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 |
6,334.0 |
6,316.0 |
-18.0 |
-0.3% |
6,343.0 |
High |
6,348.0 |
6,351.5 |
3.5 |
0.1% |
6,403.0 |
Low |
6,225.5 |
6,184.5 |
-41.0 |
-0.7% |
6,184.5 |
Close |
6,310.0 |
6,187.0 |
-123.0 |
-1.9% |
6,187.0 |
Range |
122.5 |
167.0 |
44.5 |
36.3% |
218.5 |
ATR |
120.4 |
123.7 |
3.3 |
2.8% |
0.0 |
Volume |
146,996 |
123,456 |
-23,540 |
-16.0% |
527,610 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,742.0 |
6,631.5 |
6,279.0 |
|
R3 |
6,575.0 |
6,464.5 |
6,233.0 |
|
R2 |
6,408.0 |
6,408.0 |
6,217.5 |
|
R1 |
6,297.5 |
6,297.5 |
6,202.5 |
6,269.0 |
PP |
6,241.0 |
6,241.0 |
6,241.0 |
6,227.0 |
S1 |
6,130.5 |
6,130.5 |
6,171.5 |
6,102.0 |
S2 |
6,074.0 |
6,074.0 |
6,156.5 |
|
S3 |
5,907.0 |
5,963.5 |
6,141.0 |
|
S4 |
5,740.0 |
5,796.5 |
6,095.0 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,913.5 |
6,769.0 |
6,307.0 |
|
R3 |
6,695.0 |
6,550.5 |
6,247.0 |
|
R2 |
6,476.5 |
6,476.5 |
6,227.0 |
|
R1 |
6,332.0 |
6,332.0 |
6,207.0 |
6,295.0 |
PP |
6,258.0 |
6,258.0 |
6,258.0 |
6,240.0 |
S1 |
6,113.5 |
6,113.5 |
6,167.0 |
6,076.5 |
S2 |
6,039.5 |
6,039.5 |
6,147.0 |
|
S3 |
5,821.0 |
5,895.0 |
6,127.0 |
|
S4 |
5,602.5 |
5,676.5 |
6,067.0 |
|
|
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 |
6,184.5 |
218.5 |
3.5% |
112.5 |
1.8% |
1% |
False |
True |
105,522 |
10 |
6,403.0 |
6,070.5 |
332.5 |
5.4% |
107.5 |
1.7% |
35% |
False |
False |
91,118 |
20 |
6,403.0 |
5,840.0 |
563.0 |
9.1% |
122.0 |
2.0% |
62% |
False |
False |
125,849 |
40 |
6,759.5 |
5,840.0 |
919.5 |
14.9% |
115.5 |
1.9% |
38% |
False |
False |
126,552 |
60 |
6,796.0 |
5,840.0 |
956.0 |
15.5% |
99.0 |
1.6% |
36% |
False |
False |
114,223 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.5% |
89.5 |
1.4% |
36% |
False |
False |
95,190 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.5% |
78.5 |
1.3% |
36% |
False |
False |
76,217 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.5% |
72.0 |
1.2% |
36% |
False |
False |
63,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,061.0 |
2.618 |
6,788.5 |
1.618 |
6,621.5 |
1.000 |
6,518.5 |
0.618 |
6,454.5 |
HIGH |
6,351.5 |
0.618 |
6,287.5 |
0.500 |
6,268.0 |
0.382 |
6,248.5 |
LOW |
6,184.5 |
0.618 |
6,081.5 |
1.000 |
6,017.5 |
1.618 |
5,914.5 |
2.618 |
5,747.5 |
4.250 |
5,475.0 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,268.0 |
6,294.0 |
PP |
6,241.0 |
6,258.0 |
S1 |
6,214.0 |
6,222.5 |
|