Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,292.5 |
6,260.0 |
-32.5 |
-0.5% |
6,403.5 |
High |
6,306.0 |
6,357.0 |
51.0 |
0.8% |
6,464.0 |
Low |
6,195.0 |
6,253.0 |
58.0 |
0.9% |
6,252.0 |
Close |
6,208.5 |
6,354.5 |
146.0 |
2.4% |
6,254.0 |
Range |
111.0 |
104.0 |
-7.0 |
-6.3% |
212.0 |
ATR |
110.8 |
113.5 |
2.7 |
2.4% |
0.0 |
Volume |
458 |
458 |
0 |
0.0% |
23,951 |
|
Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,633.5 |
6,598.0 |
6,411.5 |
|
R3 |
6,529.5 |
6,494.0 |
6,383.0 |
|
R2 |
6,425.5 |
6,425.5 |
6,373.5 |
|
R1 |
6,390.0 |
6,390.0 |
6,364.0 |
6,408.0 |
PP |
6,321.5 |
6,321.5 |
6,321.5 |
6,330.5 |
S1 |
6,286.0 |
6,286.0 |
6,345.0 |
6,304.0 |
S2 |
6,217.5 |
6,217.5 |
6,335.5 |
|
S3 |
6,113.5 |
6,182.0 |
6,326.0 |
|
S4 |
6,009.5 |
6,078.0 |
6,297.5 |
|
|
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 |
6,195.0 |
269.0 |
4.2% |
124.5 |
2.0% |
59% |
False |
False |
4,066 |
10 |
6,464.0 |
6,140.0 |
324.0 |
5.1% |
100.5 |
1.6% |
66% |
False |
False |
2,704 |
20 |
6,464.0 |
5,899.0 |
565.0 |
8.9% |
104.5 |
1.6% |
81% |
False |
False |
1,396 |
40 |
6,759.5 |
5,899.0 |
860.5 |
13.5% |
90.5 |
1.4% |
53% |
False |
False |
848 |
60 |
6,835.0 |
5,899.0 |
936.0 |
14.7% |
78.0 |
1.2% |
49% |
False |
False |
668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,799.0 |
2.618 |
6,629.5 |
1.618 |
6,525.5 |
1.000 |
6,461.0 |
0.618 |
6,421.5 |
HIGH |
6,357.0 |
0.618 |
6,317.5 |
0.500 |
6,305.0 |
0.382 |
6,292.5 |
LOW |
6,253.0 |
0.618 |
6,188.5 |
1.000 |
6,149.0 |
1.618 |
6,084.5 |
2.618 |
5,980.5 |
4.250 |
5,811.0 |
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