| 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 |
2,024.75 |
2,002.50 |
-22.25 |
-1.1% |
1,969.50 |
| High |
2,025.50 |
2,011.00 |
-14.50 |
-0.7% |
2,000.75 |
| Low |
1,991.25 |
1,988.75 |
-2.50 |
-0.1% |
1,905.50 |
| Close |
2,003.25 |
2,003.75 |
0.50 |
0.0% |
1,994.75 |
| Range |
34.25 |
22.25 |
-12.00 |
-35.0% |
95.25 |
| ATR |
40.18 |
38.90 |
-1.28 |
-3.2% |
0.00 |
| Volume |
358,709 |
359,771 |
1,062 |
0.3% |
1,561,015 |
|
| Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.00 |
2,058.00 |
2,016.00 |
|
| R3 |
2,045.75 |
2,035.75 |
2,009.75 |
|
| R2 |
2,023.50 |
2,023.50 |
2,007.75 |
|
| R1 |
2,013.50 |
2,013.50 |
2,005.75 |
2,018.50 |
| PP |
2,001.25 |
2,001.25 |
2,001.25 |
2,003.50 |
| S1 |
1,991.25 |
1,991.25 |
2,001.75 |
1,996.25 |
| S2 |
1,979.00 |
1,979.00 |
1,999.75 |
|
| S3 |
1,956.75 |
1,969.00 |
1,997.75 |
|
| S4 |
1,934.50 |
1,946.75 |
1,991.50 |
|
|
| 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 |
1,946.75 |
91.75 |
4.6% |
35.25 |
1.8% |
62% |
False |
False |
358,013 |
| 10 |
2,038.50 |
1,905.50 |
133.00 |
6.6% |
37.25 |
1.9% |
74% |
False |
False |
320,391 |
| 20 |
2,038.50 |
1,813.75 |
224.75 |
11.2% |
42.00 |
2.1% |
85% |
False |
False |
431,661 |
| 40 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
39.00 |
1.9% |
72% |
False |
False |
447,644 |
| 60 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
33.75 |
1.7% |
72% |
False |
False |
406,486 |
| 80 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
31.25 |
1.6% |
72% |
False |
False |
321,588 |
| 100 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
29.00 |
1.4% |
72% |
False |
False |
257,282 |
| 120 |
2,077.75 |
1,794.00 |
283.75 |
14.2% |
27.25 |
1.4% |
74% |
False |
False |
214,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.50 |
|
2.618 |
2,069.25 |
|
1.618 |
2,047.00 |
|
1.000 |
2,033.25 |
|
0.618 |
2,024.75 |
|
HIGH |
2,011.00 |
|
0.618 |
2,002.50 |
|
0.500 |
2,000.00 |
|
0.382 |
1,997.25 |
|
LOW |
1,988.75 |
|
0.618 |
1,975.00 |
|
1.000 |
1,966.50 |
|
1.618 |
1,952.75 |
|
2.618 |
1,930.50 |
|
4.250 |
1,894.25 |
|
|
| Fisher Pivots for day following 06-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.50 |
2,012.50 |
| PP |
2,001.25 |
2,009.75 |
| S1 |
2,000.00 |
2,006.75 |
|