Trading Metrics calculated at close of trading on 04-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,679.5 |
7,651.5 |
-28.0 |
-0.4% |
7,515.5 |
High |
7,697.0 |
7,771.5 |
74.5 |
1.0% |
7,708.5 |
Low |
7,647.5 |
7,613.0 |
-34.5 |
-0.5% |
7,373.0 |
Close |
7,662.5 |
7,731.0 |
68.5 |
0.9% |
7,651.5 |
Range |
49.5 |
158.5 |
109.0 |
220.2% |
335.5 |
ATR |
144.3 |
145.3 |
1.0 |
0.7% |
0.0 |
Volume |
48,687 |
156,565 |
107,878 |
221.6% |
721,138 |
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,180.7 |
8,114.3 |
7,818.2 |
|
R3 |
8,022.2 |
7,955.8 |
7,774.6 |
|
R2 |
7,863.7 |
7,863.7 |
7,760.1 |
|
R1 |
7,797.3 |
7,797.3 |
7,745.5 |
7,830.5 |
PP |
7,705.2 |
7,705.2 |
7,705.2 |
7,721.8 |
S1 |
7,638.8 |
7,638.8 |
7,716.5 |
7,672.0 |
S2 |
7,546.7 |
7,546.7 |
7,701.9 |
|
S3 |
7,388.2 |
7,480.3 |
7,687.4 |
|
S4 |
7,229.7 |
7,321.8 |
7,643.8 |
|
|
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 |
7,771.5 |
7,373.0 |
398.5 |
5.2% |
129.2 |
1.7% |
90% |
True |
False |
152,722 |
10 |
7,771.5 |
7,373.0 |
398.5 |
5.2% |
123.5 |
1.6% |
90% |
True |
False |
140,807 |
20 |
7,771.5 |
7,220.5 |
551.0 |
7.1% |
131.4 |
1.7% |
93% |
True |
False |
168,014 |
40 |
8,215.0 |
7,220.5 |
994.5 |
12.9% |
145.5 |
1.9% |
51% |
False |
False |
201,246 |
60 |
8,217.0 |
7,220.5 |
996.5 |
12.9% |
134.3 |
1.7% |
51% |
False |
False |
190,565 |
80 |
8,217.0 |
7,220.5 |
996.5 |
12.9% |
128.8 |
1.7% |
51% |
False |
False |
146,242 |
100 |
8,217.0 |
7,220.5 |
996.5 |
12.9% |
120.4 |
1.6% |
51% |
False |
False |
117,113 |
120 |
8,217.0 |
6,638.5 |
1,578.5 |
20.4% |
112.6 |
1.5% |
69% |
False |
False |
97,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,445.1 |
2.618 |
8,186.5 |
1.618 |
8,028.0 |
1.000 |
7,930.0 |
0.618 |
7,869.5 |
HIGH |
7,771.5 |
0.618 |
7,711.0 |
0.500 |
7,692.3 |
0.382 |
7,673.5 |
LOW |
7,613.0 |
0.618 |
7,515.0 |
1.000 |
7,454.5 |
1.618 |
7,356.5 |
2.618 |
7,198.0 |
4.250 |
6,939.4 |
|
|
Fisher Pivots for day following 04-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,718.1 |
7,708.5 |
PP |
7,705.2 |
7,686.0 |
S1 |
7,692.3 |
7,663.5 |
|