Trading Metrics calculated at close of trading on 07-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,645.0 |
7,606.0 |
-39.0 |
-0.5% |
7,679.5 |
High |
7,667.0 |
7,641.5 |
-25.5 |
-0.3% |
7,771.5 |
Low |
7,521.0 |
7,431.0 |
-90.0 |
-1.2% |
7,431.0 |
Close |
7,624.0 |
7,433.5 |
-190.5 |
-2.5% |
7,433.5 |
Range |
146.0 |
210.5 |
64.5 |
44.2% |
340.5 |
ATR |
145.1 |
149.7 |
4.7 |
3.2% |
0.0 |
Volume |
215,156 |
230,426 |
15,270 |
7.1% |
842,859 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,133.5 |
7,994.0 |
7,549.3 |
|
R3 |
7,923.0 |
7,783.5 |
7,491.4 |
|
R2 |
7,712.5 |
7,712.5 |
7,472.1 |
|
R1 |
7,573.0 |
7,573.0 |
7,452.8 |
7,537.5 |
PP |
7,502.0 |
7,502.0 |
7,502.0 |
7,484.3 |
S1 |
7,362.5 |
7,362.5 |
7,414.2 |
7,327.0 |
S2 |
7,291.5 |
7,291.5 |
7,394.9 |
|
S3 |
7,081.0 |
7,152.0 |
7,375.6 |
|
S4 |
6,870.5 |
6,941.5 |
7,317.7 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,566.8 |
8,340.7 |
7,620.8 |
|
R3 |
8,226.3 |
8,000.2 |
7,527.1 |
|
R2 |
7,885.8 |
7,885.8 |
7,495.9 |
|
R1 |
7,659.7 |
7,659.7 |
7,464.7 |
7,602.5 |
PP |
7,545.3 |
7,545.3 |
7,545.3 |
7,516.8 |
S1 |
7,319.2 |
7,319.2 |
7,402.3 |
7,262.0 |
S2 |
7,204.8 |
7,204.8 |
7,371.1 |
|
S3 |
6,864.3 |
6,978.7 |
7,339.9 |
|
S4 |
6,523.8 |
6,638.2 |
7,246.2 |
|
|
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 |
7,431.0 |
340.5 |
4.6% |
141.1 |
1.9% |
1% |
False |
True |
168,571 |
10 |
7,771.5 |
7,373.0 |
398.5 |
5.4% |
137.5 |
1.8% |
15% |
False |
False |
156,399 |
20 |
7,771.5 |
7,220.5 |
551.0 |
7.4% |
134.0 |
1.8% |
39% |
False |
False |
155,699 |
40 |
8,191.5 |
7,220.5 |
971.0 |
13.1% |
146.5 |
2.0% |
22% |
False |
False |
201,852 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.4% |
135.3 |
1.8% |
21% |
False |
False |
192,040 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.4% |
132.4 |
1.8% |
21% |
False |
False |
154,201 |
100 |
8,217.0 |
7,220.5 |
996.5 |
13.4% |
122.8 |
1.7% |
21% |
False |
False |
123,456 |
120 |
8,217.0 |
6,766.0 |
1,451.0 |
19.5% |
114.9 |
1.5% |
46% |
False |
False |
102,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,536.1 |
2.618 |
8,192.6 |
1.618 |
7,982.1 |
1.000 |
7,852.0 |
0.618 |
7,771.6 |
HIGH |
7,641.5 |
0.618 |
7,561.1 |
0.500 |
7,536.3 |
0.382 |
7,511.4 |
LOW |
7,431.0 |
0.618 |
7,300.9 |
1.000 |
7,220.5 |
1.618 |
7,090.4 |
2.618 |
6,879.9 |
4.250 |
6,536.4 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,536.3 |
7,582.8 |
PP |
7,502.0 |
7,533.0 |
S1 |
7,467.8 |
7,483.3 |
|