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 |
13,442.85 |
13,306.44 |
-136.41 |
-1.0% |
13,377.16 |
High |
13,443.17 |
13,398.71 |
-44.46 |
-0.3% |
13,428.95 |
Low |
13,248.24 |
13,274.82 |
26.58 |
0.2% |
13,034.78 |
Close |
13,305.47 |
13,363.35 |
57.88 |
0.4% |
13,357.74 |
Range |
194.93 |
123.89 |
-71.04 |
-36.4% |
394.17 |
ATR |
202.75 |
197.12 |
-5.63 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,717.30 |
13,664.21 |
13,431.49 |
|
R3 |
13,593.41 |
13,540.32 |
13,397.42 |
|
R2 |
13,469.52 |
13,469.52 |
13,386.06 |
|
R1 |
13,416.43 |
13,416.43 |
13,374.71 |
13,442.98 |
PP |
13,345.63 |
13,345.63 |
13,345.63 |
13,358.90 |
S1 |
13,292.54 |
13,292.54 |
13,351.99 |
13,319.09 |
S2 |
13,221.74 |
13,221.74 |
13,340.64 |
|
S3 |
13,097.85 |
13,168.65 |
13,329.28 |
|
S4 |
12,973.96 |
13,044.76 |
13,295.21 |
|
|
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 |
13,184.59 |
309.47 |
2.3% |
162.81 |
1.2% |
58% |
False |
False |
|
10 |
13,494.06 |
13,034.78 |
459.28 |
3.4% |
173.23 |
1.3% |
72% |
False |
False |
|
20 |
13,652.33 |
12,517.94 |
1,134.39 |
8.5% |
209.53 |
1.6% |
75% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
209.38 |
1.6% |
56% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
183.17 |
1.4% |
56% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
166.36 |
1.2% |
56% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
152.13 |
1.1% |
56% |
False |
False |
|
120 |
14,021.95 |
12,110.41 |
1,911.54 |
14.3% |
144.03 |
1.1% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,925.24 |
2.618 |
13,723.05 |
1.618 |
13,599.16 |
1.000 |
13,522.60 |
0.618 |
13,475.27 |
HIGH |
13,398.71 |
0.618 |
13,351.38 |
0.500 |
13,336.77 |
0.382 |
13,322.15 |
LOW |
13,274.82 |
0.618 |
13,198.26 |
1.000 |
13,150.93 |
1.618 |
13,074.37 |
2.618 |
12,950.48 |
4.250 |
12,748.29 |
|
|
Fisher Pivots for day following 06-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,354.49 |
13,371.15 |
PP |
13,345.63 |
13,368.55 |
S1 |
13,336.77 |
13,365.95 |
|