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 |
13,306.44 |
13,360.74 |
54.30 |
0.4% |
13,358.39 |
High |
13,398.71 |
13,360.83 |
-37.88 |
-0.3% |
13,494.06 |
Low |
13,274.82 |
13,082.17 |
-192.65 |
-1.5% |
13,082.17 |
Close |
13,363.35 |
13,113.38 |
-249.97 |
-1.9% |
13,113.38 |
Range |
123.89 |
278.66 |
154.77 |
124.9% |
411.89 |
ATR |
197.12 |
203.13 |
6.00 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,021.44 |
13,846.07 |
13,266.64 |
|
R3 |
13,742.78 |
13,567.41 |
13,190.01 |
|
R2 |
13,464.12 |
13,464.12 |
13,164.47 |
|
R1 |
13,288.75 |
13,288.75 |
13,138.92 |
13,237.11 |
PP |
13,185.46 |
13,185.46 |
13,185.46 |
13,159.64 |
S1 |
13,010.09 |
13,010.09 |
13,087.84 |
12,958.45 |
S2 |
12,906.80 |
12,906.80 |
13,062.29 |
|
S3 |
12,628.14 |
12,731.43 |
13,036.75 |
|
S4 |
12,349.48 |
12,452.77 |
12,960.12 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,465.54 |
14,201.35 |
13,339.92 |
|
R3 |
14,053.65 |
13,789.46 |
13,226.65 |
|
R2 |
13,641.76 |
13,641.76 |
13,188.89 |
|
R1 |
13,377.57 |
13,377.57 |
13,151.14 |
13,303.72 |
PP |
13,229.87 |
13,229.87 |
13,229.87 |
13,192.95 |
S1 |
12,965.68 |
12,965.68 |
13,075.62 |
12,891.83 |
S2 |
12,817.98 |
12,817.98 |
13,037.87 |
|
S3 |
12,406.09 |
12,553.79 |
13,000.11 |
|
S4 |
11,994.20 |
12,141.90 |
12,886.84 |
|
|
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 |
13,082.17 |
411.89 |
3.1% |
192.43 |
1.5% |
8% |
False |
True |
|
10 |
13,494.06 |
13,034.78 |
459.28 |
3.5% |
188.15 |
1.4% |
17% |
False |
False |
|
20 |
13,494.06 |
12,517.94 |
976.12 |
7.4% |
204.38 |
1.6% |
61% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
209.08 |
1.6% |
40% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
184.52 |
1.4% |
40% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
168.07 |
1.3% |
40% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
154.09 |
1.2% |
40% |
False |
False |
|
120 |
14,021.95 |
12,213.11 |
1,808.84 |
13.8% |
145.32 |
1.1% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,545.14 |
2.618 |
14,090.36 |
1.618 |
13,811.70 |
1.000 |
13,639.49 |
0.618 |
13,533.04 |
HIGH |
13,360.83 |
0.618 |
13,254.38 |
0.500 |
13,221.50 |
0.382 |
13,188.62 |
LOW |
13,082.17 |
0.618 |
12,909.96 |
1.000 |
12,803.51 |
1.618 |
12,631.30 |
2.618 |
12,352.64 |
4.250 |
11,897.87 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,221.50 |
13,262.67 |
PP |
13,185.46 |
13,212.91 |
S1 |
13,149.42 |
13,163.14 |
|