Trading Metrics calculated at close of trading on 31-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,512.5 |
7,599.0 |
86.5 |
1.2% |
7,515.5 |
High |
7,560.0 |
7,708.5 |
148.5 |
2.0% |
7,708.5 |
Low |
7,435.5 |
7,555.5 |
120.0 |
1.6% |
7,373.0 |
Close |
7,542.5 |
7,651.5 |
109.0 |
1.4% |
7,651.5 |
Range |
124.5 |
153.0 |
28.5 |
22.9% |
335.5 |
ATR |
150.5 |
151.6 |
1.1 |
0.7% |
0.0 |
Volume |
184,345 |
188,927 |
4,582 |
2.5% |
721,138 |
|
Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,097.5 |
8,027.5 |
7,735.7 |
|
R3 |
7,944.5 |
7,874.5 |
7,693.6 |
|
R2 |
7,791.5 |
7,791.5 |
7,679.6 |
|
R1 |
7,721.5 |
7,721.5 |
7,665.5 |
7,756.5 |
PP |
7,638.5 |
7,638.5 |
7,638.5 |
7,656.0 |
S1 |
7,568.5 |
7,568.5 |
7,637.5 |
7,603.5 |
S2 |
7,485.5 |
7,485.5 |
7,623.5 |
|
S3 |
7,332.5 |
7,415.5 |
7,609.4 |
|
S4 |
7,179.5 |
7,262.5 |
7,567.4 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,584.2 |
8,453.3 |
7,836.0 |
|
R3 |
8,248.7 |
8,117.8 |
7,743.8 |
|
R2 |
7,913.2 |
7,913.2 |
7,713.0 |
|
R1 |
7,782.3 |
7,782.3 |
7,682.3 |
7,847.8 |
PP |
7,577.7 |
7,577.7 |
7,577.7 |
7,610.4 |
S1 |
7,446.8 |
7,446.8 |
7,620.7 |
7,512.3 |
S2 |
7,242.2 |
7,242.2 |
7,590.0 |
|
S3 |
6,906.7 |
7,111.3 |
7,559.2 |
|
S4 |
6,571.2 |
6,775.8 |
7,467.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,708.5 |
7,373.0 |
335.5 |
4.4% |
133.8 |
1.7% |
83% |
True |
False |
144,227 |
10 |
7,708.5 |
7,373.0 |
335.5 |
4.4% |
123.6 |
1.6% |
83% |
True |
False |
159,718 |
20 |
7,708.5 |
7,220.5 |
488.0 |
6.4% |
138.1 |
1.8% |
88% |
True |
False |
178,961 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.0% |
143.5 |
1.9% |
43% |
False |
False |
198,678 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.0% |
134.9 |
1.8% |
43% |
False |
False |
190,427 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.0% |
129.8 |
1.7% |
43% |
False |
False |
143,701 |
100 |
8,217.0 |
7,213.5 |
1,003.5 |
13.1% |
120.0 |
1.6% |
44% |
False |
False |
115,072 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
21.7% |
113.5 |
1.5% |
66% |
False |
False |
96,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,358.8 |
2.618 |
8,109.1 |
1.618 |
7,956.1 |
1.000 |
7,861.5 |
0.618 |
7,803.1 |
HIGH |
7,708.5 |
0.618 |
7,650.1 |
0.500 |
7,632.0 |
0.382 |
7,613.9 |
LOW |
7,555.5 |
0.618 |
7,460.9 |
1.000 |
7,402.5 |
1.618 |
7,307.9 |
2.618 |
7,154.9 |
4.250 |
6,905.3 |
|
|
Fisher Pivots for day following 31-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,645.0 |
7,614.6 |
PP |
7,638.5 |
7,577.7 |
S1 |
7,632.0 |
7,540.8 |
|