| 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 |
1,475.8 |
1,489.1 |
13.3 |
0.9% |
1,483.3 |
| High |
1,499.0 |
1,489.5 |
-9.5 |
-0.6% |
1,484.5 |
| Low |
1,468.7 |
1,468.5 |
-0.2 |
0.0% |
1,435.0 |
| Close |
1,489.6 |
1,476.6 |
-13.0 |
-0.9% |
1,476.7 |
| Range |
30.3 |
21.0 |
-9.3 |
-30.7% |
49.5 |
| ATR |
28.9 |
28.3 |
-0.6 |
-1.9% |
0.0 |
| Volume |
52,440 |
50,227 |
-2,213 |
-4.2% |
225,113 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,541.2 |
1,529.9 |
1,488.2 |
|
| R3 |
1,520.2 |
1,508.9 |
1,482.4 |
|
| R2 |
1,499.2 |
1,499.2 |
1,480.5 |
|
| R1 |
1,487.9 |
1,487.9 |
1,478.5 |
1,483.1 |
| PP |
1,478.2 |
1,478.2 |
1,478.2 |
1,475.8 |
| S1 |
1,466.9 |
1,466.9 |
1,474.7 |
1,462.1 |
| S2 |
1,457.2 |
1,457.2 |
1,472.8 |
|
| S3 |
1,436.2 |
1,445.9 |
1,470.8 |
|
| S4 |
1,415.2 |
1,424.9 |
1,465.1 |
|
|
| 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% |
25.1 |
1.7% |
65% |
False |
False |
50,910 |
| 10 |
1,499.0 |
1,435.0 |
64.0 |
4.3% |
24.7 |
1.7% |
65% |
False |
False |
48,648 |
| 20 |
1,510.0 |
1,375.0 |
135.0 |
9.1% |
30.5 |
2.1% |
75% |
False |
False |
60,997 |
| 40 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
28.8 |
1.9% |
53% |
False |
False |
52,362 |
| 60 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
25.1 |
1.7% |
53% |
False |
False |
51,035 |
| 80 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
22.0 |
1.5% |
53% |
False |
False |
45,425 |
| 100 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
19.2 |
1.3% |
53% |
False |
False |
36,580 |
| 120 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
16.8 |
1.1% |
53% |
False |
False |
30,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,578.8 |
|
2.618 |
1,544.5 |
|
1.618 |
1,523.5 |
|
1.000 |
1,510.5 |
|
0.618 |
1,502.5 |
|
HIGH |
1,489.5 |
|
0.618 |
1,481.5 |
|
0.500 |
1,479.0 |
|
0.382 |
1,476.5 |
|
LOW |
1,468.5 |
|
0.618 |
1,455.5 |
|
1.000 |
1,447.5 |
|
1.618 |
1,434.5 |
|
2.618 |
1,413.5 |
|
4.250 |
1,379.3 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,479.0 |
1,480.2 |
| PP |
1,478.2 |
1,479.0 |
| S1 |
1,477.4 |
1,477.8 |
|