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 |
13,290 |
13,363 |
73 |
0.5% |
13,401 |
High |
13,454 |
13,515 |
61 |
0.5% |
13,454 |
Low |
13,276 |
13,311 |
35 |
0.3% |
13,064 |
Close |
13,364 |
13,456 |
92 |
0.7% |
13,364 |
Range |
178 |
204 |
26 |
14.6% |
390 |
ATR |
223 |
222 |
-1 |
-0.6% |
0 |
Volume |
188,756 |
159,208 |
-29,548 |
-15.7% |
745,772 |
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,039 |
13,952 |
13,568 |
|
R3 |
13,835 |
13,748 |
13,512 |
|
R2 |
13,631 |
13,631 |
13,494 |
|
R1 |
13,544 |
13,544 |
13,475 |
13,588 |
PP |
13,427 |
13,427 |
13,427 |
13,449 |
S1 |
13,340 |
13,340 |
13,437 |
13,384 |
S2 |
13,223 |
13,223 |
13,419 |
|
S3 |
13,019 |
13,136 |
13,400 |
|
S4 |
12,815 |
12,932 |
13,344 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,464 |
14,304 |
13,579 |
|
R3 |
14,074 |
13,914 |
13,471 |
|
R2 |
13,684 |
13,684 |
13,436 |
|
R1 |
13,524 |
13,524 |
13,400 |
13,409 |
PP |
13,294 |
13,294 |
13,294 |
13,237 |
S1 |
13,134 |
13,134 |
13,328 |
13,019 |
S2 |
12,904 |
12,904 |
13,293 |
|
S3 |
12,514 |
12,744 |
13,257 |
|
S4 |
12,124 |
12,354 |
13,150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,515 |
13,064 |
451 |
3.4% |
213 |
1.6% |
87% |
True |
False |
157,744 |
10 |
13,515 |
13,064 |
451 |
3.4% |
184 |
1.4% |
87% |
True |
False |
155,514 |
20 |
13,740 |
12,555 |
1,185 |
8.8% |
238 |
1.8% |
76% |
False |
False |
224,976 |
40 |
14,097 |
12,555 |
1,542 |
11.5% |
228 |
1.7% |
58% |
False |
False |
211,583 |
60 |
14,097 |
12,555 |
1,542 |
11.5% |
198 |
1.5% |
58% |
False |
False |
190,825 |
80 |
14,097 |
12,555 |
1,542 |
11.5% |
178 |
1.3% |
58% |
False |
False |
145,381 |
100 |
14,097 |
12,555 |
1,542 |
11.5% |
158 |
1.2% |
58% |
False |
False |
116,314 |
120 |
14,097 |
12,320 |
1,777 |
13.2% |
137 |
1.0% |
64% |
False |
False |
96,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,382 |
2.618 |
14,049 |
1.618 |
13,845 |
1.000 |
13,719 |
0.618 |
13,641 |
HIGH |
13,515 |
0.618 |
13,437 |
0.500 |
13,413 |
0.382 |
13,389 |
LOW |
13,311 |
0.618 |
13,185 |
1.000 |
13,107 |
1.618 |
12,981 |
2.618 |
12,777 |
4.250 |
12,444 |
|
|
Fisher Pivots for day following 04-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,442 |
13,424 |
PP |
13,427 |
13,392 |
S1 |
13,413 |
13,360 |
|