Day Change Summary |
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Previous |
Current |
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|
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06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,397.0 |
6,384.0 |
-13.0 |
-0.2% |
6,403.5 |
High |
6,418.0 |
6,418.5 |
0.5 |
0.0% |
6,464.0 |
Low |
6,297.0 |
6,252.0 |
-45.0 |
-0.7% |
6,252.0 |
Close |
6,378.5 |
6,254.0 |
-124.5 |
-2.0% |
6,254.0 |
Range |
121.0 |
166.5 |
45.5 |
37.6% |
212.0 |
ATR |
106.5 |
110.8 |
4.3 |
4.0% |
0.0 |
Volume |
675 |
1,527 |
852 |
126.2% |
23,951 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,807.5 |
6,697.5 |
6,345.5 |
|
R3 |
6,641.0 |
6,531.0 |
6,300.0 |
|
R2 |
6,474.5 |
6,474.5 |
6,284.5 |
|
R1 |
6,364.5 |
6,364.5 |
6,269.5 |
6,336.0 |
PP |
6,308.0 |
6,308.0 |
6,308.0 |
6,294.0 |
S1 |
6,198.0 |
6,198.0 |
6,238.5 |
6,170.0 |
S2 |
6,141.5 |
6,141.5 |
6,223.5 |
|
S3 |
5,975.0 |
6,031.5 |
6,208.0 |
|
S4 |
5,808.5 |
5,865.0 |
6,162.5 |
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|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,959.5 |
6,818.5 |
6,370.5 |
|
R3 |
6,747.5 |
6,606.5 |
6,312.5 |
|
R2 |
6,535.5 |
6,535.5 |
6,293.0 |
|
R1 |
6,394.5 |
6,394.5 |
6,273.5 |
6,359.0 |
PP |
6,323.5 |
6,323.5 |
6,323.5 |
6,305.5 |
S1 |
6,182.5 |
6,182.5 |
6,234.5 |
6,147.0 |
S2 |
6,111.5 |
6,111.5 |
6,215.0 |
|
S3 |
5,899.5 |
5,970.5 |
6,195.5 |
|
S4 |
5,687.5 |
5,758.5 |
6,137.5 |
|
|
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 |
6,252.0 |
212.0 |
3.4% |
107.0 |
1.7% |
1% |
False |
True |
4,790 |
10 |
6,464.0 |
6,140.0 |
324.0 |
5.2% |
93.5 |
1.5% |
35% |
False |
False |
2,656 |
20 |
6,464.0 |
5,899.0 |
565.0 |
9.0% |
105.0 |
1.7% |
63% |
False |
False |
1,373 |
40 |
6,835.0 |
5,899.0 |
936.0 |
15.0% |
87.5 |
1.4% |
38% |
False |
False |
827 |
60 |
6,856.0 |
5,899.0 |
957.0 |
15.3% |
76.5 |
1.2% |
37% |
False |
False |
659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,126.0 |
2.618 |
6,854.5 |
1.618 |
6,688.0 |
1.000 |
6,585.0 |
0.618 |
6,521.5 |
HIGH |
6,418.5 |
0.618 |
6,355.0 |
0.500 |
6,335.0 |
0.382 |
6,315.5 |
LOW |
6,252.0 |
0.618 |
6,149.0 |
1.000 |
6,085.5 |
1.618 |
5,982.5 |
2.618 |
5,816.0 |
4.250 |
5,544.5 |
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