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 |
1,476.25 |
1,479.25 |
3.00 |
0.2% |
1,476.00 |
High |
1,484.50 |
1,480.25 |
-4.25 |
-0.3% |
1,499.25 |
Low |
1,469.50 |
1,450.25 |
-19.25 |
-1.3% |
1,450.25 |
Close |
1,479.50 |
1,459.75 |
-19.75 |
-1.3% |
1,459.75 |
Range |
15.00 |
30.00 |
15.00 |
100.0% |
49.00 |
ATR |
27.83 |
27.99 |
0.15 |
0.6% |
0.00 |
Volume |
1,938,199 |
1,520,257 |
-417,942 |
-21.6% |
6,783,673 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,553.50 |
1,536.50 |
1,476.25 |
|
R3 |
1,523.50 |
1,506.50 |
1,468.00 |
|
R2 |
1,493.50 |
1,493.50 |
1,465.25 |
|
R1 |
1,476.50 |
1,476.50 |
1,462.50 |
1,470.00 |
PP |
1,463.50 |
1,463.50 |
1,463.50 |
1,460.00 |
S1 |
1,446.50 |
1,446.50 |
1,457.00 |
1,440.00 |
S2 |
1,433.50 |
1,433.50 |
1,454.25 |
|
S3 |
1,403.50 |
1,416.50 |
1,451.50 |
|
S4 |
1,373.50 |
1,386.50 |
1,443.25 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,616.75 |
1,587.25 |
1,486.75 |
|
R3 |
1,567.75 |
1,538.25 |
1,473.25 |
|
R2 |
1,518.75 |
1,518.75 |
1,468.75 |
|
R1 |
1,489.25 |
1,489.25 |
1,464.25 |
1,479.50 |
PP |
1,469.75 |
1,469.75 |
1,469.75 |
1,465.00 |
S1 |
1,440.25 |
1,440.25 |
1,455.25 |
1,430.50 |
S2 |
1,420.75 |
1,420.75 |
1,450.75 |
|
S3 |
1,371.75 |
1,391.25 |
1,446.25 |
|
S4 |
1,322.75 |
1,342.25 |
1,432.75 |
|
|
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 |
1,450.25 |
49.00 |
3.4% |
24.00 |
1.7% |
19% |
False |
True |
1,728,620 |
10 |
1,499.25 |
1,434.75 |
64.50 |
4.4% |
24.75 |
1.7% |
39% |
False |
False |
1,637,059 |
20 |
1,499.25 |
1,374.50 |
124.75 |
8.5% |
29.50 |
2.0% |
68% |
False |
False |
2,191,613 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
29.25 |
2.0% |
44% |
False |
False |
2,205,660 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
25.50 |
1.7% |
44% |
False |
False |
1,948,160 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
23.00 |
1.6% |
44% |
False |
False |
1,565,229 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
20.75 |
1.4% |
44% |
False |
False |
1,252,431 |
120 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
19.25 |
1.3% |
44% |
False |
False |
1,043,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,607.75 |
2.618 |
1,558.75 |
1.618 |
1,528.75 |
1.000 |
1,510.25 |
0.618 |
1,498.75 |
HIGH |
1,480.25 |
0.618 |
1,468.75 |
0.500 |
1,465.25 |
0.382 |
1,461.75 |
LOW |
1,450.25 |
0.618 |
1,431.75 |
1.000 |
1,420.25 |
1.618 |
1,401.75 |
2.618 |
1,371.75 |
4.250 |
1,322.75 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,465.25 |
1,470.00 |
PP |
1,463.50 |
1,466.50 |
S1 |
1,461.50 |
1,463.00 |
|