Trading Metrics calculated at close of trading on 05-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,358.39 |
13,442.85 |
84.46 |
0.6% |
13,377.16 |
High |
13,494.06 |
13,443.17 |
-50.89 |
-0.4% |
13,428.95 |
Low |
13,317.50 |
13,248.24 |
-69.26 |
-0.5% |
13,034.78 |
Close |
13,448.86 |
13,305.47 |
-143.39 |
-1.1% |
13,357.74 |
Range |
176.56 |
194.93 |
18.37 |
10.4% |
394.17 |
ATR |
202.92 |
202.75 |
-0.16 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,917.08 |
13,806.21 |
13,412.68 |
|
R3 |
13,722.15 |
13,611.28 |
13,359.08 |
|
R2 |
13,527.22 |
13,527.22 |
13,341.21 |
|
R1 |
13,416.35 |
13,416.35 |
13,323.34 |
13,374.32 |
PP |
13,332.29 |
13,332.29 |
13,332.29 |
13,311.28 |
S1 |
13,221.42 |
13,221.42 |
13,287.60 |
13,179.39 |
S2 |
13,137.36 |
13,137.36 |
13,269.73 |
|
S3 |
12,942.43 |
13,026.49 |
13,251.86 |
|
S4 |
12,747.50 |
12,831.56 |
13,198.26 |
|
|
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 |
13,043.07 |
450.99 |
3.4% |
188.10 |
1.4% |
58% |
False |
False |
|
10 |
13,494.06 |
13,034.78 |
459.28 |
3.5% |
176.83 |
1.3% |
59% |
False |
False |
|
20 |
13,695.82 |
12,517.94 |
1,177.88 |
8.9% |
213.89 |
1.6% |
67% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
209.19 |
1.6% |
52% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
183.68 |
1.4% |
52% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
165.89 |
1.2% |
52% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
152.09 |
1.1% |
52% |
False |
False |
|
120 |
14,021.95 |
12,082.13 |
1,939.82 |
14.6% |
143.90 |
1.1% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,271.62 |
2.618 |
13,953.50 |
1.618 |
13,758.57 |
1.000 |
13,638.10 |
0.618 |
13,563.64 |
HIGH |
13,443.17 |
0.618 |
13,368.71 |
0.500 |
13,345.71 |
0.382 |
13,322.70 |
LOW |
13,248.24 |
0.618 |
13,127.77 |
1.000 |
13,053.31 |
1.618 |
12,932.84 |
2.618 |
12,737.91 |
4.250 |
12,419.79 |
|
|
Fisher Pivots for day following 05-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,345.71 |
13,367.45 |
PP |
13,332.29 |
13,346.79 |
S1 |
13,318.88 |
13,326.13 |
|