Trading Metrics calculated at close of trading on 04-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,135.0 |
6,298.0 |
163.0 |
2.7% |
6,202.0 |
High |
6,261.0 |
6,326.0 |
65.0 |
1.0% |
6,261.0 |
Low |
6,135.0 |
6,265.0 |
130.0 |
2.1% |
6,017.0 |
Close |
6,261.0 |
6,267.0 |
6.0 |
0.1% |
6,261.0 |
Range |
126.0 |
61.0 |
-65.0 |
-51.6% |
244.0 |
ATR |
130.4 |
125.7 |
-4.7 |
-3.6% |
0.0 |
Volume |
26,148 |
20,543 |
-5,605 |
-21.4% |
115,103 |
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,469.0 |
6,429.0 |
6,300.6 |
|
R3 |
6,408.0 |
6,368.0 |
6,283.8 |
|
R2 |
6,347.0 |
6,347.0 |
6,278.2 |
|
R1 |
6,307.0 |
6,307.0 |
6,272.6 |
6,296.5 |
PP |
6,286.0 |
6,286.0 |
6,286.0 |
6,280.8 |
S1 |
6,246.0 |
6,246.0 |
6,261.4 |
6,235.5 |
S2 |
6,225.0 |
6,225.0 |
6,255.8 |
|
S3 |
6,164.0 |
6,185.0 |
6,250.2 |
|
S4 |
6,103.0 |
6,124.0 |
6,233.5 |
|
|
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 |
6,326.0 |
6,017.0 |
309.0 |
4.9% |
85.2 |
1.4% |
81% |
True |
False |
22,646 |
10 |
6,326.0 |
5,864.0 |
462.0 |
7.4% |
86.9 |
1.4% |
87% |
True |
False |
26,097 |
20 |
6,326.0 |
5,535.0 |
791.0 |
12.6% |
103.6 |
1.7% |
93% |
True |
False |
30,832 |
40 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
84.7 |
1.4% |
80% |
False |
False |
27,365 |
60 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
74.5 |
1.2% |
80% |
False |
False |
27,998 |
80 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
65.6 |
1.0% |
80% |
False |
False |
21,062 |
100 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
55.5 |
0.9% |
80% |
False |
False |
16,872 |
120 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
50.1 |
0.8% |
80% |
False |
False |
14,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,585.3 |
2.618 |
6,485.7 |
1.618 |
6,424.7 |
1.000 |
6,387.0 |
0.618 |
6,363.7 |
HIGH |
6,326.0 |
0.618 |
6,302.7 |
0.500 |
6,295.5 |
0.382 |
6,288.3 |
LOW |
6,265.0 |
0.618 |
6,227.3 |
1.000 |
6,204.0 |
1.618 |
6,166.3 |
2.618 |
6,105.3 |
4.250 |
6,005.8 |
|
|
Fisher Pivots for day following 04-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,295.5 |
6,251.7 |
PP |
6,286.0 |
6,236.3 |
S1 |
6,276.5 |
6,221.0 |
|