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 |
6,375.0 |
6,334.0 |
-41.0 |
-0.6% |
6,217.0 |
High |
6,403.0 |
6,348.0 |
-55.0 |
-0.9% |
6,339.0 |
Low |
6,273.0 |
6,225.5 |
-47.5 |
-0.8% |
6,070.5 |
Close |
6,284.5 |
6,310.0 |
25.5 |
0.4% |
6,315.5 |
Range |
130.0 |
122.5 |
-7.5 |
-5.8% |
268.5 |
ATR |
120.2 |
120.4 |
0.2 |
0.1% |
0.0 |
Volume |
96,910 |
146,996 |
50,086 |
51.7% |
383,571 |
|
Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,662.0 |
6,608.5 |
6,377.5 |
|
R3 |
6,539.5 |
6,486.0 |
6,343.5 |
|
R2 |
6,417.0 |
6,417.0 |
6,332.5 |
|
R1 |
6,363.5 |
6,363.5 |
6,321.0 |
6,329.0 |
PP |
6,294.5 |
6,294.5 |
6,294.5 |
6,277.0 |
S1 |
6,241.0 |
6,241.0 |
6,299.0 |
6,206.5 |
S2 |
6,172.0 |
6,172.0 |
6,287.5 |
|
S3 |
6,049.5 |
6,118.5 |
6,276.5 |
|
S4 |
5,927.0 |
5,996.0 |
6,242.5 |
|
|
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 |
6,403.0 |
6,225.5 |
177.5 |
2.8% |
101.0 |
1.6% |
48% |
False |
True |
101,417 |
10 |
6,403.0 |
6,070.5 |
332.5 |
5.3% |
97.0 |
1.5% |
72% |
False |
False |
88,434 |
20 |
6,403.0 |
5,840.0 |
563.0 |
8.9% |
121.5 |
1.9% |
83% |
False |
False |
129,322 |
40 |
6,772.0 |
5,840.0 |
932.0 |
14.8% |
112.5 |
1.8% |
50% |
False |
False |
125,873 |
60 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
97.5 |
1.5% |
49% |
False |
False |
114,287 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
87.5 |
1.4% |
49% |
False |
False |
93,647 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
77.0 |
1.2% |
49% |
False |
False |
74,984 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
71.0 |
1.1% |
49% |
False |
False |
62,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,868.5 |
2.618 |
6,668.5 |
1.618 |
6,546.0 |
1.000 |
6,470.5 |
0.618 |
6,423.5 |
HIGH |
6,348.0 |
0.618 |
6,301.0 |
0.500 |
6,287.0 |
0.382 |
6,272.5 |
LOW |
6,225.5 |
0.618 |
6,150.0 |
1.000 |
6,103.0 |
1.618 |
6,027.5 |
2.618 |
5,905.0 |
4.250 |
5,705.0 |
|
|
Fisher Pivots for day following 06-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,302.0 |
6,314.0 |
PP |
6,294.5 |
6,313.0 |
S1 |
6,287.0 |
6,311.5 |
|