Trading Metrics calculated at close of trading on 05-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,651.5 |
7,697.5 |
46.0 |
0.6% |
7,515.5 |
High |
7,771.5 |
7,734.5 |
-37.0 |
-0.5% |
7,708.5 |
Low |
7,613.0 |
7,593.5 |
-19.5 |
-0.3% |
7,373.0 |
Close |
7,731.0 |
7,612.0 |
-119.0 |
-1.5% |
7,651.5 |
Range |
158.5 |
141.0 |
-17.5 |
-11.0% |
335.5 |
ATR |
145.3 |
145.0 |
-0.3 |
-0.2% |
0.0 |
Volume |
156,565 |
192,025 |
35,460 |
22.6% |
721,138 |
|
Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,069.7 |
7,981.8 |
7,689.6 |
|
R3 |
7,928.7 |
7,840.8 |
7,650.8 |
|
R2 |
7,787.7 |
7,787.7 |
7,637.9 |
|
R1 |
7,699.8 |
7,699.8 |
7,624.9 |
7,673.3 |
PP |
7,646.7 |
7,646.7 |
7,646.7 |
7,633.4 |
S1 |
7,558.8 |
7,558.8 |
7,599.1 |
7,532.3 |
S2 |
7,505.7 |
7,505.7 |
7,586.2 |
|
S3 |
7,364.7 |
7,417.8 |
7,573.2 |
|
S4 |
7,223.7 |
7,276.8 |
7,534.5 |
|
|
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 |
7,435.5 |
336.0 |
4.4% |
125.3 |
1.6% |
53% |
False |
False |
154,109 |
10 |
7,771.5 |
7,373.0 |
398.5 |
5.2% |
126.5 |
1.7% |
60% |
False |
False |
141,387 |
20 |
7,771.5 |
7,220.5 |
551.0 |
7.2% |
132.8 |
1.7% |
71% |
False |
False |
168,062 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.1% |
145.9 |
1.9% |
39% |
False |
False |
200,077 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.1% |
134.4 |
1.8% |
39% |
False |
False |
191,060 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.1% |
129.2 |
1.7% |
39% |
False |
False |
148,638 |
100 |
8,217.0 |
7,220.5 |
996.5 |
13.1% |
120.8 |
1.6% |
39% |
False |
False |
119,026 |
120 |
8,217.0 |
6,662.0 |
1,555.0 |
20.4% |
113.0 |
1.5% |
61% |
False |
False |
99,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,333.8 |
2.618 |
8,103.6 |
1.618 |
7,962.6 |
1.000 |
7,875.5 |
0.618 |
7,821.6 |
HIGH |
7,734.5 |
0.618 |
7,680.6 |
0.500 |
7,664.0 |
0.382 |
7,647.4 |
LOW |
7,593.5 |
0.618 |
7,506.4 |
1.000 |
7,452.5 |
1.618 |
7,365.4 |
2.618 |
7,224.4 |
4.250 |
6,994.3 |
|
|
Fisher Pivots for day following 05-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,664.0 |
7,682.5 |
PP |
7,646.7 |
7,659.0 |
S1 |
7,629.3 |
7,635.5 |
|