| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,035.87 |
2,042.64 |
6.77 |
0.3% |
1,993.50 |
| High |
2,043.21 |
2,054.09 |
10.88 |
0.5% |
2,056.27 |
| Low |
2,029.53 |
2,041.48 |
11.95 |
0.6% |
1,975.29 |
| Close |
2,032.61 |
2,049.48 |
16.87 |
0.8% |
2,049.48 |
| Range |
13.68 |
12.61 |
-1.07 |
-7.8% |
80.98 |
| ATR |
31.73 |
31.00 |
-0.73 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.18 |
2,080.44 |
2,056.42 |
|
| R3 |
2,073.57 |
2,067.83 |
2,052.95 |
|
| R2 |
2,060.96 |
2,060.96 |
2,051.79 |
|
| R1 |
2,055.22 |
2,055.22 |
2,050.64 |
2,058.09 |
| PP |
2,048.35 |
2,048.35 |
2,048.35 |
2,049.79 |
| S1 |
2,042.61 |
2,042.61 |
2,048.32 |
2,045.48 |
| S2 |
2,035.74 |
2,035.74 |
2,047.17 |
|
| S3 |
2,023.13 |
2,030.00 |
2,046.01 |
|
| S4 |
2,010.52 |
2,017.39 |
2,042.54 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,269.95 |
2,240.70 |
2,094.02 |
|
| R3 |
2,188.97 |
2,159.72 |
2,071.75 |
|
| R2 |
2,107.99 |
2,107.99 |
2,064.33 |
|
| R1 |
2,078.74 |
2,078.74 |
2,056.90 |
2,093.37 |
| PP |
2,027.01 |
2,027.01 |
2,027.01 |
2,034.33 |
| S1 |
1,997.76 |
1,997.76 |
2,042.06 |
2,012.39 |
| S2 |
1,946.03 |
1,946.03 |
2,034.63 |
|
| S3 |
1,865.05 |
1,916.78 |
2,027.21 |
|
| S4 |
1,784.07 |
1,835.80 |
2,004.94 |
|
|
| 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% |
24.07 |
1.2% |
92% |
False |
False |
|
| 10 |
2,056.27 |
1,943.27 |
113.00 |
5.5% |
24.06 |
1.2% |
94% |
False |
False |
|
| 20 |
2,056.27 |
1,899.24 |
157.03 |
7.7% |
27.55 |
1.3% |
96% |
False |
False |
|
| 40 |
2,056.27 |
1,805.66 |
250.61 |
12.2% |
32.59 |
1.6% |
97% |
False |
False |
|
| 60 |
2,060.29 |
1,805.66 |
254.63 |
12.4% |
28.69 |
1.4% |
96% |
False |
False |
|
| 80 |
2,060.29 |
1,805.66 |
254.63 |
12.4% |
26.70 |
1.3% |
96% |
False |
False |
|
| 100 |
2,060.29 |
1,805.66 |
254.63 |
12.4% |
25.48 |
1.2% |
96% |
False |
False |
|
| 120 |
2,060.29 |
1,781.89 |
278.40 |
13.6% |
23.99 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,107.68 |
|
2.618 |
2,087.10 |
|
1.618 |
2,074.49 |
|
1.000 |
2,066.70 |
|
0.618 |
2,061.88 |
|
HIGH |
2,054.09 |
|
0.618 |
2,049.27 |
|
0.500 |
2,047.79 |
|
0.382 |
2,046.30 |
|
LOW |
2,041.48 |
|
0.618 |
2,033.69 |
|
1.000 |
2,028.87 |
|
1.618 |
2,021.08 |
|
2.618 |
2,008.47 |
|
4.250 |
1,987.89 |
|
|