| Trading Metrics calculated at close of trading on 30-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6,035.0 |
6,184.0 |
149.0 |
2.5% |
5,780.0 |
| High |
6,114.0 |
6,204.0 |
90.0 |
1.5% |
6,184.0 |
| Low |
6,017.0 |
6,116.0 |
99.0 |
1.6% |
5,751.0 |
| Close |
6,102.0 |
6,148.0 |
46.0 |
0.8% |
6,092.0 |
| Range |
97.0 |
88.0 |
-9.0 |
-9.3% |
433.0 |
| ATR |
132.9 |
130.7 |
-2.2 |
-1.7% |
0.0 |
| Volume |
25,887 |
20,874 |
-5,013 |
-19.4% |
169,646 |
|
| Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,420.0 |
6,372.0 |
6,196.4 |
|
| R3 |
6,332.0 |
6,284.0 |
6,172.2 |
|
| R2 |
6,244.0 |
6,244.0 |
6,164.1 |
|
| R1 |
6,196.0 |
6,196.0 |
6,156.1 |
6,176.0 |
| PP |
6,156.0 |
6,156.0 |
6,156.0 |
6,146.0 |
| S1 |
6,108.0 |
6,108.0 |
6,139.9 |
6,088.0 |
| S2 |
6,068.0 |
6,068.0 |
6,131.9 |
|
| S3 |
5,980.0 |
6,020.0 |
6,123.8 |
|
| S4 |
5,892.0 |
5,932.0 |
6,099.6 |
|
|
| 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% |
72.2 |
1.2% |
69% |
False |
False |
23,904 |
| 10 |
6,208.0 |
5,584.0 |
624.0 |
10.1% |
105.4 |
1.7% |
90% |
False |
False |
30,763 |
| 20 |
6,208.0 |
5,535.0 |
673.0 |
10.9% |
101.6 |
1.7% |
91% |
False |
False |
31,265 |
| 40 |
6,452.0 |
5,535.0 |
917.0 |
14.9% |
82.2 |
1.3% |
67% |
False |
False |
26,870 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
14.9% |
73.1 |
1.2% |
67% |
False |
False |
27,240 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
14.9% |
63.6 |
1.0% |
67% |
False |
False |
20,485 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
14.9% |
53.6 |
0.9% |
67% |
False |
False |
16,406 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
14.9% |
48.6 |
0.8% |
67% |
False |
False |
13,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,578.0 |
|
2.618 |
6,434.4 |
|
1.618 |
6,346.4 |
|
1.000 |
6,292.0 |
|
0.618 |
6,258.4 |
|
HIGH |
6,204.0 |
|
0.618 |
6,170.4 |
|
0.500 |
6,160.0 |
|
0.382 |
6,149.6 |
|
LOW |
6,116.0 |
|
0.618 |
6,061.6 |
|
1.000 |
6,028.0 |
|
1.618 |
5,973.6 |
|
2.618 |
5,885.6 |
|
4.250 |
5,742.0 |
|
|
| Fisher Pivots for day following 30-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,160.0 |
6,135.5 |
| PP |
6,156.0 |
6,123.0 |
| S1 |
6,152.0 |
6,110.5 |
|