Trading Metrics calculated at close of trading on 07-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,476.3 |
1,479.4 |
3.1 |
0.2% |
1,475.8 |
High |
1,484.0 |
1,480.0 |
-4.0 |
-0.3% |
1,499.0 |
Low |
1,469.8 |
1,450.5 |
-19.3 |
-1.3% |
1,450.5 |
Close |
1,479.6 |
1,459.8 |
-19.8 |
-1.3% |
1,459.8 |
Range |
14.2 |
29.5 |
15.3 |
107.7% |
48.5 |
ATR |
27.3 |
27.5 |
0.2 |
0.6% |
0.0 |
Volume |
56,463 |
46,006 |
-10,457 |
-18.5% |
205,136 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,551.9 |
1,535.4 |
1,476.0 |
|
R3 |
1,522.4 |
1,505.9 |
1,467.9 |
|
R2 |
1,492.9 |
1,492.9 |
1,465.2 |
|
R1 |
1,476.4 |
1,476.4 |
1,462.5 |
1,469.9 |
PP |
1,463.4 |
1,463.4 |
1,463.4 |
1,460.2 |
S1 |
1,446.9 |
1,446.9 |
1,457.1 |
1,440.4 |
S2 |
1,433.9 |
1,433.9 |
1,454.4 |
|
S3 |
1,404.4 |
1,417.4 |
1,451.7 |
|
S4 |
1,374.9 |
1,387.9 |
1,443.6 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.3 |
1,586.0 |
1,486.5 |
|
R3 |
1,566.8 |
1,537.5 |
1,473.1 |
|
R2 |
1,518.3 |
1,518.3 |
1,468.7 |
|
R1 |
1,489.0 |
1,489.0 |
1,464.2 |
1,479.4 |
PP |
1,469.8 |
1,469.8 |
1,469.8 |
1,465.0 |
S1 |
1,440.5 |
1,440.5 |
1,455.4 |
1,430.9 |
S2 |
1,421.3 |
1,421.3 |
1,450.9 |
|
S3 |
1,372.8 |
1,392.0 |
1,446.5 |
|
S4 |
1,324.3 |
1,343.5 |
1,433.1 |
|
|
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 |
1,450.5 |
48.5 |
3.3% |
23.6 |
1.6% |
19% |
False |
True |
49,397 |
10 |
1,499.0 |
1,435.0 |
64.0 |
4.4% |
24.4 |
1.7% |
39% |
False |
False |
48,445 |
20 |
1,499.0 |
1,375.0 |
124.0 |
8.5% |
28.9 |
2.0% |
68% |
False |
False |
60,835 |
40 |
1,566.3 |
1,375.0 |
191.3 |
13.1% |
28.7 |
2.0% |
44% |
False |
False |
53,133 |
60 |
1,566.3 |
1,375.0 |
191.3 |
13.1% |
25.1 |
1.7% |
44% |
False |
False |
48,440 |
80 |
1,566.3 |
1,375.0 |
191.3 |
13.1% |
22.2 |
1.5% |
44% |
False |
False |
46,612 |
100 |
1,566.3 |
1,375.0 |
191.3 |
13.1% |
19.5 |
1.3% |
44% |
False |
False |
37,602 |
120 |
1,566.3 |
1,375.0 |
191.3 |
13.1% |
17.2 |
1.2% |
44% |
False |
False |
31,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,605.4 |
2.618 |
1,557.2 |
1.618 |
1,527.7 |
1.000 |
1,509.5 |
0.618 |
1,498.2 |
HIGH |
1,480.0 |
0.618 |
1,468.7 |
0.500 |
1,465.3 |
0.382 |
1,461.8 |
LOW |
1,450.5 |
0.618 |
1,432.3 |
1.000 |
1,421.0 |
1.618 |
1,402.8 |
2.618 |
1,373.3 |
4.250 |
1,325.1 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,465.3 |
1,470.0 |
PP |
1,463.4 |
1,466.6 |
S1 |
1,461.6 |
1,463.2 |
|