Trading Metrics calculated at close of trading on 04-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,461.50 |
1,476.00 |
14.50 |
1.0% |
1,483.25 |
High |
1,484.75 |
1,499.25 |
14.50 |
1.0% |
1,484.75 |
Low |
1,461.25 |
1,468.50 |
7.25 |
0.5% |
1,434.75 |
Close |
1,476.75 |
1,489.50 |
12.75 |
0.9% |
1,476.75 |
Range |
23.50 |
30.75 |
7.25 |
30.9% |
50.00 |
ATR |
29.30 |
29.40 |
0.10 |
0.4% |
0.00 |
Volume |
1,859,430 |
1,719,861 |
-139,569 |
-7.5% |
7,948,231 |
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,578.00 |
1,564.50 |
1,506.50 |
|
R3 |
1,547.25 |
1,533.75 |
1,498.00 |
|
R2 |
1,516.50 |
1,516.50 |
1,495.25 |
|
R1 |
1,503.00 |
1,503.00 |
1,492.25 |
1,509.75 |
PP |
1,485.75 |
1,485.75 |
1,485.75 |
1,489.00 |
S1 |
1,472.25 |
1,472.25 |
1,486.75 |
1,479.00 |
S2 |
1,455.00 |
1,455.00 |
1,483.75 |
|
S3 |
1,424.25 |
1,441.50 |
1,481.00 |
|
S4 |
1,393.50 |
1,410.75 |
1,472.50 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.50 |
1,596.00 |
1,504.25 |
|
R3 |
1,565.50 |
1,546.00 |
1,490.50 |
|
R2 |
1,515.50 |
1,515.50 |
1,486.00 |
|
R1 |
1,496.00 |
1,496.00 |
1,481.25 |
1,480.75 |
PP |
1,465.50 |
1,465.50 |
1,465.50 |
1,457.75 |
S1 |
1,446.00 |
1,446.00 |
1,472.25 |
1,430.75 |
S2 |
1,415.50 |
1,415.50 |
1,467.50 |
|
S3 |
1,365.50 |
1,396.00 |
1,463.00 |
|
S4 |
1,315.50 |
1,346.00 |
1,449.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,499.25 |
1,434.75 |
64.50 |
4.3% |
28.25 |
1.9% |
85% |
True |
False |
1,694,631 |
10 |
1,499.25 |
1,434.75 |
64.50 |
4.3% |
24.75 |
1.7% |
85% |
True |
False |
1,642,736 |
20 |
1,510.50 |
1,374.50 |
136.00 |
9.1% |
32.00 |
2.1% |
85% |
False |
False |
2,347,887 |
40 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
29.50 |
2.0% |
60% |
False |
False |
2,182,560 |
60 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
25.50 |
1.7% |
60% |
False |
False |
1,963,275 |
80 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
22.75 |
1.5% |
60% |
False |
False |
1,502,063 |
100 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
20.50 |
1.4% |
60% |
False |
False |
1,201,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,630.00 |
2.618 |
1,579.75 |
1.618 |
1,549.00 |
1.000 |
1,530.00 |
0.618 |
1,518.25 |
HIGH |
1,499.25 |
0.618 |
1,487.50 |
0.500 |
1,484.00 |
0.382 |
1,480.25 |
LOW |
1,468.50 |
0.618 |
1,449.50 |
1.000 |
1,437.75 |
1.618 |
1,418.75 |
2.618 |
1,388.00 |
4.250 |
1,337.75 |
|
|
Fisher Pivots for day following 04-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,487.50 |
1,485.00 |
PP |
1,485.75 |
1,480.50 |
S1 |
1,484.00 |
1,476.00 |
|