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 |
13,363 |
13,445 |
82 |
0.6% |
13,401 |
High |
13,515 |
13,451 |
-64 |
-0.5% |
13,454 |
Low |
13,311 |
13,267 |
-44 |
-0.3% |
13,064 |
Close |
13,456 |
13,343 |
-113 |
-0.8% |
13,364 |
Range |
204 |
184 |
-20 |
-9.8% |
390 |
ATR |
222 |
219 |
-2 |
-1.1% |
0 |
Volume |
159,208 |
137,730 |
-21,478 |
-13.5% |
745,772 |
|
Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,906 |
13,808 |
13,444 |
|
R3 |
13,722 |
13,624 |
13,394 |
|
R2 |
13,538 |
13,538 |
13,377 |
|
R1 |
13,440 |
13,440 |
13,360 |
13,397 |
PP |
13,354 |
13,354 |
13,354 |
13,332 |
S1 |
13,256 |
13,256 |
13,326 |
13,213 |
S2 |
13,170 |
13,170 |
13,309 |
|
S3 |
12,986 |
13,072 |
13,293 |
|
S4 |
12,802 |
12,888 |
13,242 |
|
|
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% |
193 |
1.4% |
62% |
False |
False |
162,743 |
10 |
13,515 |
13,064 |
451 |
3.4% |
188 |
1.4% |
62% |
False |
False |
150,384 |
20 |
13,740 |
12,555 |
1,185 |
8.9% |
234 |
1.7% |
66% |
False |
False |
218,192 |
40 |
14,097 |
12,555 |
1,542 |
11.6% |
228 |
1.7% |
51% |
False |
False |
212,441 |
60 |
14,097 |
12,555 |
1,542 |
11.6% |
200 |
1.5% |
51% |
False |
False |
190,354 |
80 |
14,097 |
12,555 |
1,542 |
11.6% |
179 |
1.3% |
51% |
False |
False |
147,102 |
100 |
14,097 |
12,555 |
1,542 |
11.6% |
159 |
1.2% |
51% |
False |
False |
117,692 |
120 |
14,097 |
12,320 |
1,777 |
13.3% |
139 |
1.0% |
58% |
False |
False |
98,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,233 |
2.618 |
13,933 |
1.618 |
13,749 |
1.000 |
13,635 |
0.618 |
13,565 |
HIGH |
13,451 |
0.618 |
13,381 |
0.500 |
13,359 |
0.382 |
13,337 |
LOW |
13,267 |
0.618 |
13,153 |
1.000 |
13,083 |
1.618 |
12,969 |
2.618 |
12,785 |
4.250 |
12,485 |
|
|
Fisher Pivots for day following 05-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,359 |
13,391 |
PP |
13,354 |
13,375 |
S1 |
13,348 |
13,359 |
|