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 |
7,594.5 |
7,690.0 |
95.5 |
1.3% |
7,655.0 |
High |
7,641.0 |
7,788.0 |
147.0 |
1.9% |
7,788.0 |
Low |
7,523.5 |
7,647.0 |
123.5 |
1.6% |
7,460.0 |
Close |
7,628.0 |
7,738.0 |
110.0 |
1.4% |
7,738.0 |
Range |
117.5 |
141.0 |
23.5 |
20.0% |
328.0 |
ATR |
141.2 |
142.5 |
1.3 |
1.0% |
0.0 |
Volume |
1,653 |
709 |
-944 |
-57.1% |
5,240 |
|
Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,147.3 |
8,083.7 |
7,815.6 |
|
R3 |
8,006.3 |
7,942.7 |
7,776.8 |
|
R2 |
7,865.3 |
7,865.3 |
7,763.9 |
|
R1 |
7,801.7 |
7,801.7 |
7,750.9 |
7,833.5 |
PP |
7,724.3 |
7,724.3 |
7,724.3 |
7,740.3 |
S1 |
7,660.7 |
7,660.7 |
7,725.1 |
7,692.5 |
S2 |
7,583.3 |
7,583.3 |
7,712.2 |
|
S3 |
7,442.3 |
7,519.7 |
7,699.2 |
|
S4 |
7,301.3 |
7,378.7 |
7,660.5 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,646.0 |
8,520.0 |
7,918.4 |
|
R3 |
8,318.0 |
8,192.0 |
7,828.2 |
|
R2 |
7,990.0 |
7,990.0 |
7,798.1 |
|
R1 |
7,864.0 |
7,864.0 |
7,768.1 |
7,927.0 |
PP |
7,662.0 |
7,662.0 |
7,662.0 |
7,693.5 |
S1 |
7,536.0 |
7,536.0 |
7,707.9 |
7,599.0 |
S2 |
7,334.0 |
7,334.0 |
7,677.9 |
|
S3 |
7,006.0 |
7,208.0 |
7,647.8 |
|
S4 |
6,678.0 |
6,880.0 |
7,557.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,788.0 |
7,460.0 |
328.0 |
4.2% |
121.8 |
1.6% |
85% |
True |
False |
1,048 |
10 |
7,788.0 |
7,459.0 |
329.0 |
4.3% |
112.4 |
1.5% |
85% |
True |
False |
1,287 |
20 |
7,788.0 |
7,307.0 |
481.0 |
6.2% |
133.9 |
1.7% |
90% |
True |
False |
1,020 |
40 |
8,300.0 |
7,307.0 |
993.0 |
12.8% |
139.5 |
1.8% |
43% |
False |
False |
785 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.8% |
129.2 |
1.7% |
43% |
False |
False |
876 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.8% |
116.5 |
1.5% |
43% |
False |
False |
757 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.8% |
102.3 |
1.3% |
43% |
False |
False |
629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,387.3 |
2.618 |
8,157.1 |
1.618 |
8,016.1 |
1.000 |
7,929.0 |
0.618 |
7,875.1 |
HIGH |
7,788.0 |
0.618 |
7,734.1 |
0.500 |
7,717.5 |
0.382 |
7,700.9 |
LOW |
7,647.0 |
0.618 |
7,559.9 |
1.000 |
7,506.0 |
1.618 |
7,418.9 |
2.618 |
7,277.9 |
4.250 |
7,047.8 |
|
|
Fisher Pivots for day following 31-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,731.2 |
7,700.0 |
PP |
7,724.3 |
7,662.0 |
S1 |
7,717.5 |
7,624.0 |
|