| 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 |
1,489.1 |
1,476.3 |
-12.8 |
-0.9% |
1,483.3 |
| High |
1,489.5 |
1,484.0 |
-5.5 |
-0.4% |
1,484.5 |
| Low |
1,468.5 |
1,469.8 |
1.3 |
0.1% |
1,435.0 |
| Close |
1,476.6 |
1,479.6 |
3.0 |
0.2% |
1,476.7 |
| Range |
21.0 |
14.2 |
-6.8 |
-32.4% |
49.5 |
| ATR |
28.3 |
27.3 |
-1.0 |
-3.6% |
0.0 |
| Volume |
50,227 |
56,463 |
6,236 |
12.4% |
225,113 |
|
| Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.4 |
1,514.2 |
1,487.4 |
|
| R3 |
1,506.2 |
1,500.0 |
1,483.5 |
|
| R2 |
1,492.0 |
1,492.0 |
1,482.2 |
|
| R1 |
1,485.8 |
1,485.8 |
1,480.9 |
1,488.9 |
| PP |
1,477.8 |
1,477.8 |
1,477.8 |
1,479.4 |
| S1 |
1,471.6 |
1,471.6 |
1,478.3 |
1,474.7 |
| S2 |
1,463.6 |
1,463.6 |
1,477.0 |
|
| S3 |
1,449.4 |
1,457.4 |
1,475.7 |
|
| S4 |
1,435.2 |
1,443.2 |
1,471.8 |
|
|
| 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 |
1,452.5 |
46.5 |
3.1% |
21.5 |
1.5% |
58% |
False |
False |
50,561 |
| 10 |
1,499.0 |
1,435.0 |
64.0 |
4.3% |
24.1 |
1.6% |
70% |
False |
False |
48,798 |
| 20 |
1,504.4 |
1,375.0 |
129.4 |
8.7% |
29.8 |
2.0% |
81% |
False |
False |
61,093 |
| 40 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
28.7 |
1.9% |
55% |
False |
False |
52,921 |
| 60 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
25.0 |
1.7% |
55% |
False |
False |
49,949 |
| 80 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
22.0 |
1.5% |
55% |
False |
False |
46,087 |
| 100 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
19.2 |
1.3% |
55% |
False |
False |
37,144 |
| 120 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
16.9 |
1.1% |
55% |
False |
False |
31,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,544.4 |
|
2.618 |
1,521.2 |
|
1.618 |
1,507.0 |
|
1.000 |
1,498.2 |
|
0.618 |
1,492.8 |
|
HIGH |
1,484.0 |
|
0.618 |
1,478.6 |
|
0.500 |
1,476.9 |
|
0.382 |
1,475.2 |
|
LOW |
1,469.8 |
|
0.618 |
1,461.0 |
|
1.000 |
1,455.6 |
|
1.618 |
1,446.8 |
|
2.618 |
1,432.6 |
|
4.250 |
1,409.5 |
|
|
| Fisher Pivots for day following 06-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,478.7 |
1,483.8 |
| PP |
1,477.8 |
1,482.4 |
| S1 |
1,476.9 |
1,481.0 |
|