Trading Metrics calculated at close of trading on 03-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
03-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,690.0 |
7,766.5 |
76.5 |
1.0% |
7,655.0 |
High |
7,788.0 |
7,779.5 |
-8.5 |
-0.1% |
7,788.0 |
Low |
7,647.0 |
7,741.0 |
94.0 |
1.2% |
7,460.0 |
Close |
7,738.0 |
7,750.0 |
12.0 |
0.2% |
7,738.0 |
Range |
141.0 |
38.5 |
-102.5 |
-72.7% |
328.0 |
ATR |
142.5 |
135.3 |
-7.2 |
-5.1% |
0.0 |
Volume |
709 |
393 |
-316 |
-44.6% |
5,240 |
|
Daily Pivots for day following 03-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,872.3 |
7,849.7 |
7,771.2 |
|
R3 |
7,833.8 |
7,811.2 |
7,760.6 |
|
R2 |
7,795.3 |
7,795.3 |
7,757.1 |
|
R1 |
7,772.7 |
7,772.7 |
7,753.5 |
7,764.8 |
PP |
7,756.8 |
7,756.8 |
7,756.8 |
7,752.9 |
S1 |
7,734.2 |
7,734.2 |
7,746.5 |
7,726.3 |
S2 |
7,718.3 |
7,718.3 |
7,742.9 |
|
S3 |
7,679.8 |
7,695.7 |
7,739.4 |
|
S4 |
7,641.3 |
7,657.2 |
7,728.8 |
|
|
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% |
114.5 |
1.5% |
88% |
False |
False |
1,073 |
10 |
7,788.0 |
7,459.0 |
329.0 |
4.2% |
108.0 |
1.4% |
88% |
False |
False |
1,071 |
20 |
7,788.0 |
7,307.0 |
481.0 |
6.2% |
126.9 |
1.6% |
92% |
False |
False |
1,021 |
40 |
8,300.0 |
7,307.0 |
993.0 |
12.8% |
139.2 |
1.8% |
45% |
False |
False |
786 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.8% |
128.1 |
1.7% |
45% |
False |
False |
858 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.8% |
115.3 |
1.5% |
45% |
False |
False |
753 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.8% |
102.1 |
1.3% |
45% |
False |
False |
632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,943.1 |
2.618 |
7,880.3 |
1.618 |
7,841.8 |
1.000 |
7,818.0 |
0.618 |
7,803.3 |
HIGH |
7,779.5 |
0.618 |
7,764.8 |
0.500 |
7,760.3 |
0.382 |
7,755.7 |
LOW |
7,741.0 |
0.618 |
7,717.2 |
1.000 |
7,702.5 |
1.618 |
7,678.7 |
2.618 |
7,640.2 |
4.250 |
7,577.4 |
|
|
Fisher Pivots for day following 03-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,760.3 |
7,718.6 |
PP |
7,756.8 |
7,687.2 |
S1 |
7,753.4 |
7,655.8 |
|