| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,993.85 |
2,047.46 |
53.61 |
2.7% |
1,975.67 |
| High |
2,035.37 |
2,056.27 |
20.90 |
1.0% |
2,006.37 |
| Low |
1,985.70 |
2,032.08 |
46.38 |
2.3% |
1,943.27 |
| Close |
2,035.37 |
2,041.36 |
5.99 |
0.3% |
2,000.82 |
| Range |
49.67 |
24.19 |
-25.48 |
-51.3% |
63.10 |
| ATR |
33.81 |
33.12 |
-0.69 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.81 |
2,102.77 |
2,054.66 |
|
| R3 |
2,091.62 |
2,078.58 |
2,048.01 |
|
| R2 |
2,067.43 |
2,067.43 |
2,045.79 |
|
| R1 |
2,054.39 |
2,054.39 |
2,043.58 |
2,048.82 |
| PP |
2,043.24 |
2,043.24 |
2,043.24 |
2,040.45 |
| S1 |
2,030.20 |
2,030.20 |
2,039.14 |
2,024.63 |
| S2 |
2,019.05 |
2,019.05 |
2,036.93 |
|
| S3 |
1,994.86 |
2,006.01 |
2,034.71 |
|
| S4 |
1,970.67 |
1,981.82 |
2,028.06 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.79 |
2,149.90 |
2,035.53 |
|
| R3 |
2,109.69 |
2,086.80 |
2,018.17 |
|
| R2 |
2,046.59 |
2,046.59 |
2,012.39 |
|
| R1 |
2,023.70 |
2,023.70 |
2,006.60 |
2,035.15 |
| PP |
1,983.49 |
1,983.49 |
1,983.49 |
1,989.21 |
| S1 |
1,960.60 |
1,960.60 |
1,995.04 |
1,972.05 |
| S2 |
1,920.39 |
1,920.39 |
1,989.25 |
|
| S3 |
1,857.29 |
1,897.50 |
1,983.47 |
|
| S4 |
1,794.19 |
1,834.40 |
1,966.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,056.27 |
1,975.29 |
80.98 |
4.0% |
26.44 |
1.3% |
82% |
True |
False |
|
| 10 |
2,056.27 |
1,943.27 |
113.00 |
5.5% |
26.14 |
1.3% |
87% |
True |
False |
|
| 20 |
2,056.27 |
1,899.24 |
157.03 |
7.7% |
28.29 |
1.4% |
91% |
True |
False |
|
| 40 |
2,056.27 |
1,805.66 |
250.61 |
12.3% |
33.97 |
1.7% |
94% |
True |
False |
|
| 60 |
2,060.29 |
1,805.66 |
254.63 |
12.5% |
29.21 |
1.4% |
93% |
False |
False |
|
| 80 |
2,060.29 |
1,805.66 |
254.63 |
12.5% |
27.01 |
1.3% |
93% |
False |
False |
|
| 100 |
2,060.29 |
1,805.66 |
254.63 |
12.5% |
25.65 |
1.3% |
93% |
False |
False |
|
| 120 |
2,060.29 |
1,758.10 |
302.19 |
14.8% |
24.12 |
1.2% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.08 |
|
2.618 |
2,119.60 |
|
1.618 |
2,095.41 |
|
1.000 |
2,080.46 |
|
0.618 |
2,071.22 |
|
HIGH |
2,056.27 |
|
0.618 |
2,047.03 |
|
0.500 |
2,044.18 |
|
0.382 |
2,041.32 |
|
LOW |
2,032.08 |
|
0.618 |
2,017.13 |
|
1.000 |
2,007.89 |
|
1.618 |
1,992.94 |
|
2.618 |
1,968.75 |
|
4.250 |
1,929.27 |
|
|