| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,047.46 |
2,035.87 |
-11.59 |
-0.6% |
1,975.67 |
| High |
2,056.27 |
2,043.21 |
-13.06 |
-0.6% |
2,006.37 |
| Low |
2,032.08 |
2,029.53 |
-2.55 |
-0.1% |
1,943.27 |
| Close |
2,041.36 |
2,032.61 |
-8.75 |
-0.4% |
2,000.82 |
| Range |
24.19 |
13.68 |
-10.51 |
-43.4% |
63.10 |
| ATR |
33.12 |
31.73 |
-1.39 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,076.16 |
2,068.06 |
2,040.13 |
|
| R3 |
2,062.48 |
2,054.38 |
2,036.37 |
|
| R2 |
2,048.80 |
2,048.80 |
2,035.12 |
|
| R1 |
2,040.70 |
2,040.70 |
2,033.86 |
2,037.91 |
| PP |
2,035.12 |
2,035.12 |
2,035.12 |
2,033.72 |
| S1 |
2,027.02 |
2,027.02 |
2,031.36 |
2,024.23 |
| S2 |
2,021.44 |
2,021.44 |
2,030.10 |
|
| S3 |
2,007.76 |
2,013.34 |
2,028.85 |
|
| S4 |
1,994.08 |
1,999.66 |
2,025.09 |
|
|
| 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% |
25.97 |
1.3% |
71% |
False |
False |
|
| 10 |
2,056.27 |
1,943.27 |
113.00 |
5.6% |
25.35 |
1.2% |
79% |
False |
False |
|
| 20 |
2,056.27 |
1,899.24 |
157.03 |
7.7% |
28.14 |
1.4% |
85% |
False |
False |
|
| 40 |
2,056.27 |
1,805.66 |
250.61 |
12.3% |
33.69 |
1.7% |
91% |
False |
False |
|
| 60 |
2,060.29 |
1,805.66 |
254.63 |
12.5% |
29.05 |
1.4% |
89% |
False |
False |
|
| 80 |
2,060.29 |
1,805.66 |
254.63 |
12.5% |
26.96 |
1.3% |
89% |
False |
False |
|
| 100 |
2,060.29 |
1,805.66 |
254.63 |
12.5% |
25.54 |
1.3% |
89% |
False |
False |
|
| 120 |
2,060.29 |
1,761.65 |
298.64 |
14.7% |
24.03 |
1.2% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.35 |
|
2.618 |
2,079.02 |
|
1.618 |
2,065.34 |
|
1.000 |
2,056.89 |
|
0.618 |
2,051.66 |
|
HIGH |
2,043.21 |
|
0.618 |
2,037.98 |
|
0.500 |
2,036.37 |
|
0.382 |
2,034.76 |
|
LOW |
2,029.53 |
|
0.618 |
2,021.08 |
|
1.000 |
2,015.85 |
|
1.618 |
2,007.40 |
|
2.618 |
1,993.72 |
|
4.250 |
1,971.39 |
|
|