| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,001.76 |
1,972.12 |
-29.64 |
-1.5% |
1,989.28 |
| High |
2,006.05 |
1,975.31 |
-30.74 |
-1.5% |
2,032.10 |
| Low |
1,984.44 |
1,949.87 |
-34.57 |
-1.7% |
1,949.87 |
| Close |
1,998.67 |
1,958.35 |
-40.32 |
-2.0% |
1,958.35 |
| Range |
21.61 |
25.44 |
3.83 |
17.7% |
82.23 |
| ATR |
35.29 |
36.25 |
0.97 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,037.50 |
2,023.36 |
1,972.34 |
|
| R3 |
2,012.06 |
1,997.92 |
1,965.35 |
|
| R2 |
1,986.62 |
1,986.62 |
1,963.01 |
|
| R1 |
1,972.48 |
1,972.48 |
1,960.68 |
1,966.83 |
| PP |
1,961.18 |
1,961.18 |
1,961.18 |
1,958.35 |
| S1 |
1,947.04 |
1,947.04 |
1,956.02 |
1,941.39 |
| S2 |
1,935.74 |
1,935.74 |
1,953.69 |
|
| S3 |
1,910.30 |
1,921.60 |
1,951.35 |
|
| S4 |
1,884.86 |
1,896.16 |
1,944.36 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,226.80 |
2,174.80 |
2,003.58 |
|
| R3 |
2,144.57 |
2,092.57 |
1,980.96 |
|
| R2 |
2,062.34 |
2,062.34 |
1,973.43 |
|
| R1 |
2,010.34 |
2,010.34 |
1,965.89 |
1,995.23 |
| PP |
1,980.11 |
1,980.11 |
1,980.11 |
1,972.55 |
| S1 |
1,928.11 |
1,928.11 |
1,950.81 |
1,913.00 |
| S2 |
1,897.88 |
1,897.88 |
1,943.27 |
|
| S3 |
1,815.65 |
1,845.88 |
1,935.74 |
|
| S4 |
1,733.42 |
1,763.65 |
1,913.12 |
|
|
| 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 |
1,949.87 |
82.23 |
4.2% |
27.56 |
1.4% |
10% |
False |
True |
|
| 10 |
2,032.10 |
1,899.24 |
132.86 |
6.8% |
31.04 |
1.6% |
44% |
False |
False |
|
| 20 |
2,032.10 |
1,805.66 |
226.44 |
11.6% |
32.85 |
1.7% |
67% |
False |
False |
|
| 40 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
32.53 |
1.7% |
60% |
False |
False |
|
| 60 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
28.20 |
1.4% |
60% |
False |
False |
|
| 80 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
26.38 |
1.3% |
60% |
False |
False |
|
| 100 |
2,060.29 |
1,805.66 |
254.63 |
13.0% |
24.83 |
1.3% |
60% |
False |
False |
|
| 120 |
2,060.29 |
1,753.43 |
306.86 |
15.7% |
23.77 |
1.2% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.43 |
|
2.618 |
2,041.91 |
|
1.618 |
2,016.47 |
|
1.000 |
2,000.75 |
|
0.618 |
1,991.03 |
|
HIGH |
1,975.31 |
|
0.618 |
1,965.59 |
|
0.500 |
1,962.59 |
|
0.382 |
1,959.59 |
|
LOW |
1,949.87 |
|
0.618 |
1,934.15 |
|
1.000 |
1,924.43 |
|
1.618 |
1,908.71 |
|
2.618 |
1,883.27 |
|
4.250 |
1,841.75 |
|
|