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 |
1,488.75 |
1,476.25 |
-12.50 |
-0.8% |
1,483.25 |
High |
1,489.50 |
1,484.50 |
-5.00 |
-0.3% |
1,484.75 |
Low |
1,468.25 |
1,469.50 |
1.25 |
0.1% |
1,434.75 |
Close |
1,476.50 |
1,479.50 |
3.00 |
0.2% |
1,476.75 |
Range |
21.25 |
15.00 |
-6.25 |
-29.4% |
50.00 |
ATR |
28.82 |
27.83 |
-0.99 |
-3.4% |
0.00 |
Volume |
1,605,356 |
1,938,199 |
332,843 |
20.7% |
7,948,231 |
|
Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,522.75 |
1,516.25 |
1,487.75 |
|
R3 |
1,507.75 |
1,501.25 |
1,483.50 |
|
R2 |
1,492.75 |
1,492.75 |
1,482.25 |
|
R1 |
1,486.25 |
1,486.25 |
1,481.00 |
1,489.50 |
PP |
1,477.75 |
1,477.75 |
1,477.75 |
1,479.50 |
S1 |
1,471.25 |
1,471.25 |
1,478.00 |
1,474.50 |
S2 |
1,462.75 |
1,462.75 |
1,476.75 |
|
S3 |
1,447.75 |
1,456.25 |
1,475.50 |
|
S4 |
1,432.75 |
1,441.25 |
1,471.25 |
|
|
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 |
1,452.50 |
46.75 |
3.2% |
22.00 |
1.5% |
58% |
False |
False |
1,827,282 |
10 |
1,499.25 |
1,434.75 |
64.50 |
4.4% |
24.50 |
1.6% |
69% |
False |
False |
1,642,799 |
20 |
1,504.50 |
1,374.50 |
130.00 |
8.8% |
30.50 |
2.1% |
81% |
False |
False |
2,251,297 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
29.25 |
2.0% |
55% |
False |
False |
2,207,820 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
25.50 |
1.7% |
55% |
False |
False |
1,963,365 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
23.00 |
1.5% |
55% |
False |
False |
1,546,282 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
20.50 |
1.4% |
55% |
False |
False |
1,237,234 |
120 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
19.00 |
1.3% |
55% |
False |
False |
1,031,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,548.25 |
2.618 |
1,523.75 |
1.618 |
1,508.75 |
1.000 |
1,499.50 |
0.618 |
1,493.75 |
HIGH |
1,484.50 |
0.618 |
1,478.75 |
0.500 |
1,477.00 |
0.382 |
1,475.25 |
LOW |
1,469.50 |
0.618 |
1,460.25 |
1.000 |
1,454.50 |
1.618 |
1,445.25 |
2.618 |
1,430.25 |
4.250 |
1,405.75 |
|
|
Fisher Pivots for day following 06-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,478.75 |
1,483.75 |
PP |
1,477.75 |
1,482.25 |
S1 |
1,477.00 |
1,481.00 |
|