.00 |
1.6% |
69% |
False |
False |
735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,141.00 |
|
2.618 |
2,099.50 |
|
1.618 |
2,074.00 |
|
1.000 |
2,058.25 |
|
0.618 |
2,048.50 |
|
HIGH |
2,032.75 |
|
0.618 |
2,023.00 |
|
0.500 |
2,020.00 |
|
0.382 |
2,017.00 |
|
LOW |
2,007.25 |
|
0.618 |
1,991.50 |
|
1.000 |
1,981.75 |
|
1.618 |
1,966.00 |
|
2.618 |
1,940.50 |
|
4.250 |
1,899.00 |
|
|