Trading Metrics calculated at close of trading on 31-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,184.0 |
6,135.0 |
-49.0 |
-0.8% |
6,202.0 |
High |
6,204.0 |
6,261.0 |
57.0 |
0.9% |
6,261.0 |
Low |
6,116.0 |
6,135.0 |
19.0 |
0.3% |
6,017.0 |
Close |
6,148.0 |
6,261.0 |
113.0 |
1.8% |
6,261.0 |
Range |
88.0 |
126.0 |
38.0 |
43.2% |
244.0 |
ATR |
130.7 |
130.4 |
-0.3 |
-0.3% |
0.0 |
Volume |
20,874 |
26,148 |
5,274 |
25.3% |
115,103 |
|
Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,597.0 |
6,555.0 |
6,330.3 |
|
R3 |
6,471.0 |
6,429.0 |
6,295.7 |
|
R2 |
6,345.0 |
6,345.0 |
6,284.1 |
|
R1 |
6,303.0 |
6,303.0 |
6,272.6 |
6,324.0 |
PP |
6,219.0 |
6,219.0 |
6,219.0 |
6,229.5 |
S1 |
6,177.0 |
6,177.0 |
6,249.5 |
6,198.0 |
S2 |
6,093.0 |
6,093.0 |
6,237.9 |
|
S3 |
5,967.0 |
6,051.0 |
6,226.4 |
|
S4 |
5,841.0 |
5,925.0 |
6,191.7 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,911.7 |
6,830.3 |
6,395.2 |
|
R3 |
6,667.7 |
6,586.3 |
6,328.1 |
|
R2 |
6,423.7 |
6,423.7 |
6,305.7 |
|
R1 |
6,342.3 |
6,342.3 |
6,283.4 |
6,383.0 |
PP |
6,179.7 |
6,179.7 |
6,179.7 |
6,200.0 |
S1 |
6,098.3 |
6,098.3 |
6,238.6 |
6,139.0 |
S2 |
5,935.7 |
5,935.7 |
6,216.3 |
|
S3 |
5,691.7 |
5,854.3 |
6,193.9 |
|
S4 |
5,447.7 |
5,610.3 |
6,126.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,261.0 |
6,017.0 |
244.0 |
3.9% |
83.4 |
1.3% |
100% |
True |
False |
23,020 |
10 |
6,261.0 |
5,751.0 |
510.0 |
8.1% |
98.4 |
1.6% |
100% |
True |
False |
28,474 |
20 |
6,261.0 |
5,535.0 |
726.0 |
11.6% |
103.5 |
1.7% |
100% |
True |
False |
31,315 |
40 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
84.1 |
1.3% |
79% |
False |
False |
27,178 |
60 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
74.2 |
1.2% |
79% |
False |
False |
27,668 |
80 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
64.8 |
1.0% |
79% |
False |
False |
20,805 |
100 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
54.9 |
0.9% |
79% |
False |
False |
16,667 |
120 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
49.6 |
0.8% |
79% |
False |
False |
13,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,796.5 |
2.618 |
6,590.9 |
1.618 |
6,464.9 |
1.000 |
6,387.0 |
0.618 |
6,338.9 |
HIGH |
6,261.0 |
0.618 |
6,212.9 |
0.500 |
6,198.0 |
0.382 |
6,183.1 |
LOW |
6,135.0 |
0.618 |
6,057.1 |
1.000 |
6,009.0 |
1.618 |
5,931.1 |
2.618 |
5,805.1 |
4.250 |
5,599.5 |
|
|
Fisher Pivots for day following 31-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,240.0 |
6,220.3 |
PP |
6,219.0 |
6,179.7 |
S1 |
6,198.0 |
6,139.0 |
|