| Trading Metrics calculated at close of trading on 27-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6,138.0 |
6,202.0 |
64.0 |
1.0% |
5,780.0 |
| High |
6,141.0 |
6,208.0 |
67.0 |
1.1% |
6,184.0 |
| Low |
6,071.0 |
6,156.0 |
85.0 |
1.4% |
5,751.0 |
| Close |
6,092.0 |
6,189.0 |
97.0 |
1.6% |
6,092.0 |
| Range |
70.0 |
52.0 |
-18.0 |
-25.7% |
433.0 |
| ATR |
138.7 |
137.1 |
-1.6 |
-1.2% |
0.0 |
| Volume |
30,567 |
22,412 |
-8,155 |
-26.7% |
169,646 |
|
| Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,340.3 |
6,316.7 |
6,217.6 |
|
| R3 |
6,288.3 |
6,264.7 |
6,203.3 |
|
| R2 |
6,236.3 |
6,236.3 |
6,198.5 |
|
| R1 |
6,212.7 |
6,212.7 |
6,193.8 |
6,198.5 |
| PP |
6,184.3 |
6,184.3 |
6,184.3 |
6,177.3 |
| S1 |
6,160.7 |
6,160.7 |
6,184.2 |
6,146.5 |
| S2 |
6,132.3 |
6,132.3 |
6,179.5 |
|
| S3 |
6,080.3 |
6,108.7 |
6,174.7 |
|
| S4 |
6,028.3 |
6,056.7 |
6,160.4 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,308.0 |
7,133.0 |
6,330.2 |
|
| R3 |
6,875.0 |
6,700.0 |
6,211.1 |
|
| R2 |
6,442.0 |
6,442.0 |
6,171.4 |
|
| R1 |
6,267.0 |
6,267.0 |
6,131.7 |
6,354.5 |
| PP |
6,009.0 |
6,009.0 |
6,009.0 |
6,052.8 |
| S1 |
5,834.0 |
5,834.0 |
6,052.3 |
5,921.5 |
| S2 |
5,576.0 |
5,576.0 |
6,012.6 |
|
| S3 |
5,143.0 |
5,401.0 |
5,972.9 |
|
| S4 |
4,710.0 |
4,968.0 |
5,853.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,208.0 |
5,864.0 |
344.0 |
5.6% |
88.6 |
1.4% |
94% |
True |
False |
29,548 |
| 10 |
6,208.0 |
5,535.0 |
673.0 |
10.9% |
127.8 |
2.1% |
97% |
True |
False |
36,547 |
| 20 |
6,208.0 |
5,535.0 |
673.0 |
10.9% |
109.0 |
1.8% |
97% |
True |
False |
33,836 |
| 40 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
80.6 |
1.3% |
71% |
False |
False |
26,474 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
70.8 |
1.1% |
71% |
False |
False |
26,146 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
61.4 |
1.0% |
71% |
False |
False |
19,658 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
51.4 |
0.8% |
71% |
False |
False |
15,744 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
46.6 |
0.8% |
71% |
False |
False |
13,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,429.0 |
|
2.618 |
6,344.1 |
|
1.618 |
6,292.1 |
|
1.000 |
6,260.0 |
|
0.618 |
6,240.1 |
|
HIGH |
6,208.0 |
|
0.618 |
6,188.1 |
|
0.500 |
6,182.0 |
|
0.382 |
6,175.9 |
|
LOW |
6,156.0 |
|
0.618 |
6,123.9 |
|
1.000 |
6,104.0 |
|
1.618 |
6,071.9 |
|
2.618 |
6,019.9 |
|
4.250 |
5,935.0 |
|
|
| Fisher Pivots for day following 27-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,186.7 |
6,172.5 |
| PP |
6,184.3 |
6,156.0 |
| S1 |
6,182.0 |
6,139.5 |
|