Trading Metrics calculated at close of trading on 06-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,697.5 |
7,645.0 |
-52.5 |
-0.7% |
7,515.5 |
High |
7,734.5 |
7,667.0 |
-67.5 |
-0.9% |
7,708.5 |
Low |
7,593.5 |
7,521.0 |
-72.5 |
-1.0% |
7,373.0 |
Close |
7,612.0 |
7,624.0 |
12.0 |
0.2% |
7,651.5 |
Range |
141.0 |
146.0 |
5.0 |
3.5% |
335.5 |
ATR |
145.0 |
145.1 |
0.1 |
0.0% |
0.0 |
Volume |
192,025 |
215,156 |
23,131 |
12.0% |
721,138 |
|
Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,042.0 |
7,979.0 |
7,704.3 |
|
R3 |
7,896.0 |
7,833.0 |
7,664.2 |
|
R2 |
7,750.0 |
7,750.0 |
7,650.8 |
|
R1 |
7,687.0 |
7,687.0 |
7,637.4 |
7,645.5 |
PP |
7,604.0 |
7,604.0 |
7,604.0 |
7,583.3 |
S1 |
7,541.0 |
7,541.0 |
7,610.6 |
7,499.5 |
S2 |
7,458.0 |
7,458.0 |
7,597.2 |
|
S3 |
7,312.0 |
7,395.0 |
7,583.9 |
|
S4 |
7,166.0 |
7,249.0 |
7,543.7 |
|
|
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 |
7,521.0 |
250.5 |
3.3% |
129.6 |
1.7% |
41% |
False |
True |
160,272 |
10 |
7,771.5 |
7,373.0 |
398.5 |
5.2% |
127.2 |
1.7% |
63% |
False |
False |
147,325 |
20 |
7,771.5 |
7,220.5 |
551.0 |
7.2% |
130.8 |
1.7% |
73% |
False |
False |
162,603 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.0% |
143.5 |
1.9% |
41% |
False |
False |
200,447 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.1% |
134.8 |
1.8% |
40% |
False |
False |
192,098 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.1% |
130.3 |
1.7% |
40% |
False |
False |
151,323 |
100 |
8,217.0 |
7,220.5 |
996.5 |
13.1% |
121.5 |
1.6% |
40% |
False |
False |
121,153 |
120 |
8,217.0 |
6,762.5 |
1,454.5 |
19.1% |
113.5 |
1.5% |
59% |
False |
False |
101,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,287.5 |
2.618 |
8,049.2 |
1.618 |
7,903.2 |
1.000 |
7,813.0 |
0.618 |
7,757.2 |
HIGH |
7,667.0 |
0.618 |
7,611.2 |
0.500 |
7,594.0 |
0.382 |
7,576.8 |
LOW |
7,521.0 |
0.618 |
7,430.8 |
1.000 |
7,375.0 |
1.618 |
7,284.8 |
2.618 |
7,138.8 |
4.250 |
6,900.5 |
|
|
Fisher Pivots for day following 06-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,614.0 |
7,646.3 |
PP |
7,604.0 |
7,638.8 |
S1 |
7,594.0 |
7,631.4 |
|