Trading Metrics calculated at close of trading on 04-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,240.84 |
13,358.39 |
117.55 |
0.9% |
13,377.16 |
High |
13,428.95 |
13,494.06 |
65.11 |
0.5% |
13,428.95 |
Low |
13,240.84 |
13,317.50 |
76.66 |
0.6% |
13,034.78 |
Close |
13,357.74 |
13,448.86 |
91.12 |
0.7% |
13,357.74 |
Range |
188.11 |
176.56 |
-11.55 |
-6.1% |
394.17 |
ATR |
204.95 |
202.92 |
-2.03 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,949.82 |
13,875.90 |
13,545.97 |
|
R3 |
13,773.26 |
13,699.34 |
13,497.41 |
|
R2 |
13,596.70 |
13,596.70 |
13,481.23 |
|
R1 |
13,522.78 |
13,522.78 |
13,465.04 |
13,559.74 |
PP |
13,420.14 |
13,420.14 |
13,420.14 |
13,438.62 |
S1 |
13,346.22 |
13,346.22 |
13,432.68 |
13,383.18 |
S2 |
13,243.58 |
13,243.58 |
13,416.49 |
|
S3 |
13,067.02 |
13,169.66 |
13,400.31 |
|
S4 |
12,890.46 |
12,993.10 |
13,351.75 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,456.33 |
14,301.21 |
13,574.53 |
|
R3 |
14,062.16 |
13,907.04 |
13,466.14 |
|
R2 |
13,667.99 |
13,667.99 |
13,430.00 |
|
R1 |
13,512.87 |
13,512.87 |
13,393.87 |
13,393.35 |
PP |
13,273.82 |
13,273.82 |
13,273.82 |
13,214.06 |
S1 |
13,118.70 |
13,118.70 |
13,321.61 |
12,999.18 |
S2 |
12,879.65 |
12,879.65 |
13,285.48 |
|
S3 |
12,485.48 |
12,724.53 |
13,249.34 |
|
S4 |
12,091.31 |
12,330.36 |
13,140.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,494.06 |
13,034.78 |
459.28 |
3.4% |
205.88 |
1.5% |
90% |
True |
False |
|
10 |
13,494.06 |
13,034.78 |
459.28 |
3.4% |
169.95 |
1.3% |
90% |
True |
False |
|
20 |
13,695.82 |
12,517.94 |
1,177.88 |
8.8% |
217.19 |
1.6% |
79% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
208.14 |
1.5% |
62% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
182.04 |
1.4% |
62% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
164.98 |
1.2% |
62% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
150.99 |
1.1% |
62% |
False |
False |
|
120 |
14,021.95 |
12,082.13 |
1,939.82 |
14.4% |
142.96 |
1.1% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,244.44 |
2.618 |
13,956.29 |
1.618 |
13,779.73 |
1.000 |
13,670.62 |
0.618 |
13,603.17 |
HIGH |
13,494.06 |
0.618 |
13,426.61 |
0.500 |
13,405.78 |
0.382 |
13,384.95 |
LOW |
13,317.50 |
0.618 |
13,208.39 |
1.000 |
13,140.94 |
1.618 |
13,031.83 |
2.618 |
12,855.27 |
4.250 |
12,567.12 |
|
|
Fisher Pivots for day following 04-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,434.50 |
13,412.35 |
PP |
13,420.14 |
13,375.84 |
S1 |
13,405.78 |
13,339.33 |
|