| Trading Metrics calculated at close of trading on 29-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6,160.0 |
6,035.0 |
-125.0 |
-2.0% |
5,780.0 |
| High |
6,184.0 |
6,114.0 |
-70.0 |
-1.1% |
6,184.0 |
| Low |
6,130.0 |
6,017.0 |
-113.0 |
-1.8% |
5,751.0 |
| Close |
6,168.0 |
6,102.0 |
-66.0 |
-1.1% |
6,092.0 |
| Range |
54.0 |
97.0 |
43.0 |
79.6% |
433.0 |
| ATR |
131.5 |
132.9 |
1.4 |
1.1% |
0.0 |
| Volume |
19,782 |
25,887 |
6,105 |
30.9% |
169,646 |
|
| Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,368.7 |
6,332.3 |
6,155.4 |
|
| R3 |
6,271.7 |
6,235.3 |
6,128.7 |
|
| R2 |
6,174.7 |
6,174.7 |
6,119.8 |
|
| R1 |
6,138.3 |
6,138.3 |
6,110.9 |
6,156.5 |
| PP |
6,077.7 |
6,077.7 |
6,077.7 |
6,086.8 |
| S1 |
6,041.3 |
6,041.3 |
6,093.1 |
6,059.5 |
| S2 |
5,980.7 |
5,980.7 |
6,084.2 |
|
| S3 |
5,883.7 |
5,944.3 |
6,075.3 |
|
| S4 |
5,786.7 |
5,847.3 |
6,048.7 |
|
|
| 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 |
6,017.0 |
191.0 |
3.1% |
69.4 |
1.1% |
45% |
False |
True |
26,842 |
| 10 |
6,208.0 |
5,535.0 |
673.0 |
11.0% |
118.1 |
1.9% |
84% |
False |
False |
34,333 |
| 20 |
6,208.0 |
5,535.0 |
673.0 |
11.0% |
105.2 |
1.7% |
84% |
False |
False |
32,115 |
| 40 |
6,452.0 |
5,535.0 |
917.0 |
15.0% |
82.0 |
1.3% |
62% |
False |
False |
26,738 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
15.0% |
72.3 |
1.2% |
62% |
False |
False |
26,900 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
15.0% |
62.9 |
1.0% |
62% |
False |
False |
20,224 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
15.0% |
52.7 |
0.9% |
62% |
False |
False |
16,197 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
15.0% |
47.8 |
0.8% |
62% |
False |
False |
13,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,526.3 |
|
2.618 |
6,367.9 |
|
1.618 |
6,270.9 |
|
1.000 |
6,211.0 |
|
0.618 |
6,173.9 |
|
HIGH |
6,114.0 |
|
0.618 |
6,076.9 |
|
0.500 |
6,065.5 |
|
0.382 |
6,054.1 |
|
LOW |
6,017.0 |
|
0.618 |
5,957.1 |
|
1.000 |
5,920.0 |
|
1.618 |
5,860.1 |
|
2.618 |
5,763.1 |
|
4.250 |
5,604.8 |
|
|
| Fisher Pivots for day following 29-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,089.8 |
6,112.5 |
| PP |
6,077.7 |
6,109.0 |
| S1 |
6,065.5 |
6,105.5 |
|