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 |
13,445 |
13,332 |
-113 |
-0.8% |
13,401 |
High |
13,451 |
13,417 |
-34 |
-0.3% |
13,454 |
Low |
13,267 |
13,293 |
26 |
0.2% |
13,064 |
Close |
13,343 |
13,378 |
35 |
0.3% |
13,364 |
Range |
184 |
124 |
-60 |
-32.6% |
390 |
ATR |
219 |
212 |
-7 |
-3.1% |
0 |
Volume |
137,730 |
174,005 |
36,275 |
26.3% |
745,772 |
|
Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,735 |
13,680 |
13,446 |
|
R3 |
13,611 |
13,556 |
13,412 |
|
R2 |
13,487 |
13,487 |
13,401 |
|
R1 |
13,432 |
13,432 |
13,389 |
13,460 |
PP |
13,363 |
13,363 |
13,363 |
13,376 |
S1 |
13,308 |
13,308 |
13,367 |
13,336 |
S2 |
13,239 |
13,239 |
13,355 |
|
S3 |
13,115 |
13,184 |
13,344 |
|
S4 |
12,991 |
13,060 |
13,310 |
|
|
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 |
13,205 |
310 |
2.3% |
165 |
1.2% |
56% |
False |
False |
164,331 |
10 |
13,515 |
13,064 |
451 |
3.4% |
183 |
1.4% |
70% |
False |
False |
149,530 |
20 |
13,710 |
12,555 |
1,155 |
8.6% |
229 |
1.7% |
71% |
False |
False |
213,138 |
40 |
14,097 |
12,555 |
1,542 |
11.5% |
228 |
1.7% |
53% |
False |
False |
212,557 |
60 |
14,097 |
12,555 |
1,542 |
11.5% |
199 |
1.5% |
53% |
False |
False |
191,037 |
80 |
14,097 |
12,555 |
1,542 |
11.5% |
180 |
1.3% |
53% |
False |
False |
149,275 |
100 |
14,097 |
12,555 |
1,542 |
11.5% |
159 |
1.2% |
53% |
False |
False |
119,432 |
120 |
14,097 |
12,411 |
1,686 |
12.6% |
139 |
1.0% |
57% |
False |
False |
99,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,944 |
2.618 |
13,742 |
1.618 |
13,618 |
1.000 |
13,541 |
0.618 |
13,494 |
HIGH |
13,417 |
0.618 |
13,370 |
0.500 |
13,355 |
0.382 |
13,340 |
LOW |
13,293 |
0.618 |
13,216 |
1.000 |
13,169 |
1.618 |
13,092 |
2.618 |
12,968 |
4.250 |
12,766 |
|
|
Fisher Pivots for day following 06-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,370 |
13,391 |
PP |
13,363 |
13,387 |
S1 |
13,355 |
13,382 |
|