| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,116.15 |
2,108.04 |
-8.11 |
-0.4% |
2,054.77 |
| High |
2,117.34 |
2,117.38 |
0.04 |
0.0% |
2,101.96 |
| Low |
2,104.15 |
2,095.30 |
-8.85 |
-0.4% |
2,047.51 |
| Close |
2,115.89 |
2,103.01 |
-12.88 |
-0.6% |
2,091.11 |
| Range |
13.19 |
22.08 |
8.89 |
67.4% |
54.45 |
| ATR |
26.75 |
26.42 |
-0.33 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.47 |
2,159.32 |
2,115.15 |
|
| R3 |
2,149.39 |
2,137.24 |
2,109.08 |
|
| R2 |
2,127.31 |
2,127.31 |
2,107.06 |
|
| R1 |
2,115.16 |
2,115.16 |
2,105.03 |
2,110.20 |
| PP |
2,105.23 |
2,105.23 |
2,105.23 |
2,102.75 |
| S1 |
2,093.08 |
2,093.08 |
2,100.99 |
2,088.12 |
| S2 |
2,083.15 |
2,083.15 |
2,098.96 |
|
| S3 |
2,061.07 |
2,071.00 |
2,096.94 |
|
| S4 |
2,038.99 |
2,048.92 |
2,090.87 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.54 |
2,221.78 |
2,121.06 |
|
| R3 |
2,189.09 |
2,167.33 |
2,106.08 |
|
| R2 |
2,134.64 |
2,134.64 |
2,101.09 |
|
| R1 |
2,112.88 |
2,112.88 |
2,096.10 |
2,123.76 |
| PP |
2,080.19 |
2,080.19 |
2,080.19 |
2,085.64 |
| S1 |
2,058.43 |
2,058.43 |
2,086.12 |
2,069.31 |
| S2 |
2,025.74 |
2,025.74 |
2,081.13 |
|
| S3 |
1,971.29 |
2,003.98 |
2,076.14 |
|
| S4 |
1,916.84 |
1,949.53 |
2,061.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,120.79 |
2,082.04 |
38.75 |
1.8% |
18.68 |
0.9% |
54% |
False |
False |
|
| 10 |
2,120.79 |
2,029.53 |
91.26 |
4.3% |
18.84 |
0.9% |
81% |
False |
False |
|
| 20 |
2,120.79 |
1,943.27 |
177.52 |
8.4% |
22.49 |
1.1% |
90% |
False |
False |
|
| 40 |
2,120.79 |
1,805.66 |
315.13 |
15.0% |
28.52 |
1.4% |
94% |
False |
False |
|
| 60 |
2,120.79 |
1,805.66 |
315.13 |
15.0% |
29.22 |
1.4% |
94% |
False |
False |
|
| 80 |
2,120.79 |
1,805.66 |
315.13 |
15.0% |
26.75 |
1.3% |
94% |
False |
False |
|
| 100 |
2,120.79 |
1,805.66 |
315.13 |
15.0% |
25.68 |
1.2% |
94% |
False |
False |
|
| 120 |
2,120.79 |
1,805.66 |
315.13 |
15.0% |
24.23 |
1.2% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.22 |
|
2.618 |
2,175.19 |
|
1.618 |
2,153.11 |
|
1.000 |
2,139.46 |
|
0.618 |
2,131.03 |
|
HIGH |
2,117.38 |
|
0.618 |
2,108.95 |
|
0.500 |
2,106.34 |
|
0.382 |
2,103.73 |
|
LOW |
2,095.30 |
|
0.618 |
2,081.65 |
|
1.000 |
2,073.22 |
|
1.618 |
2,059.57 |
|
2.618 |
2,037.49 |
|
4.250 |
2,001.46 |
|
|