| Trading Metrics calculated at close of trading on 31-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1,465.2 |
1,461.6 |
-3.6 |
-0.2% |
1,483.3 |
| High |
1,471.5 |
1,484.5 |
13.0 |
0.9% |
1,484.5 |
| Low |
1,452.5 |
1,461.4 |
8.9 |
0.6% |
1,435.0 |
| Close |
1,461.6 |
1,476.7 |
15.1 |
1.0% |
1,476.7 |
| Range |
19.0 |
23.1 |
4.1 |
21.6% |
49.5 |
| ATR |
29.2 |
28.7 |
-0.4 |
-1.5% |
0.0 |
| Volume |
51,825 |
41,853 |
-9,972 |
-19.2% |
225,113 |
|
| Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,543.5 |
1,533.2 |
1,489.4 |
|
| R3 |
1,520.4 |
1,510.1 |
1,483.1 |
|
| R2 |
1,497.3 |
1,497.3 |
1,480.9 |
|
| R1 |
1,487.0 |
1,487.0 |
1,478.8 |
1,492.2 |
| PP |
1,474.2 |
1,474.2 |
1,474.2 |
1,476.8 |
| S1 |
1,463.9 |
1,463.9 |
1,474.6 |
1,469.1 |
| S2 |
1,451.1 |
1,451.1 |
1,472.5 |
|
| S3 |
1,428.0 |
1,440.8 |
1,470.3 |
|
| S4 |
1,404.9 |
1,417.7 |
1,464.0 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,613.9 |
1,594.8 |
1,503.9 |
|
| R3 |
1,564.4 |
1,545.3 |
1,490.3 |
|
| R2 |
1,514.9 |
1,514.9 |
1,485.8 |
|
| R1 |
1,495.8 |
1,495.8 |
1,481.2 |
1,480.6 |
| PP |
1,465.4 |
1,465.4 |
1,465.4 |
1,457.8 |
| S1 |
1,446.3 |
1,446.3 |
1,472.2 |
1,431.1 |
| S2 |
1,415.9 |
1,415.9 |
1,467.6 |
|
| S3 |
1,366.4 |
1,396.8 |
1,463.1 |
|
| S4 |
1,316.9 |
1,347.3 |
1,449.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,484.5 |
1,435.0 |
49.5 |
3.4% |
25.0 |
1.7% |
84% |
True |
False |
45,022 |
| 10 |
1,484.5 |
1,435.0 |
49.5 |
3.4% |
23.8 |
1.6% |
84% |
True |
False |
53,545 |
| 20 |
1,510.0 |
1,375.0 |
135.0 |
9.1% |
31.7 |
2.1% |
75% |
False |
False |
60,561 |
| 40 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
28.3 |
1.9% |
53% |
False |
False |
50,927 |
| 60 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
25.0 |
1.7% |
53% |
False |
False |
53,299 |
| 80 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
21.7 |
1.5% |
53% |
False |
False |
44,193 |
| 100 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
18.8 |
1.3% |
53% |
False |
False |
35,560 |
| 120 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
16.5 |
1.1% |
53% |
False |
False |
29,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,582.7 |
|
2.618 |
1,545.0 |
|
1.618 |
1,521.9 |
|
1.000 |
1,507.6 |
|
0.618 |
1,498.8 |
|
HIGH |
1,484.5 |
|
0.618 |
1,475.7 |
|
0.500 |
1,473.0 |
|
0.382 |
1,470.2 |
|
LOW |
1,461.4 |
|
0.618 |
1,447.1 |
|
1.000 |
1,438.3 |
|
1.618 |
1,424.0 |
|
2.618 |
1,400.9 |
|
4.250 |
1,363.2 |
|
|
| Fisher Pivots for day following 31-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,475.5 |
1,471.1 |
| PP |
1,474.2 |
1,465.4 |
| S1 |
1,473.0 |
1,459.8 |
|