Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
2,024.25 |
2,024.75 |
0.50 |
0.0% |
1,989.50 |
High |
2,030.50 |
2,025.00 |
-5.50 |
-0.3% |
2,032.75 |
Low |
2,005.75 |
2,000.25 |
-5.50 |
-0.3% |
1,971.00 |
Close |
2,025.00 |
2,006.00 |
-19.00 |
-0.9% |
2,025.00 |
Range |
24.75 |
24.75 |
0.00 |
0.0% |
61.75 |
ATR |
33.94 |
33.29 |
-0.66 |
-1.9% |
0.00 |
Volume |
225,069 |
281,648 |
56,579 |
25.1% |
271,833 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,084.75 |
2,070.00 |
2,019.50 |
|
R3 |
2,060.00 |
2,045.25 |
2,012.75 |
|
R2 |
2,035.25 |
2,035.25 |
2,010.50 |
|
R1 |
2,020.50 |
2,020.50 |
2,008.25 |
2,015.50 |
PP |
2,010.50 |
2,010.50 |
2,010.50 |
2,008.00 |
S1 |
1,995.75 |
1,995.75 |
2,003.75 |
1,990.75 |
S2 |
1,985.75 |
1,985.75 |
2,001.50 |
|
S3 |
1,961.00 |
1,971.00 |
1,999.25 |
|
S4 |
1,936.25 |
1,946.25 |
1,992.50 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,194.75 |
2,171.75 |
2,059.00 |
|
R3 |
2,133.00 |
2,110.00 |
2,042.00 |
|
R2 |
2,071.25 |
2,071.25 |
2,036.25 |
|
R1 |
2,048.25 |
2,048.25 |
2,030.75 |
2,059.75 |
PP |
2,009.50 |
2,009.50 |
2,009.50 |
2,015.50 |
S1 |
1,986.50 |
1,986.50 |
2,019.25 |
1,998.00 |
S2 |
1,947.75 |
1,947.75 |
2,013.75 |
|
S3 |
1,886.00 |
1,924.75 |
2,008.00 |
|
S4 |
1,824.25 |
1,863.00 |
1,991.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,032.75 |
1,989.75 |
43.00 |
2.1% |
24.25 |
1.2% |
38% |
False |
False |
110,053 |
10 |
2,063.00 |
1,971.00 |
92.00 |
4.6% |
32.00 |
1.6% |
38% |
False |
False |
56,433 |
20 |
2,063.00 |
1,909.75 |
153.25 |
7.6% |
32.00 |
1.6% |
63% |
False |
False |
28,537 |
40 |
2,078.00 |
1,835.25 |
242.75 |
12.1% |
39.00 |
1.9% |
70% |
False |
False |
14,331 |
60 |
2,101.75 |
1,835.25 |
266.50 |
13.3% |
32.75 |
1.6% |
64% |
False |
False |
9,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,130.25 |
2.618 |
2,089.75 |
1.618 |
2,065.00 |
1.000 |
2,049.75 |
0.618 |
2,040.25 |
HIGH |
2,025.00 |
0.618 |
2,015.50 |
0.500 |
2,012.50 |
0.382 |
2,009.75 |
LOW |
2,000.25 |
0.618 |
1,985.00 |
1.000 |
1,975.50 |
1.618 |
1,960.25 |
2.618 |
1,935.50 |
4.250 |
1,895.00 |
|
|