Trading Metrics calculated at close of trading on 03-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
03-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,599.0 |
7,679.5 |
80.5 |
1.1% |
7,515.5 |
High |
7,708.5 |
7,697.0 |
-11.5 |
-0.1% |
7,708.5 |
Low |
7,555.5 |
7,647.5 |
92.0 |
1.2% |
7,373.0 |
Close |
7,651.5 |
7,662.5 |
11.0 |
0.1% |
7,651.5 |
Range |
153.0 |
49.5 |
-103.5 |
-67.6% |
335.5 |
ATR |
151.6 |
144.3 |
-7.3 |
-4.8% |
0.0 |
Volume |
188,927 |
48,687 |
-140,240 |
-74.2% |
721,138 |
|
Daily Pivots for day following 03-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,817.5 |
7,789.5 |
7,689.7 |
|
R3 |
7,768.0 |
7,740.0 |
7,676.1 |
|
R2 |
7,718.5 |
7,718.5 |
7,671.6 |
|
R1 |
7,690.5 |
7,690.5 |
7,667.0 |
7,679.8 |
PP |
7,669.0 |
7,669.0 |
7,669.0 |
7,663.6 |
S1 |
7,641.0 |
7,641.0 |
7,658.0 |
7,630.3 |
S2 |
7,619.5 |
7,619.5 |
7,653.4 |
|
S3 |
7,570.0 |
7,591.5 |
7,648.9 |
|
S4 |
7,520.5 |
7,542.0 |
7,635.3 |
|
|
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% |
122.1 |
1.6% |
86% |
False |
False |
153,965 |
10 |
7,708.5 |
7,373.0 |
335.5 |
4.4% |
120.2 |
1.6% |
86% |
False |
False |
147,538 |
20 |
7,708.5 |
7,220.5 |
488.0 |
6.4% |
130.7 |
1.7% |
91% |
False |
False |
169,905 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.0% |
143.1 |
1.9% |
44% |
False |
False |
197,332 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.0% |
133.6 |
1.7% |
44% |
False |
False |
190,456 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.0% |
128.1 |
1.7% |
44% |
False |
False |
144,290 |
100 |
8,217.0 |
7,220.5 |
996.5 |
13.0% |
119.5 |
1.6% |
44% |
False |
False |
115,552 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
21.7% |
112.4 |
1.5% |
67% |
False |
False |
96,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,907.4 |
2.618 |
7,826.6 |
1.618 |
7,777.1 |
1.000 |
7,746.5 |
0.618 |
7,727.6 |
HIGH |
7,697.0 |
0.618 |
7,678.1 |
0.500 |
7,672.3 |
0.382 |
7,666.4 |
LOW |
7,647.5 |
0.618 |
7,616.9 |
1.000 |
7,598.0 |
1.618 |
7,567.4 |
2.618 |
7,517.9 |
4.250 |
7,437.1 |
|
|
Fisher Pivots for day following 03-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,672.3 |
7,632.3 |
PP |
7,669.0 |
7,602.2 |
S1 |
7,665.8 |
7,572.0 |
|