| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,108.04 |
2,107.11 |
-0.93 |
0.0% |
2,054.77 |
| High |
2,117.38 |
2,107.72 |
-9.66 |
-0.5% |
2,101.96 |
| Low |
2,095.30 |
2,088.79 |
-6.51 |
-0.3% |
2,047.51 |
| Close |
2,103.01 |
2,105.56 |
2.55 |
0.1% |
2,091.11 |
| Range |
22.08 |
18.93 |
-3.15 |
-14.3% |
54.45 |
| ATR |
26.42 |
25.89 |
-0.54 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.48 |
2,150.45 |
2,115.97 |
|
| R3 |
2,138.55 |
2,131.52 |
2,110.77 |
|
| R2 |
2,119.62 |
2,119.62 |
2,109.03 |
|
| R1 |
2,112.59 |
2,112.59 |
2,107.30 |
2,106.64 |
| PP |
2,100.69 |
2,100.69 |
2,100.69 |
2,097.72 |
| S1 |
2,093.66 |
2,093.66 |
2,103.82 |
2,087.71 |
| S2 |
2,081.76 |
2,081.76 |
2,102.09 |
|
| S3 |
2,062.83 |
2,074.73 |
2,100.35 |
|
| S4 |
2,043.90 |
2,055.80 |
2,095.15 |
|
|
| 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% |
20.46 |
1.0% |
61% |
False |
False |
|
| 10 |
2,120.79 |
2,041.48 |
79.31 |
3.8% |
19.37 |
0.9% |
81% |
False |
False |
|
| 20 |
2,120.79 |
1,943.27 |
177.52 |
8.4% |
22.36 |
1.1% |
91% |
False |
False |
|
| 40 |
2,120.79 |
1,805.66 |
315.13 |
15.0% |
28.32 |
1.3% |
95% |
False |
False |
|
| 60 |
2,120.79 |
1,805.66 |
315.13 |
15.0% |
29.22 |
1.4% |
95% |
False |
False |
|
| 80 |
2,120.79 |
1,805.66 |
315.13 |
15.0% |
26.69 |
1.3% |
95% |
False |
False |
|
| 100 |
2,120.79 |
1,805.66 |
315.13 |
15.0% |
25.60 |
1.2% |
95% |
False |
False |
|
| 120 |
2,120.79 |
1,805.66 |
315.13 |
15.0% |
24.28 |
1.2% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.17 |
|
2.618 |
2,157.28 |
|
1.618 |
2,138.35 |
|
1.000 |
2,126.65 |
|
0.618 |
2,119.42 |
|
HIGH |
2,107.72 |
|
0.618 |
2,100.49 |
|
0.500 |
2,098.26 |
|
0.382 |
2,096.02 |
|
LOW |
2,088.79 |
|
0.618 |
2,077.09 |
|
1.000 |
2,069.86 |
|
1.618 |
2,058.16 |
|
2.618 |
2,039.23 |
|
4.250 |
2,008.34 |
|
|