| 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 |
1,461.6 |
1,475.8 |
14.2 |
1.0% |
1,483.3 |
| High |
1,484.5 |
1,499.0 |
14.5 |
1.0% |
1,484.5 |
| Low |
1,461.4 |
1,468.7 |
7.3 |
0.5% |
1,435.0 |
| Close |
1,476.7 |
1,489.6 |
12.9 |
0.9% |
1,476.7 |
| Range |
23.1 |
30.3 |
7.2 |
31.2% |
49.5 |
| ATR |
28.7 |
28.9 |
0.1 |
0.4% |
0.0 |
| Volume |
41,853 |
52,440 |
10,587 |
25.3% |
225,113 |
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,576.7 |
1,563.4 |
1,506.3 |
|
| R3 |
1,546.4 |
1,533.1 |
1,497.9 |
|
| R2 |
1,516.1 |
1,516.1 |
1,495.2 |
|
| R1 |
1,502.8 |
1,502.8 |
1,492.4 |
1,509.5 |
| PP |
1,485.8 |
1,485.8 |
1,485.8 |
1,489.1 |
| S1 |
1,472.5 |
1,472.5 |
1,486.8 |
1,479.2 |
| S2 |
1,455.5 |
1,455.5 |
1,484.0 |
|
| S3 |
1,425.2 |
1,442.2 |
1,481.3 |
|
| S4 |
1,394.9 |
1,411.9 |
1,472.9 |
|
|
| 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 |
1,499.0 |
1,435.0 |
64.0 |
4.3% |
28.0 |
1.9% |
85% |
True |
False |
46,937 |
| 10 |
1,499.0 |
1,435.0 |
64.0 |
4.3% |
24.6 |
1.7% |
85% |
True |
False |
48,898 |
| 20 |
1,510.0 |
1,375.0 |
135.0 |
9.1% |
31.2 |
2.1% |
85% |
False |
False |
61,236 |
| 40 |
1,566.3 |
1,375.0 |
191.3 |
12.8% |
28.9 |
1.9% |
60% |
False |
False |
51,593 |
| 60 |
1,566.3 |
1,375.0 |
191.3 |
12.8% |
25.0 |
1.7% |
60% |
False |
False |
52,137 |
| 80 |
1,566.3 |
1,375.0 |
191.3 |
12.8% |
21.9 |
1.5% |
60% |
False |
False |
44,821 |
| 100 |
1,566.3 |
1,375.0 |
191.3 |
12.8% |
19.1 |
1.3% |
60% |
False |
False |
36,080 |
| 120 |
1,566.3 |
1,375.0 |
191.3 |
12.8% |
16.7 |
1.1% |
60% |
False |
False |
30,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,627.8 |
|
2.618 |
1,578.3 |
|
1.618 |
1,548.0 |
|
1.000 |
1,529.3 |
|
0.618 |
1,517.7 |
|
HIGH |
1,499.0 |
|
0.618 |
1,487.4 |
|
0.500 |
1,483.9 |
|
0.382 |
1,480.3 |
|
LOW |
1,468.7 |
|
0.618 |
1,450.0 |
|
1.000 |
1,438.4 |
|
1.618 |
1,419.7 |
|
2.618 |
1,389.4 |
|
4.250 |
1,339.9 |
|
|
| Fisher Pivots for day following 04-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,487.7 |
1,485.0 |
| PP |
1,485.8 |
1,480.4 |
| S1 |
1,483.9 |
1,475.8 |
|