Trading Metrics calculated at close of trading on 04-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,343.0 |
6,321.5 |
-21.5 |
-0.3% |
6,217.0 |
High |
6,350.0 |
6,397.5 |
47.5 |
0.7% |
6,339.0 |
Low |
6,318.5 |
6,285.0 |
-33.5 |
-0.5% |
6,070.5 |
Close |
6,328.5 |
6,387.5 |
59.0 |
0.9% |
6,315.5 |
Range |
31.5 |
112.5 |
81.0 |
257.1% |
268.5 |
ATR |
120.0 |
119.5 |
-0.5 |
-0.4% |
0.0 |
Volume |
120,006 |
40,242 |
-79,764 |
-66.5% |
383,571 |
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,694.0 |
6,653.5 |
6,449.5 |
|
R3 |
6,581.5 |
6,541.0 |
6,418.5 |
|
R2 |
6,469.0 |
6,469.0 |
6,408.0 |
|
R1 |
6,428.5 |
6,428.5 |
6,398.0 |
6,449.0 |
PP |
6,356.5 |
6,356.5 |
6,356.5 |
6,367.0 |
S1 |
6,316.0 |
6,316.0 |
6,377.0 |
6,336.0 |
S2 |
6,244.0 |
6,244.0 |
6,367.0 |
|
S3 |
6,131.5 |
6,203.5 |
6,356.5 |
|
S4 |
6,019.0 |
6,091.0 |
6,325.5 |
|
|
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 |
6,397.5 |
6,070.5 |
327.0 |
5.1% |
91.5 |
1.4% |
97% |
True |
False |
94,852 |
10 |
6,397.5 |
6,070.5 |
327.0 |
5.1% |
93.5 |
1.5% |
97% |
True |
False |
87,030 |
20 |
6,425.0 |
5,840.0 |
585.0 |
9.2% |
121.0 |
1.9% |
94% |
False |
False |
128,978 |
40 |
6,772.0 |
5,840.0 |
932.0 |
14.6% |
110.5 |
1.7% |
59% |
False |
False |
125,329 |
60 |
6,796.0 |
5,840.0 |
956.0 |
15.0% |
95.5 |
1.5% |
57% |
False |
False |
116,631 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.0% |
85.5 |
1.3% |
57% |
False |
False |
90,667 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.0% |
75.5 |
1.2% |
57% |
False |
False |
72,556 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.0% |
69.5 |
1.1% |
57% |
False |
False |
60,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,875.5 |
2.618 |
6,692.0 |
1.618 |
6,579.5 |
1.000 |
6,510.0 |
0.618 |
6,467.0 |
HIGH |
6,397.5 |
0.618 |
6,354.5 |
0.500 |
6,341.0 |
0.382 |
6,328.0 |
LOW |
6,285.0 |
0.618 |
6,215.5 |
1.000 |
6,172.5 |
1.618 |
6,103.0 |
2.618 |
5,990.5 |
4.250 |
5,807.0 |
|
|
Fisher Pivots for day following 04-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,372.0 |
6,363.0 |
PP |
6,356.5 |
6,338.5 |
S1 |
6,341.0 |
6,314.0 |
|