| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,987.94 |
1,989.28 |
1.34 |
0.1% |
1,954.88 |
| High |
1,993.73 |
2,032.10 |
38.37 |
1.9% |
1,993.73 |
| Low |
1,975.83 |
1,989.28 |
13.45 |
0.7% |
1,899.24 |
| Close |
1,988.73 |
2,020.51 |
31.78 |
1.6% |
1,988.73 |
| Range |
17.90 |
42.82 |
24.92 |
139.2% |
94.49 |
| ATR |
36.06 |
36.58 |
0.52 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.42 |
2,124.29 |
2,044.06 |
|
| R3 |
2,099.60 |
2,081.47 |
2,032.29 |
|
| R2 |
2,056.78 |
2,056.78 |
2,028.36 |
|
| R1 |
2,038.65 |
2,038.65 |
2,024.44 |
2,047.72 |
| PP |
2,013.96 |
2,013.96 |
2,013.96 |
2,018.50 |
| S1 |
1,995.83 |
1,995.83 |
2,016.58 |
2,004.90 |
| S2 |
1,971.14 |
1,971.14 |
2,012.66 |
|
| S3 |
1,928.32 |
1,953.01 |
2,008.73 |
|
| S4 |
1,885.50 |
1,910.19 |
1,996.96 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,244.04 |
2,210.87 |
2,040.70 |
|
| R3 |
2,149.55 |
2,116.38 |
2,014.71 |
|
| R2 |
2,055.06 |
2,055.06 |
2,006.05 |
|
| R1 |
2,021.89 |
2,021.89 |
1,997.39 |
2,038.48 |
| PP |
1,960.57 |
1,960.57 |
1,960.57 |
1,968.86 |
| S1 |
1,927.40 |
1,927.40 |
1,980.07 |
1,943.99 |
| S2 |
1,866.08 |
1,866.08 |
1,971.41 |
|
| S3 |
1,771.59 |
1,832.91 |
1,962.75 |
|
| S4 |
1,677.10 |
1,738.42 |
1,936.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,032.10 |
1,899.24 |
132.86 |
6.6% |
36.52 |
1.8% |
91% |
True |
False |
|
| 10 |
2,032.10 |
1,886.45 |
145.65 |
7.2% |
30.30 |
1.5% |
92% |
True |
False |
|
| 20 |
2,032.10 |
1,805.66 |
226.44 |
11.2% |
35.27 |
1.7% |
95% |
True |
False |
|
| 40 |
2,060.29 |
1,805.66 |
254.63 |
12.6% |
32.31 |
1.6% |
84% |
False |
False |
|
| 60 |
2,060.29 |
1,805.66 |
254.63 |
12.6% |
27.94 |
1.4% |
84% |
False |
False |
|
| 80 |
2,060.29 |
1,805.66 |
254.63 |
12.6% |
26.37 |
1.3% |
84% |
False |
False |
|
| 100 |
2,060.29 |
1,801.89 |
258.40 |
12.8% |
24.44 |
1.2% |
85% |
False |
False |
|
| 120 |
2,060.29 |
1,733.58 |
326.71 |
16.2% |
23.51 |
1.2% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.09 |
|
2.618 |
2,144.20 |
|
1.618 |
2,101.38 |
|
1.000 |
2,074.92 |
|
0.618 |
2,058.56 |
|
HIGH |
2,032.10 |
|
0.618 |
2,015.74 |
|
0.500 |
2,010.69 |
|
0.382 |
2,005.64 |
|
LOW |
1,989.28 |
|
0.618 |
1,962.82 |
|
1.000 |
1,946.46 |
|
1.618 |
1,920.00 |
|
2.618 |
1,877.18 |
|
4.250 |
1,807.30 |
|
|