| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,298.0 |
6,328.0 |
30.0 |
0.5% |
6,202.0 |
| High |
6,326.0 |
6,366.0 |
40.0 |
0.6% |
6,261.0 |
| Low |
6,265.0 |
6,233.0 |
-32.0 |
-0.5% |
6,017.0 |
| Close |
6,267.0 |
6,251.0 |
-16.0 |
-0.3% |
6,261.0 |
| Range |
61.0 |
133.0 |
72.0 |
118.0% |
244.0 |
| ATR |
125.7 |
126.2 |
0.5 |
0.4% |
0.0 |
| Volume |
20,543 |
22,503 |
1,960 |
9.5% |
115,103 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,682.3 |
6,599.7 |
6,324.2 |
|
| R3 |
6,549.3 |
6,466.7 |
6,287.6 |
|
| R2 |
6,416.3 |
6,416.3 |
6,275.4 |
|
| R1 |
6,333.7 |
6,333.7 |
6,263.2 |
6,308.5 |
| PP |
6,283.3 |
6,283.3 |
6,283.3 |
6,270.8 |
| S1 |
6,200.7 |
6,200.7 |
6,238.8 |
6,175.5 |
| S2 |
6,150.3 |
6,150.3 |
6,226.6 |
|
| S3 |
6,017.3 |
6,067.7 |
6,214.4 |
|
| S4 |
5,884.3 |
5,934.7 |
6,177.9 |
|
|
| 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 |
6,366.0 |
6,017.0 |
349.0 |
5.6% |
101.0 |
1.6% |
67% |
True |
False |
23,191 |
| 10 |
6,366.0 |
5,932.0 |
434.0 |
6.9% |
86.9 |
1.4% |
74% |
True |
False |
25,003 |
| 20 |
6,366.0 |
5,535.0 |
831.0 |
13.3% |
107.1 |
1.7% |
86% |
True |
False |
30,716 |
| 40 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
86.6 |
1.4% |
78% |
False |
False |
27,473 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
75.5 |
1.2% |
78% |
False |
False |
28,296 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
67.0 |
1.1% |
78% |
False |
False |
21,343 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
56.8 |
0.9% |
78% |
False |
False |
17,090 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
51.2 |
0.8% |
78% |
False |
False |
14,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,931.3 |
|
2.618 |
6,714.2 |
|
1.618 |
6,581.2 |
|
1.000 |
6,499.0 |
|
0.618 |
6,448.2 |
|
HIGH |
6,366.0 |
|
0.618 |
6,315.2 |
|
0.500 |
6,299.5 |
|
0.382 |
6,283.8 |
|
LOW |
6,233.0 |
|
0.618 |
6,150.8 |
|
1.000 |
6,100.0 |
|
1.618 |
6,017.8 |
|
2.618 |
5,884.8 |
|
4.250 |
5,667.8 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,299.5 |
6,250.8 |
| PP |
6,283.3 |
6,250.7 |
| S1 |
6,267.2 |
6,250.5 |
|