Trading Metrics calculated at close of trading on 06-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,328.0 |
6,230.0 |
-98.0 |
-1.5% |
6,202.0 |
High |
6,366.0 |
6,283.0 |
-83.0 |
-1.3% |
6,261.0 |
Low |
6,233.0 |
6,188.0 |
-45.0 |
-0.7% |
6,017.0 |
Close |
6,251.0 |
6,274.0 |
23.0 |
0.4% |
6,261.0 |
Range |
133.0 |
95.0 |
-38.0 |
-28.6% |
244.0 |
ATR |
126.2 |
124.0 |
-2.2 |
-1.8% |
0.0 |
Volume |
22,503 |
21,975 |
-528 |
-2.3% |
115,103 |
|
Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,533.3 |
6,498.7 |
6,326.3 |
|
R3 |
6,438.3 |
6,403.7 |
6,300.1 |
|
R2 |
6,343.3 |
6,343.3 |
6,291.4 |
|
R1 |
6,308.7 |
6,308.7 |
6,282.7 |
6,326.0 |
PP |
6,248.3 |
6,248.3 |
6,248.3 |
6,257.0 |
S1 |
6,213.7 |
6,213.7 |
6,265.3 |
6,231.0 |
S2 |
6,153.3 |
6,153.3 |
6,256.6 |
|
S3 |
6,058.3 |
6,118.7 |
6,247.9 |
|
S4 |
5,963.3 |
6,023.7 |
6,221.8 |
|
|
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 |
6,116.0 |
250.0 |
4.0% |
100.6 |
1.6% |
63% |
False |
False |
22,408 |
10 |
6,366.0 |
6,017.0 |
349.0 |
5.6% |
85.0 |
1.4% |
74% |
False |
False |
24,625 |
20 |
6,366.0 |
5,535.0 |
831.0 |
13.2% |
107.4 |
1.7% |
89% |
False |
False |
30,449 |
40 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
87.7 |
1.4% |
81% |
False |
False |
27,520 |
60 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
76.5 |
1.2% |
81% |
False |
False |
28,541 |
80 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
67.8 |
1.1% |
81% |
False |
False |
21,617 |
100 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
57.8 |
0.9% |
81% |
False |
False |
17,310 |
120 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
51.4 |
0.8% |
81% |
False |
False |
14,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,686.8 |
2.618 |
6,531.7 |
1.618 |
6,436.7 |
1.000 |
6,378.0 |
0.618 |
6,341.7 |
HIGH |
6,283.0 |
0.618 |
6,246.7 |
0.500 |
6,235.5 |
0.382 |
6,224.3 |
LOW |
6,188.0 |
0.618 |
6,129.3 |
1.000 |
6,093.0 |
1.618 |
6,034.3 |
2.618 |
5,939.3 |
4.250 |
5,784.3 |
|
|
Fisher Pivots for day following 06-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,261.2 |
6,277.0 |
PP |
6,248.3 |
6,276.0 |
S1 |
6,235.5 |
6,275.0 |
|