| 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 |
6,188.0 |
6,273.0 |
85.0 |
1.4% |
6,217.0 |
| High |
6,243.0 |
6,339.0 |
96.0 |
1.5% |
6,339.0 |
| Low |
6,135.0 |
6,230.0 |
95.0 |
1.5% |
6,070.5 |
| Close |
6,220.5 |
6,315.5 |
95.0 |
1.5% |
6,315.5 |
| Range |
108.0 |
109.0 |
1.0 |
0.9% |
268.5 |
| ATR |
127.2 |
126.6 |
-0.6 |
-0.5% |
0.0 |
| Volume |
114,469 |
102,934 |
-11,535 |
-10.1% |
383,571 |
|
| Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,622.0 |
6,577.5 |
6,375.5 |
|
| R3 |
6,513.0 |
6,468.5 |
6,345.5 |
|
| R2 |
6,404.0 |
6,404.0 |
6,335.5 |
|
| R1 |
6,359.5 |
6,359.5 |
6,325.5 |
6,382.0 |
| PP |
6,295.0 |
6,295.0 |
6,295.0 |
6,306.0 |
| S1 |
6,250.5 |
6,250.5 |
6,305.5 |
6,273.0 |
| S2 |
6,186.0 |
6,186.0 |
6,295.5 |
|
| S3 |
6,077.0 |
6,141.5 |
6,285.5 |
|
| S4 |
5,968.0 |
6,032.5 |
6,255.5 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,047.0 |
6,950.0 |
6,463.0 |
|
| R3 |
6,778.5 |
6,681.5 |
6,389.5 |
|
| R2 |
6,510.0 |
6,510.0 |
6,364.5 |
|
| R1 |
6,413.0 |
6,413.0 |
6,340.0 |
6,461.5 |
| PP |
6,241.5 |
6,241.5 |
6,241.5 |
6,266.0 |
| S1 |
6,144.5 |
6,144.5 |
6,291.0 |
6,193.0 |
| S2 |
5,973.0 |
5,973.0 |
6,266.5 |
|
| S3 |
5,704.5 |
5,876.0 |
6,241.5 |
|
| S4 |
5,436.0 |
5,607.5 |
6,168.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,339.0 |
6,070.5 |
268.5 |
4.3% |
102.5 |
1.6% |
91% |
True |
False |
76,714 |
| 10 |
6,339.0 |
6,050.5 |
288.5 |
4.6% |
100.5 |
1.6% |
92% |
True |
False |
111,991 |
| 20 |
6,425.0 |
5,840.0 |
585.0 |
9.3% |
124.5 |
2.0% |
81% |
False |
False |
132,272 |
| 40 |
6,772.0 |
5,840.0 |
932.0 |
14.8% |
110.5 |
1.7% |
51% |
False |
False |
124,483 |
| 60 |
6,796.0 |
5,840.0 |
956.0 |
15.1% |
95.5 |
1.5% |
50% |
False |
False |
116,841 |
| 80 |
6,796.0 |
5,840.0 |
956.0 |
15.1% |
86.0 |
1.4% |
50% |
False |
False |
88,667 |
| 100 |
6,796.0 |
5,840.0 |
956.0 |
15.1% |
74.5 |
1.2% |
50% |
False |
False |
70,955 |
| 120 |
6,796.0 |
5,840.0 |
956.0 |
15.1% |
69.0 |
1.1% |
50% |
False |
False |
59,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,802.0 |
|
2.618 |
6,624.5 |
|
1.618 |
6,515.5 |
|
1.000 |
6,448.0 |
|
0.618 |
6,406.5 |
|
HIGH |
6,339.0 |
|
0.618 |
6,297.5 |
|
0.500 |
6,284.5 |
|
0.382 |
6,271.5 |
|
LOW |
6,230.0 |
|
0.618 |
6,162.5 |
|
1.000 |
6,121.0 |
|
1.618 |
6,053.5 |
|
2.618 |
5,944.5 |
|
4.250 |
5,767.0 |
|
|
| Fisher Pivots for day following 31-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,305.0 |
6,278.5 |
| PP |
6,295.0 |
6,241.5 |
| S1 |
6,284.5 |
6,205.0 |
|