| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,017.25 |
2,020.25 |
3.00 |
0.1% |
2,018.75 |
| High |
2,032.75 |
2,032.25 |
-0.50 |
0.0% |
2,063.00 |
| Low |
2,007.25 |
2,014.75 |
7.50 |
0.4% |
1,976.50 |
| Close |
2,020.00 |
2,024.50 |
4.50 |
0.2% |
1,994.00 |
| Range |
25.50 |
17.50 |
-8.00 |
-31.4% |
86.50 |
| ATR |
35.97 |
34.65 |
-1.32 |
-3.7% |
0.00 |
| Volume |
13,303 |
23,761 |
10,458 |
78.6% |
12,842 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,076.25 |
2,068.00 |
2,034.00 |
|
| R3 |
2,058.75 |
2,050.50 |
2,029.25 |
|
| R2 |
2,041.25 |
2,041.25 |
2,027.75 |
|
| R1 |
2,033.00 |
2,033.00 |
2,026.00 |
2,037.00 |
| PP |
2,023.75 |
2,023.75 |
2,023.75 |
2,026.00 |
| S1 |
2,015.50 |
2,015.50 |
2,023.00 |
2,019.50 |
| S2 |
2,006.25 |
2,006.25 |
2,021.25 |
|
| S3 |
1,988.75 |
1,998.00 |
2,019.75 |
|
| S4 |
1,971.25 |
1,980.50 |
2,015.00 |
|
|
| 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 |
2,032.75 |
1,971.00 |
61.75 |
3.1% |
32.50 |
1.6% |
87% |
False |
False |
11,000 |
| 10 |
2,063.00 |
1,971.00 |
92.00 |
4.5% |
30.00 |
1.5% |
58% |
False |
False |
6,159 |
| 20 |
2,063.00 |
1,841.75 |
221.25 |
10.9% |
35.25 |
1.7% |
83% |
False |
False |
3,214 |
| 40 |
2,091.00 |
1,835.25 |
255.75 |
12.6% |
38.75 |
1.9% |
74% |
False |
False |
1,666 |
| 60 |
2,101.75 |
1,835.25 |
266.50 |
13.2% |
32.75 |
1.6% |
71% |
False |
False |
1,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,106.50 |
|
2.618 |
2,078.00 |
|
1.618 |
2,060.50 |
|
1.000 |
2,049.75 |
|
0.618 |
2,043.00 |
|
HIGH |
2,032.25 |
|
0.618 |
2,025.50 |
|
0.500 |
2,023.50 |
|
0.382 |
2,021.50 |
|
LOW |
2,014.75 |
|
0.618 |
2,004.00 |
|
1.000 |
1,997.25 |
|
1.618 |
1,986.50 |
|
2.618 |
1,969.00 |
|
4.250 |
1,940.50 |
|
|