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 |
2,002.50 |
2,003.50 |
1.00 |
0.0% |
1,994.75 |
High |
2,011.00 |
2,004.25 |
-6.75 |
-0.3% |
2,038.50 |
Low |
1,988.75 |
1,952.75 |
-36.00 |
-1.8% |
1,952.75 |
Close |
2,003.75 |
1,970.50 |
-33.25 |
-1.7% |
1,970.50 |
Range |
22.25 |
51.50 |
29.25 |
131.5% |
85.75 |
ATR |
38.90 |
39.80 |
0.90 |
2.3% |
0.00 |
Volume |
359,771 |
312,916 |
-46,855 |
-13.0% |
1,320,827 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,130.25 |
2,102.00 |
1,998.75 |
|
R3 |
2,078.75 |
2,050.50 |
1,984.75 |
|
R2 |
2,027.25 |
2,027.25 |
1,980.00 |
|
R1 |
1,999.00 |
1,999.00 |
1,975.25 |
1,987.50 |
PP |
1,975.75 |
1,975.75 |
1,975.75 |
1,970.00 |
S1 |
1,947.50 |
1,947.50 |
1,965.75 |
1,936.00 |
S2 |
1,924.25 |
1,924.25 |
1,961.00 |
|
S3 |
1,872.75 |
1,896.00 |
1,956.25 |
|
S4 |
1,821.25 |
1,844.50 |
1,942.25 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,244.50 |
2,193.25 |
2,017.75 |
|
R3 |
2,158.75 |
2,107.50 |
1,994.00 |
|
R2 |
2,073.00 |
2,073.00 |
1,986.25 |
|
R1 |
2,021.75 |
2,021.75 |
1,978.25 |
2,004.50 |
PP |
1,987.25 |
1,987.25 |
1,987.25 |
1,978.50 |
S1 |
1,936.00 |
1,936.00 |
1,962.75 |
1,918.75 |
S2 |
1,901.50 |
1,901.50 |
1,954.75 |
|
S3 |
1,815.75 |
1,850.25 |
1,947.00 |
|
S4 |
1,730.00 |
1,764.50 |
1,923.25 |
|
|
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 |
1,952.75 |
85.75 |
4.4% |
37.50 |
1.9% |
21% |
False |
True |
346,630 |
10 |
2,038.50 |
1,905.50 |
133.00 |
6.7% |
39.25 |
2.0% |
49% |
False |
False |
320,567 |
20 |
2,038.50 |
1,813.75 |
224.75 |
11.4% |
41.50 |
2.1% |
70% |
False |
False |
424,350 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
39.50 |
2.0% |
59% |
False |
False |
446,657 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
34.00 |
1.7% |
59% |
False |
False |
404,186 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
31.50 |
1.6% |
59% |
False |
False |
325,498 |
100 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
29.50 |
1.5% |
59% |
False |
False |
260,411 |
120 |
2,077.75 |
1,794.00 |
283.75 |
14.4% |
27.50 |
1.4% |
62% |
False |
False |
217,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,223.00 |
2.618 |
2,139.00 |
1.618 |
2,087.50 |
1.000 |
2,055.75 |
0.618 |
2,036.00 |
HIGH |
2,004.25 |
0.618 |
1,984.50 |
0.500 |
1,978.50 |
0.382 |
1,972.50 |
LOW |
1,952.75 |
0.618 |
1,921.00 |
1.000 |
1,901.25 |
1.618 |
1,869.50 |
2.618 |
1,818.00 |
4.250 |
1,734.00 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,978.50 |
1,989.00 |
PP |
1,975.75 |
1,983.00 |
S1 |
1,973.25 |
1,976.75 |
|