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 |
1,476.00 |
1,488.75 |
12.75 |
0.9% |
1,483.25 |
High |
1,499.25 |
1,489.50 |
-9.75 |
-0.7% |
1,484.75 |
Low |
1,468.50 |
1,468.25 |
-0.25 |
0.0% |
1,434.75 |
Close |
1,489.50 |
1,476.50 |
-13.00 |
-0.9% |
1,476.75 |
Range |
30.75 |
21.25 |
-9.50 |
-30.9% |
50.00 |
ATR |
29.40 |
28.82 |
-0.58 |
-2.0% |
0.00 |
Volume |
1,719,861 |
1,605,356 |
-114,505 |
-6.7% |
7,948,231 |
|
Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,541.75 |
1,530.50 |
1,488.25 |
|
R3 |
1,520.50 |
1,509.25 |
1,482.25 |
|
R2 |
1,499.25 |
1,499.25 |
1,480.50 |
|
R1 |
1,488.00 |
1,488.00 |
1,478.50 |
1,483.00 |
PP |
1,478.00 |
1,478.00 |
1,478.00 |
1,475.50 |
S1 |
1,466.75 |
1,466.75 |
1,474.50 |
1,461.75 |
S2 |
1,456.75 |
1,456.75 |
1,472.50 |
|
S3 |
1,435.50 |
1,445.50 |
1,470.75 |
|
S4 |
1,414.25 |
1,424.25 |
1,464.75 |
|
|
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 |
1,435.00 |
64.25 |
4.4% |
25.25 |
1.7% |
65% |
False |
False |
1,833,330 |
10 |
1,499.25 |
1,434.75 |
64.50 |
4.4% |
25.00 |
1.7% |
65% |
False |
False |
1,628,070 |
20 |
1,510.50 |
1,374.50 |
136.00 |
9.2% |
31.25 |
2.1% |
75% |
False |
False |
2,284,937 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
29.25 |
2.0% |
53% |
False |
False |
2,202,765 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
25.50 |
1.7% |
53% |
False |
False |
1,956,472 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
22.75 |
1.5% |
53% |
False |
False |
1,522,100 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
20.50 |
1.4% |
53% |
False |
False |
1,217,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,579.75 |
2.618 |
1,545.25 |
1.618 |
1,524.00 |
1.000 |
1,510.75 |
0.618 |
1,502.75 |
HIGH |
1,489.50 |
0.618 |
1,481.50 |
0.500 |
1,479.00 |
0.382 |
1,476.25 |
LOW |
1,468.25 |
0.618 |
1,455.00 |
1.000 |
1,447.00 |
1.618 |
1,433.75 |
2.618 |
1,412.50 |
4.250 |
1,378.00 |
|
|
Fisher Pivots for day following 05-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,479.00 |
1,480.25 |
PP |
1,478.00 |
1,479.00 |
S1 |
1,477.25 |
1,477.75 |
|