| 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 |
1,994.75 |
2,024.75 |
30.00 |
1.5% |
1,969.50 |
| High |
2,038.50 |
2,025.50 |
-13.00 |
-0.6% |
2,000.75 |
| Low |
1,986.75 |
1,991.25 |
4.50 |
0.2% |
1,905.50 |
| Close |
2,024.75 |
2,003.25 |
-21.50 |
-1.1% |
1,994.75 |
| Range |
51.75 |
34.25 |
-17.50 |
-33.8% |
95.25 |
| ATR |
40.64 |
40.18 |
-0.46 |
-1.1% |
0.00 |
| Volume |
289,431 |
358,709 |
69,278 |
23.9% |
1,561,015 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.50 |
2,090.50 |
2,022.00 |
|
| R3 |
2,075.25 |
2,056.25 |
2,012.75 |
|
| R2 |
2,041.00 |
2,041.00 |
2,009.50 |
|
| R1 |
2,022.00 |
2,022.00 |
2,006.50 |
2,014.50 |
| PP |
2,006.75 |
2,006.75 |
2,006.75 |
2,002.75 |
| S1 |
1,987.75 |
1,987.75 |
2,000.00 |
1,980.00 |
| S2 |
1,972.50 |
1,972.50 |
1,997.00 |
|
| S3 |
1,938.25 |
1,953.50 |
1,993.75 |
|
| S4 |
1,904.00 |
1,919.25 |
1,984.50 |
|
|
| 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 |
1,906.00 |
132.50 |
6.6% |
42.00 |
2.1% |
73% |
False |
False |
349,165 |
| 10 |
2,038.50 |
1,905.50 |
133.00 |
6.6% |
38.00 |
1.9% |
73% |
False |
False |
317,476 |
| 20 |
2,038.50 |
1,813.75 |
224.75 |
11.2% |
42.50 |
2.1% |
84% |
False |
False |
436,913 |
| 40 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
39.25 |
2.0% |
72% |
False |
False |
448,147 |
| 60 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
33.75 |
1.7% |
72% |
False |
False |
406,060 |
| 80 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
31.50 |
1.6% |
72% |
False |
False |
317,092 |
| 100 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
29.00 |
1.4% |
72% |
False |
False |
253,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.00 |
|
2.618 |
2,115.25 |
|
1.618 |
2,081.00 |
|
1.000 |
2,059.75 |
|
0.618 |
2,046.75 |
|
HIGH |
2,025.50 |
|
0.618 |
2,012.50 |
|
0.500 |
2,008.50 |
|
0.382 |
2,004.25 |
|
LOW |
1,991.25 |
|
0.618 |
1,970.00 |
|
1.000 |
1,957.00 |
|
1.618 |
1,935.75 |
|
2.618 |
1,901.50 |
|
4.250 |
1,845.75 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,008.50 |
2,005.75 |
| PP |
2,006.75 |
2,005.00 |
| S1 |
2,005.00 |
2,004.00 |
|