Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,364.0 |
6,430.5 |
66.5 |
1.0% |
6,285.0 |
High |
6,463.5 |
6,464.0 |
0.5 |
0.0% |
6,400.0 |
Low |
6,360.0 |
6,345.0 |
-15.0 |
-0.2% |
6,140.0 |
Close |
6,456.0 |
6,352.5 |
-103.5 |
-1.6% |
6,381.0 |
Range |
103.5 |
119.0 |
15.5 |
15.0% |
260.0 |
ATR |
104.3 |
105.4 |
1.0 |
1.0% |
0.0 |
Volume |
2,193 |
17,214 |
15,021 |
685.0% |
2,458 |
|
Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,744.0 |
6,667.5 |
6,418.0 |
|
R3 |
6,625.0 |
6,548.5 |
6,385.0 |
|
R2 |
6,506.0 |
6,506.0 |
6,374.5 |
|
R1 |
6,429.5 |
6,429.5 |
6,363.5 |
6,408.0 |
PP |
6,387.0 |
6,387.0 |
6,387.0 |
6,376.5 |
S1 |
6,310.5 |
6,310.5 |
6,341.5 |
6,289.0 |
S2 |
6,268.0 |
6,268.0 |
6,330.5 |
|
S3 |
6,149.0 |
6,191.5 |
6,320.0 |
|
S4 |
6,030.0 |
6,072.5 |
6,287.0 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,087.0 |
6,994.0 |
6,524.0 |
|
R3 |
6,827.0 |
6,734.0 |
6,452.5 |
|
R2 |
6,567.0 |
6,567.0 |
6,428.5 |
|
R1 |
6,474.0 |
6,474.0 |
6,405.0 |
6,520.5 |
PP |
6,307.0 |
6,307.0 |
6,307.0 |
6,330.0 |
S1 |
6,214.0 |
6,214.0 |
6,357.0 |
6,260.5 |
S2 |
6,047.0 |
6,047.0 |
6,333.5 |
|
S3 |
5,787.0 |
5,954.0 |
6,309.5 |
|
S4 |
5,527.0 |
5,694.0 |
6,238.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,464.0 |
6,210.0 |
254.0 |
4.0% |
86.0 |
1.4% |
56% |
True |
False |
4,723 |
10 |
6,464.0 |
6,140.0 |
324.0 |
5.1% |
84.0 |
1.3% |
66% |
True |
False |
2,453 |
20 |
6,474.0 |
5,899.0 |
575.0 |
9.1% |
98.0 |
1.5% |
79% |
False |
False |
1,350 |
40 |
6,835.0 |
5,899.0 |
936.0 |
14.7% |
83.5 |
1.3% |
48% |
False |
False |
784 |
60 |
6,856.0 |
5,899.0 |
957.0 |
15.1% |
74.0 |
1.2% |
47% |
False |
False |
624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,970.0 |
2.618 |
6,775.5 |
1.618 |
6,656.5 |
1.000 |
6,583.0 |
0.618 |
6,537.5 |
HIGH |
6,464.0 |
0.618 |
6,418.5 |
0.500 |
6,404.5 |
0.382 |
6,390.5 |
LOW |
6,345.0 |
0.618 |
6,271.5 |
1.000 |
6,226.0 |
1.618 |
6,152.5 |
2.618 |
6,033.5 |
4.250 |
5,839.0 |
|
|