Trading Metrics calculated at close of trading on 07-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,733.0 |
7,700.0 |
-33.0 |
-0.4% |
7,766.5 |
High |
7,750.0 |
7,726.5 |
-23.5 |
-0.3% |
7,858.0 |
Low |
7,621.0 |
7,517.0 |
-104.0 |
-1.4% |
7,517.0 |
Close |
7,710.5 |
7,519.0 |
-191.5 |
-2.5% |
7,519.0 |
Range |
129.0 |
209.5 |
80.5 |
62.4% |
341.0 |
ATR |
136.2 |
141.4 |
5.2 |
3.8% |
0.0 |
Volume |
1,294 |
1,538 |
244 |
18.9% |
6,060 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,216.0 |
8,077.0 |
7,634.2 |
|
R3 |
8,006.5 |
7,867.5 |
7,576.6 |
|
R2 |
7,797.0 |
7,797.0 |
7,557.4 |
|
R1 |
7,658.0 |
7,658.0 |
7,538.2 |
7,622.8 |
PP |
7,587.5 |
7,587.5 |
7,587.5 |
7,569.9 |
S1 |
7,448.5 |
7,448.5 |
7,499.8 |
7,413.3 |
S2 |
7,378.0 |
7,378.0 |
7,480.6 |
|
S3 |
7,168.5 |
7,239.0 |
7,461.4 |
|
S4 |
6,959.0 |
7,029.5 |
7,403.8 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,654.3 |
8,427.7 |
7,706.6 |
|
R3 |
8,313.3 |
8,086.7 |
7,612.8 |
|
R2 |
7,972.3 |
7,972.3 |
7,581.5 |
|
R1 |
7,745.7 |
7,745.7 |
7,550.3 |
7,688.5 |
PP |
7,631.3 |
7,631.3 |
7,631.3 |
7,602.8 |
S1 |
7,404.7 |
7,404.7 |
7,487.7 |
7,347.5 |
S2 |
7,290.3 |
7,290.3 |
7,456.5 |
|
S3 |
6,949.3 |
7,063.7 |
7,425.2 |
|
S4 |
6,608.3 |
6,722.7 |
7,331.5 |
|
|
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 |
7,517.0 |
341.0 |
4.5% |
133.8 |
1.8% |
1% |
False |
True |
1,212 |
10 |
7,858.0 |
7,460.0 |
398.0 |
5.3% |
127.8 |
1.7% |
15% |
False |
False |
1,130 |
20 |
7,858.0 |
7,307.0 |
551.0 |
7.3% |
131.0 |
1.7% |
38% |
False |
False |
1,180 |
40 |
8,279.5 |
7,307.0 |
972.5 |
12.9% |
137.6 |
1.8% |
22% |
False |
False |
883 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
129.9 |
1.7% |
21% |
False |
False |
718 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
120.8 |
1.6% |
21% |
False |
False |
812 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
106.4 |
1.4% |
21% |
False |
False |
686 |
120 |
8,300.0 |
6,892.5 |
1,407.5 |
18.7% |
98.0 |
1.3% |
45% |
False |
False |
593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,616.9 |
2.618 |
8,275.0 |
1.618 |
8,065.5 |
1.000 |
7,936.0 |
0.618 |
7,856.0 |
HIGH |
7,726.5 |
0.618 |
7,646.5 |
0.500 |
7,621.8 |
0.382 |
7,597.0 |
LOW |
7,517.0 |
0.618 |
7,387.5 |
1.000 |
7,307.5 |
1.618 |
7,178.0 |
2.618 |
6,968.5 |
4.250 |
6,626.6 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,621.8 |
7,668.8 |
PP |
7,587.5 |
7,618.8 |
S1 |
7,553.3 |
7,568.9 |
|