Trading Metrics calculated at close of trading on 04-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,766.5 |
7,740.0 |
-26.5 |
-0.3% |
7,655.0 |
High |
7,779.5 |
7,858.0 |
78.5 |
1.0% |
7,788.0 |
Low |
7,741.0 |
7,703.5 |
-37.5 |
-0.5% |
7,460.0 |
Close |
7,750.0 |
7,820.0 |
70.0 |
0.9% |
7,738.0 |
Range |
38.5 |
154.5 |
116.0 |
301.3% |
328.0 |
ATR |
135.3 |
136.7 |
1.4 |
1.0% |
0.0 |
Volume |
393 |
1,786 |
1,393 |
354.5% |
5,240 |
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,257.3 |
8,193.2 |
7,905.0 |
|
R3 |
8,102.8 |
8,038.7 |
7,862.5 |
|
R2 |
7,948.3 |
7,948.3 |
7,848.3 |
|
R1 |
7,884.2 |
7,884.2 |
7,834.2 |
7,916.3 |
PP |
7,793.8 |
7,793.8 |
7,793.8 |
7,809.9 |
S1 |
7,729.7 |
7,729.7 |
7,805.8 |
7,761.8 |
S2 |
7,639.3 |
7,639.3 |
7,791.7 |
|
S3 |
7,484.8 |
7,575.2 |
7,777.5 |
|
S4 |
7,330.3 |
7,420.7 |
7,735.0 |
|
|
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 |
7,858.0 |
7,460.0 |
398.0 |
5.1% |
121.2 |
1.5% |
90% |
True |
False |
1,324 |
10 |
7,858.0 |
7,460.0 |
398.0 |
5.1% |
112.3 |
1.4% |
90% |
True |
False |
1,134 |
20 |
7,858.0 |
7,307.0 |
551.0 |
7.0% |
128.1 |
1.6% |
93% |
True |
False |
1,081 |
40 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
136.7 |
1.7% |
52% |
False |
False |
823 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
128.9 |
1.6% |
52% |
False |
False |
782 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
116.4 |
1.5% |
52% |
False |
False |
769 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
103.4 |
1.3% |
52% |
False |
False |
649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,514.6 |
2.618 |
8,262.5 |
1.618 |
8,108.0 |
1.000 |
8,012.5 |
0.618 |
7,953.5 |
HIGH |
7,858.0 |
0.618 |
7,799.0 |
0.500 |
7,780.8 |
0.382 |
7,762.5 |
LOW |
7,703.5 |
0.618 |
7,608.0 |
1.000 |
7,549.0 |
1.618 |
7,453.5 |
2.618 |
7,299.0 |
4.250 |
7,046.9 |
|
|
Fisher Pivots for day following 04-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,806.9 |
7,797.5 |
PP |
7,793.8 |
7,775.0 |
S1 |
7,780.8 |
7,752.5 |
|