| 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 |
1,973.00 |
1,994.75 |
21.75 |
1.1% |
1,969.50 |
| High |
2,000.75 |
2,038.50 |
37.75 |
1.9% |
2,000.75 |
| Low |
1,973.00 |
1,986.75 |
13.75 |
0.7% |
1,905.50 |
| Close |
1,994.75 |
2,024.75 |
30.00 |
1.5% |
1,994.75 |
| Range |
27.75 |
51.75 |
24.00 |
86.5% |
95.25 |
| ATR |
39.78 |
40.64 |
0.85 |
2.1% |
0.00 |
| Volume |
412,327 |
289,431 |
-122,896 |
-29.8% |
1,561,015 |
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.00 |
2,150.00 |
2,053.25 |
|
| R3 |
2,120.25 |
2,098.25 |
2,039.00 |
|
| R2 |
2,068.50 |
2,068.50 |
2,034.25 |
|
| R1 |
2,046.50 |
2,046.50 |
2,029.50 |
2,057.50 |
| PP |
2,016.75 |
2,016.75 |
2,016.75 |
2,022.00 |
| S1 |
1,994.75 |
1,994.75 |
2,020.00 |
2,005.75 |
| S2 |
1,965.00 |
1,965.00 |
2,015.25 |
|
| S3 |
1,913.25 |
1,943.00 |
2,010.50 |
|
| S4 |
1,861.50 |
1,891.25 |
1,996.25 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,252.75 |
2,219.00 |
2,047.25 |
|
| R3 |
2,157.50 |
2,123.75 |
2,021.00 |
|
| R2 |
2,062.25 |
2,062.25 |
2,012.25 |
|
| R1 |
2,028.50 |
2,028.50 |
2,003.50 |
2,045.50 |
| PP |
1,967.00 |
1,967.00 |
1,967.00 |
1,975.50 |
| S1 |
1,933.25 |
1,933.25 |
1,986.00 |
1,950.00 |
| S2 |
1,871.75 |
1,871.75 |
1,977.25 |
|
| S3 |
1,776.50 |
1,838.00 |
1,968.50 |
|
| S4 |
1,681.25 |
1,742.75 |
1,942.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,038.50 |
1,905.50 |
133.00 |
6.6% |
44.50 |
2.2% |
90% |
True |
False |
318,854 |
| 10 |
2,038.50 |
1,888.75 |
149.75 |
7.4% |
38.00 |
1.9% |
91% |
True |
False |
317,067 |
| 20 |
2,038.50 |
1,813.75 |
224.75 |
11.1% |
43.25 |
2.1% |
94% |
True |
False |
445,986 |
| 40 |
2,077.75 |
1,813.75 |
264.00 |
13.0% |
38.75 |
1.9% |
80% |
False |
False |
444,544 |
| 60 |
2,077.75 |
1,813.75 |
264.00 |
13.0% |
33.50 |
1.6% |
80% |
False |
False |
407,356 |
| 80 |
2,077.75 |
1,813.75 |
264.00 |
13.0% |
31.50 |
1.6% |
80% |
False |
False |
312,610 |
| 100 |
2,077.75 |
1,813.75 |
264.00 |
13.0% |
28.75 |
1.4% |
80% |
False |
False |
250,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,258.50 |
|
2.618 |
2,174.00 |
|
1.618 |
2,122.25 |
|
1.000 |
2,090.25 |
|
0.618 |
2,070.50 |
|
HIGH |
2,038.50 |
|
0.618 |
2,018.75 |
|
0.500 |
2,012.50 |
|
0.382 |
2,006.50 |
|
LOW |
1,986.75 |
|
0.618 |
1,954.75 |
|
1.000 |
1,935.00 |
|
1.618 |
1,903.00 |
|
2.618 |
1,851.25 |
|
4.250 |
1,766.75 |
|
|
| Fisher Pivots for day following 04-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,020.75 |
2,014.00 |
| PP |
2,016.75 |
2,003.25 |
| S1 |
2,012.50 |
1,992.50 |
|