| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
7,884.0 |
7,881.5 |
-2.5 |
0.0% |
7,648.0 |
| High |
7,916.0 |
7,971.0 |
55.0 |
0.7% |
7,971.0 |
| Low |
7,865.5 |
7,875.5 |
10.0 |
0.1% |
7,610.0 |
| Close |
7,906.0 |
7,966.5 |
60.5 |
0.8% |
7,966.5 |
| Range |
50.5 |
95.5 |
45.0 |
89.1% |
361.0 |
| ATR |
120.6 |
118.8 |
-1.8 |
-1.5% |
0.0 |
| Volume |
9,174 |
7,389 |
-1,785 |
-19.5% |
28,653 |
|
| Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,224.2 |
8,190.8 |
8,019.0 |
|
| R3 |
8,128.7 |
8,095.3 |
7,992.8 |
|
| R2 |
8,033.2 |
8,033.2 |
7,984.0 |
|
| R1 |
7,999.8 |
7,999.8 |
7,975.3 |
8,016.5 |
| PP |
7,937.7 |
7,937.7 |
7,937.7 |
7,946.0 |
| S1 |
7,904.3 |
7,904.3 |
7,957.7 |
7,921.0 |
| S2 |
7,842.2 |
7,842.2 |
7,949.0 |
|
| S3 |
7,746.7 |
7,808.8 |
7,940.2 |
|
| S4 |
7,651.2 |
7,713.3 |
7,914.0 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,932.2 |
8,810.3 |
8,165.1 |
|
| R3 |
8,571.2 |
8,449.3 |
8,065.8 |
|
| R2 |
8,210.2 |
8,210.2 |
8,032.7 |
|
| R1 |
8,088.3 |
8,088.3 |
7,999.6 |
8,149.3 |
| PP |
7,849.2 |
7,849.2 |
7,849.2 |
7,879.6 |
| S1 |
7,727.3 |
7,727.3 |
7,933.4 |
7,788.3 |
| S2 |
7,488.2 |
7,488.2 |
7,900.3 |
|
| S3 |
7,127.2 |
7,366.3 |
7,867.2 |
|
| S4 |
6,766.2 |
7,005.3 |
7,768.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,971.0 |
7,610.0 |
361.0 |
4.5% |
111.9 |
1.4% |
99% |
True |
False |
5,730 |
| 10 |
7,971.0 |
7,569.5 |
401.5 |
5.0% |
89.3 |
1.1% |
99% |
True |
False |
2,960 |
| 20 |
7,971.0 |
7,543.0 |
428.0 |
5.4% |
97.9 |
1.2% |
99% |
True |
False |
1,548 |
| 40 |
7,971.0 |
7,398.0 |
573.0 |
7.2% |
99.9 |
1.3% |
99% |
True |
False |
830 |
| 60 |
8,390.0 |
7,398.0 |
992.0 |
12.5% |
105.8 |
1.3% |
57% |
False |
False |
613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,376.9 |
|
2.618 |
8,221.0 |
|
1.618 |
8,125.5 |
|
1.000 |
8,066.5 |
|
0.618 |
8,030.0 |
|
HIGH |
7,971.0 |
|
0.618 |
7,934.5 |
|
0.500 |
7,923.3 |
|
0.382 |
7,912.0 |
|
LOW |
7,875.5 |
|
0.618 |
7,816.5 |
|
1.000 |
7,780.0 |
|
1.618 |
7,721.0 |
|
2.618 |
7,625.5 |
|
4.250 |
7,469.6 |
|
|