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 |
7,788.0 |
7,733.0 |
-55.0 |
-0.7% |
7,655.0 |
High |
7,820.5 |
7,750.0 |
-70.5 |
-0.9% |
7,788.0 |
Low |
7,683.0 |
7,621.0 |
-62.0 |
-0.8% |
7,460.0 |
Close |
7,699.0 |
7,710.5 |
11.5 |
0.1% |
7,738.0 |
Range |
137.5 |
129.0 |
-8.5 |
-6.2% |
328.0 |
ATR |
136.7 |
136.2 |
-0.6 |
-0.4% |
0.0 |
Volume |
1,049 |
1,294 |
245 |
23.4% |
5,240 |
|
Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,080.8 |
8,024.7 |
7,781.5 |
|
R3 |
7,951.8 |
7,895.7 |
7,746.0 |
|
R2 |
7,822.8 |
7,822.8 |
7,734.2 |
|
R1 |
7,766.7 |
7,766.7 |
7,722.3 |
7,730.3 |
PP |
7,693.8 |
7,693.8 |
7,693.8 |
7,675.6 |
S1 |
7,637.7 |
7,637.7 |
7,698.7 |
7,601.3 |
S2 |
7,564.8 |
7,564.8 |
7,686.9 |
|
S3 |
7,435.8 |
7,508.7 |
7,675.0 |
|
S4 |
7,306.8 |
7,379.7 |
7,639.6 |
|
|
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 |
7,621.0 |
237.0 |
3.1% |
120.1 |
1.6% |
38% |
False |
True |
1,046 |
10 |
7,858.0 |
7,460.0 |
398.0 |
5.2% |
115.7 |
1.5% |
63% |
False |
False |
1,021 |
20 |
7,858.0 |
7,307.0 |
551.0 |
7.1% |
127.2 |
1.7% |
73% |
False |
False |
1,136 |
40 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
134.4 |
1.7% |
41% |
False |
False |
856 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
129.4 |
1.7% |
41% |
False |
False |
709 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
118.4 |
1.5% |
41% |
False |
False |
793 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
105.0 |
1.4% |
41% |
False |
False |
672 |
120 |
8,300.0 |
6,843.5 |
1,456.5 |
18.9% |
96.8 |
1.3% |
60% |
False |
False |
581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,298.3 |
2.618 |
8,087.7 |
1.618 |
7,958.7 |
1.000 |
7,879.0 |
0.618 |
7,829.7 |
HIGH |
7,750.0 |
0.618 |
7,700.7 |
0.500 |
7,685.5 |
0.382 |
7,670.3 |
LOW |
7,621.0 |
0.618 |
7,541.3 |
1.000 |
7,492.0 |
1.618 |
7,412.3 |
2.618 |
7,283.3 |
4.250 |
7,072.8 |
|
|
Fisher Pivots for day following 06-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,702.2 |
7,739.5 |
PP |
7,693.8 |
7,729.8 |
S1 |
7,685.5 |
7,720.2 |
|