| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1,891.13 |
1,887.83 |
-3.30 |
-0.2% |
1,941.41 |
| High |
1,899.05 |
1,915.10 |
16.05 |
0.8% |
1,946.75 |
| Low |
1,874.27 |
1,886.45 |
12.18 |
0.6% |
1,805.66 |
| Close |
1,893.05 |
1,910.99 |
17.94 |
0.9% |
1,888.78 |
| Range |
24.78 |
28.65 |
3.87 |
15.6% |
141.09 |
| ATR |
36.87 |
36.28 |
-0.59 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,990.13 |
1,979.21 |
1,926.75 |
|
| R3 |
1,961.48 |
1,950.56 |
1,918.87 |
|
| R2 |
1,932.83 |
1,932.83 |
1,916.24 |
|
| R1 |
1,921.91 |
1,921.91 |
1,913.62 |
1,927.37 |
| PP |
1,904.18 |
1,904.18 |
1,904.18 |
1,906.91 |
| S1 |
1,893.26 |
1,893.26 |
1,908.36 |
1,898.72 |
| S2 |
1,875.53 |
1,875.53 |
1,905.74 |
|
| S3 |
1,846.88 |
1,864.61 |
1,903.11 |
|
| S4 |
1,818.23 |
1,835.96 |
1,895.23 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.67 |
2,237.31 |
1,966.38 |
|
| R3 |
2,162.58 |
2,096.22 |
1,927.58 |
|
| R2 |
2,021.49 |
2,021.49 |
1,914.65 |
|
| R1 |
1,955.13 |
1,955.13 |
1,901.71 |
1,917.77 |
| PP |
1,880.40 |
1,880.40 |
1,880.40 |
1,861.71 |
| S1 |
1,814.04 |
1,814.04 |
1,875.85 |
1,776.68 |
| S2 |
1,739.31 |
1,739.31 |
1,862.91 |
|
| S3 |
1,598.22 |
1,672.95 |
1,849.98 |
|
| S4 |
1,457.13 |
1,531.86 |
1,811.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,915.10 |
1,805.66 |
109.44 |
5.7% |
40.55 |
2.1% |
96% |
True |
False |
|
| 10 |
1,995.00 |
1,805.66 |
189.34 |
9.9% |
38.64 |
2.0% |
56% |
False |
False |
|
| 20 |
2,020.68 |
1,805.66 |
215.02 |
11.3% |
39.64 |
2.1% |
49% |
False |
False |
|
| 40 |
2,060.29 |
1,805.66 |
254.63 |
13.3% |
29.67 |
1.6% |
41% |
False |
False |
|
| 60 |
2,060.29 |
1,805.66 |
254.63 |
13.3% |
26.58 |
1.4% |
41% |
False |
False |
|
| 80 |
2,060.29 |
1,805.66 |
254.63 |
13.3% |
24.99 |
1.3% |
41% |
False |
False |
|
| 100 |
2,060.29 |
1,758.10 |
302.19 |
15.8% |
23.29 |
1.2% |
51% |
False |
False |
|
| 120 |
2,060.29 |
1,710.97 |
349.32 |
18.3% |
23.00 |
1.2% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,036.86 |
|
2.618 |
1,990.11 |
|
1.618 |
1,961.46 |
|
1.000 |
1,943.75 |
|
0.618 |
1,932.81 |
|
HIGH |
1,915.10 |
|
0.618 |
1,904.16 |
|
0.500 |
1,900.78 |
|
0.382 |
1,897.39 |
|
LOW |
1,886.45 |
|
0.618 |
1,868.74 |
|
1.000 |
1,857.80 |
|
1.618 |
1,840.09 |
|
2.618 |
1,811.44 |
|
4.250 |
1,764.69 |
|
|