Day Change Summary |
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Previous |
Current |
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03-Sep-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,403.5 |
6,364.0 |
-39.5 |
-0.6% |
6,285.0 |
High |
6,412.0 |
6,463.5 |
51.5 |
0.8% |
6,400.0 |
Low |
6,387.0 |
6,360.0 |
-27.0 |
-0.4% |
6,140.0 |
Close |
6,395.0 |
6,456.0 |
61.0 |
1.0% |
6,381.0 |
Range |
25.0 |
103.5 |
78.5 |
314.0% |
260.0 |
ATR |
104.4 |
104.3 |
-0.1 |
-0.1% |
0.0 |
Volume |
2,342 |
2,193 |
-149 |
-6.4% |
2,458 |
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Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,737.0 |
6,700.0 |
6,513.0 |
|
R3 |
6,633.5 |
6,596.5 |
6,484.5 |
|
R2 |
6,530.0 |
6,530.0 |
6,475.0 |
|
R1 |
6,493.0 |
6,493.0 |
6,465.5 |
6,511.5 |
PP |
6,426.5 |
6,426.5 |
6,426.5 |
6,436.0 |
S1 |
6,389.5 |
6,389.5 |
6,446.5 |
6,408.0 |
S2 |
6,323.0 |
6,323.0 |
6,437.0 |
|
S3 |
6,219.5 |
6,286.0 |
6,427.5 |
|
S4 |
6,116.0 |
6,182.5 |
6,399.0 |
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|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,087.0 |
6,994.0 |
6,524.0 |
|
R3 |
6,827.0 |
6,734.0 |
6,452.5 |
|
R2 |
6,567.0 |
6,567.0 |
6,428.5 |
|
R1 |
6,474.0 |
6,474.0 |
6,405.0 |
6,520.5 |
PP |
6,307.0 |
6,307.0 |
6,307.0 |
6,330.0 |
S1 |
6,214.0 |
6,214.0 |
6,357.0 |
6,260.5 |
S2 |
6,047.0 |
6,047.0 |
6,333.5 |
|
S3 |
5,787.0 |
5,954.0 |
6,309.5 |
|
S4 |
5,527.0 |
5,694.0 |
6,238.0 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,463.5 |
6,140.0 |
323.5 |
5.0% |
77.0 |
1.2% |
98% |
True |
False |
1,343 |
10 |
6,463.5 |
6,119.5 |
344.0 |
5.3% |
76.0 |
1.2% |
98% |
True |
False |
733 |
20 |
6,474.0 |
5,899.0 |
575.0 |
8.9% |
94.5 |
1.5% |
97% |
False |
False |
490 |
40 |
6,835.0 |
5,899.0 |
936.0 |
14.5% |
83.0 |
1.3% |
60% |
False |
False |
376 |
60 |
6,856.0 |
5,899.0 |
957.0 |
14.8% |
73.0 |
1.1% |
58% |
False |
False |
337 |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,903.5 |
2.618 |
6,734.5 |
1.618 |
6,631.0 |
1.000 |
6,567.0 |
0.618 |
6,527.5 |
HIGH |
6,463.5 |
0.618 |
6,424.0 |
0.500 |
6,412.0 |
0.382 |
6,399.5 |
LOW |
6,360.0 |
0.618 |
6,296.0 |
1.000 |
6,256.5 |
1.618 |
6,192.5 |
2.618 |
6,089.0 |
4.250 |
5,920.0 |
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