Day Change Summary |
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Previous |
Current |
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05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,430.5 |
6,397.0 |
-33.5 |
-0.5% |
6,285.0 |
High |
6,464.0 |
6,418.0 |
-46.0 |
-0.7% |
6,400.0 |
Low |
6,345.0 |
6,297.0 |
-48.0 |
-0.8% |
6,140.0 |
Close |
6,352.5 |
6,378.5 |
26.0 |
0.4% |
6,381.0 |
Range |
119.0 |
121.0 |
2.0 |
1.7% |
260.0 |
ATR |
105.4 |
106.5 |
1.1 |
1.1% |
0.0 |
Volume |
17,214 |
675 |
-16,539 |
-96.1% |
2,458 |
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Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,727.5 |
6,674.0 |
6,445.0 |
|
R3 |
6,606.5 |
6,553.0 |
6,412.0 |
|
R2 |
6,485.5 |
6,485.5 |
6,400.5 |
|
R1 |
6,432.0 |
6,432.0 |
6,389.5 |
6,398.0 |
PP |
6,364.5 |
6,364.5 |
6,364.5 |
6,347.5 |
S1 |
6,311.0 |
6,311.0 |
6,367.5 |
6,277.0 |
S2 |
6,243.5 |
6,243.5 |
6,356.5 |
|
S3 |
6,122.5 |
6,190.0 |
6,345.0 |
|
S4 |
6,001.5 |
6,069.0 |
6,312.0 |
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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 |
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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 |
6,297.0 |
167.0 |
2.6% |
93.0 |
1.5% |
49% |
False |
True |
4,811 |
10 |
6,464.0 |
6,140.0 |
324.0 |
5.1% |
87.5 |
1.4% |
74% |
False |
False |
2,519 |
20 |
6,464.0 |
5,899.0 |
565.0 |
8.9% |
101.5 |
1.6% |
85% |
False |
False |
1,307 |
40 |
6,835.0 |
5,899.0 |
936.0 |
14.7% |
85.5 |
1.3% |
51% |
False |
False |
796 |
60 |
6,856.0 |
5,899.0 |
957.0 |
15.0% |
75.0 |
1.2% |
50% |
False |
False |
635 |
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Fibonacci Retracements and Extensions |
4.250 |
6,932.0 |
2.618 |
6,735.0 |
1.618 |
6,614.0 |
1.000 |
6,539.0 |
0.618 |
6,493.0 |
HIGH |
6,418.0 |
0.618 |
6,372.0 |
0.500 |
6,357.5 |
0.382 |
6,343.0 |
LOW |
6,297.0 |
0.618 |
6,222.0 |
1.000 |
6,176.0 |
1.618 |
6,101.0 |
2.618 |
5,980.0 |
4.250 |
5,783.0 |
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