Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,982.5 |
8,022.0 |
39.5 |
0.5% |
7,648.0 |
High |
7,991.0 |
8,047.5 |
56.5 |
0.7% |
7,971.0 |
Low |
7,957.0 |
8,005.0 |
48.0 |
0.6% |
7,610.0 |
Close |
7,969.0 |
8,017.5 |
48.5 |
0.6% |
7,966.5 |
Range |
34.0 |
42.5 |
8.5 |
25.0% |
361.0 |
ATR |
105.4 |
103.5 |
-1.9 |
-1.8% |
0.0 |
Volume |
388 |
643 |
255 |
65.7% |
28,653 |
|
Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,150.8 |
8,126.7 |
8,040.9 |
|
R3 |
8,108.3 |
8,084.2 |
8,029.2 |
|
R2 |
8,065.8 |
8,065.8 |
8,025.3 |
|
R1 |
8,041.7 |
8,041.7 |
8,021.4 |
8,032.5 |
PP |
8,023.3 |
8,023.3 |
8,023.3 |
8,018.8 |
S1 |
7,999.2 |
7,999.2 |
8,013.6 |
7,990.0 |
S2 |
7,980.8 |
7,980.8 |
8,009.7 |
|
S3 |
7,938.3 |
7,956.7 |
8,005.8 |
|
S4 |
7,895.8 |
7,914.2 |
7,994.1 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,932.2 |
8,810.3 |
8,165.1 |
|
R3 |
8,571.2 |
8,449.3 |
8,065.8 |
|
R2 |
8,210.2 |
8,210.2 |
8,032.7 |
|
R1 |
8,088.3 |
8,088.3 |
7,999.6 |
8,149.3 |
PP |
7,849.2 |
7,849.2 |
7,849.2 |
7,879.6 |
S1 |
7,727.3 |
7,727.3 |
7,933.4 |
7,788.3 |
S2 |
7,488.2 |
7,488.2 |
7,900.3 |
|
S3 |
7,127.2 |
7,366.3 |
7,867.2 |
|
S4 |
6,766.2 |
7,005.3 |
7,768.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,047.5 |
7,875.5 |
172.0 |
2.1% |
52.8 |
0.7% |
83% |
True |
False |
1,738 |
10 |
8,047.5 |
7,610.0 |
437.5 |
5.5% |
80.4 |
1.0% |
93% |
True |
False |
3,036 |
20 |
8,047.5 |
7,569.5 |
478.0 |
6.0% |
89.1 |
1.1% |
94% |
True |
False |
1,597 |
40 |
8,047.5 |
7,398.0 |
649.5 |
8.1% |
95.5 |
1.2% |
95% |
True |
False |
856 |
60 |
8,390.0 |
7,398.0 |
992.0 |
12.4% |
103.1 |
1.3% |
62% |
False |
False |
630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,228.1 |
2.618 |
8,158.8 |
1.618 |
8,116.3 |
1.000 |
8,090.0 |
0.618 |
8,073.8 |
HIGH |
8,047.5 |
0.618 |
8,031.3 |
0.500 |
8,026.3 |
0.382 |
8,021.2 |
LOW |
8,005.0 |
0.618 |
7,978.7 |
1.000 |
7,962.5 |
1.618 |
7,936.2 |
2.618 |
7,893.7 |
4.250 |
7,824.4 |
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