Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,260.0 |
6,356.5 |
96.5 |
1.5% |
6,403.5 |
High |
6,357.0 |
6,394.0 |
37.0 |
0.6% |
6,464.0 |
Low |
6,253.0 |
6,308.5 |
55.5 |
0.9% |
6,252.0 |
Close |
6,354.5 |
6,375.5 |
21.0 |
0.3% |
6,254.0 |
Range |
104.0 |
85.5 |
-18.5 |
-17.8% |
212.0 |
ATR |
113.5 |
111.5 |
-2.0 |
-1.8% |
0.0 |
Volume |
458 |
5,185 |
4,727 |
1,032.1% |
23,951 |
|
Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,616.0 |
6,581.0 |
6,422.5 |
|
R3 |
6,530.5 |
6,495.5 |
6,399.0 |
|
R2 |
6,445.0 |
6,445.0 |
6,391.0 |
|
R1 |
6,410.0 |
6,410.0 |
6,383.5 |
6,427.5 |
PP |
6,359.5 |
6,359.5 |
6,359.5 |
6,368.0 |
S1 |
6,324.5 |
6,324.5 |
6,367.5 |
6,342.0 |
S2 |
6,274.0 |
6,274.0 |
6,360.0 |
|
S3 |
6,188.5 |
6,239.0 |
6,352.0 |
|
S4 |
6,103.0 |
6,153.5 |
6,328.5 |
|
|
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 |
6,418.5 |
6,195.0 |
223.5 |
3.5% |
117.5 |
1.8% |
81% |
False |
False |
1,660 |
10 |
6,464.0 |
6,195.0 |
269.0 |
4.2% |
102.0 |
1.6% |
67% |
False |
False |
3,191 |
20 |
6,464.0 |
5,899.0 |
565.0 |
8.9% |
103.0 |
1.6% |
84% |
False |
False |
1,654 |
40 |
6,752.5 |
5,899.0 |
853.5 |
13.4% |
91.5 |
1.4% |
56% |
False |
False |
975 |
60 |
6,835.0 |
5,899.0 |
936.0 |
14.7% |
78.5 |
1.2% |
51% |
False |
False |
752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,757.5 |
2.618 |
6,618.0 |
1.618 |
6,532.5 |
1.000 |
6,479.5 |
0.618 |
6,447.0 |
HIGH |
6,394.0 |
0.618 |
6,361.5 |
0.500 |
6,351.0 |
0.382 |
6,341.0 |
LOW |
6,308.5 |
0.618 |
6,255.5 |
1.000 |
6,223.0 |
1.618 |
6,170.0 |
2.618 |
6,084.5 |
4.250 |
5,945.0 |
|
|