Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,896.0 |
7,884.0 |
-12.0 |
-0.2% |
7,642.5 |
High |
7,945.5 |
7,916.0 |
-29.5 |
-0.4% |
7,719.5 |
Low |
7,874.0 |
7,865.5 |
-8.5 |
-0.1% |
7,569.5 |
Close |
7,925.5 |
7,906.0 |
-19.5 |
-0.2% |
7,673.0 |
Range |
71.5 |
50.5 |
-21.0 |
-29.4% |
150.0 |
ATR |
125.2 |
120.6 |
-4.7 |
-3.7% |
0.0 |
Volume |
7,190 |
9,174 |
1,984 |
27.6% |
952 |
|
Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,047.3 |
8,027.2 |
7,933.8 |
|
R3 |
7,996.8 |
7,976.7 |
7,919.9 |
|
R2 |
7,946.3 |
7,946.3 |
7,915.3 |
|
R1 |
7,926.2 |
7,926.2 |
7,910.6 |
7,936.3 |
PP |
7,895.8 |
7,895.8 |
7,895.8 |
7,900.9 |
S1 |
7,875.7 |
7,875.7 |
7,901.4 |
7,885.8 |
S2 |
7,845.3 |
7,845.3 |
7,896.7 |
|
S3 |
7,794.8 |
7,825.2 |
7,892.1 |
|
S4 |
7,744.3 |
7,774.7 |
7,878.2 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,104.0 |
8,038.5 |
7,755.5 |
|
R3 |
7,954.0 |
7,888.5 |
7,714.3 |
|
R2 |
7,804.0 |
7,804.0 |
7,700.5 |
|
R1 |
7,738.5 |
7,738.5 |
7,686.8 |
7,771.3 |
PP |
7,654.0 |
7,654.0 |
7,654.0 |
7,670.4 |
S1 |
7,588.5 |
7,588.5 |
7,659.3 |
7,621.3 |
S2 |
7,504.0 |
7,504.0 |
7,645.5 |
|
S3 |
7,354.0 |
7,438.5 |
7,631.8 |
|
S4 |
7,204.0 |
7,288.5 |
7,590.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,945.5 |
7,610.0 |
335.5 |
4.2% |
107.9 |
1.4% |
88% |
False |
False |
4,334 |
10 |
7,945.5 |
7,569.5 |
376.0 |
4.8% |
94.9 |
1.2% |
89% |
False |
False |
2,233 |
20 |
7,945.5 |
7,543.0 |
402.5 |
5.1% |
97.4 |
1.2% |
90% |
False |
False |
1,180 |
40 |
7,945.5 |
7,398.0 |
547.5 |
6.9% |
100.4 |
1.3% |
93% |
False |
False |
647 |
60 |
8,390.0 |
7,398.0 |
992.0 |
12.5% |
105.9 |
1.3% |
51% |
False |
False |
491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,130.6 |
2.618 |
8,048.2 |
1.618 |
7,997.7 |
1.000 |
7,966.5 |
0.618 |
7,947.2 |
HIGH |
7,916.0 |
0.618 |
7,896.7 |
0.500 |
7,890.8 |
0.382 |
7,884.8 |
LOW |
7,865.5 |
0.618 |
7,834.3 |
1.000 |
7,815.0 |
1.618 |
7,783.8 |
2.618 |
7,733.3 |
4.250 |
7,650.9 |
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