| Trading Metrics calculated at close of trading on 03-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
03-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,273.0 |
6,343.0 |
70.0 |
1.1% |
6,217.0 |
| High |
6,339.0 |
6,350.0 |
11.0 |
0.2% |
6,339.0 |
| Low |
6,230.0 |
6,318.5 |
88.5 |
1.4% |
6,070.5 |
| Close |
6,315.5 |
6,328.5 |
13.0 |
0.2% |
6,315.5 |
| Range |
109.0 |
31.5 |
-77.5 |
-71.1% |
268.5 |
| ATR |
126.6 |
120.0 |
-6.6 |
-5.2% |
0.0 |
| Volume |
102,934 |
120,006 |
17,072 |
16.6% |
383,571 |
|
| Daily Pivots for day following 03-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,427.0 |
6,409.0 |
6,346.0 |
|
| R3 |
6,395.5 |
6,377.5 |
6,337.0 |
|
| R2 |
6,364.0 |
6,364.0 |
6,334.5 |
|
| R1 |
6,346.0 |
6,346.0 |
6,331.5 |
6,339.0 |
| PP |
6,332.5 |
6,332.5 |
6,332.5 |
6,329.0 |
| S1 |
6,314.5 |
6,314.5 |
6,325.5 |
6,308.0 |
| S2 |
6,301.0 |
6,301.0 |
6,322.5 |
|
| S3 |
6,269.5 |
6,283.0 |
6,320.0 |
|
| S4 |
6,238.0 |
6,251.5 |
6,311.0 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,047.0 |
6,950.0 |
6,463.0 |
|
| R3 |
6,778.5 |
6,681.5 |
6,389.5 |
|
| R2 |
6,510.0 |
6,510.0 |
6,364.5 |
|
| R1 |
6,413.0 |
6,413.0 |
6,340.0 |
6,461.5 |
| PP |
6,241.5 |
6,241.5 |
6,241.5 |
6,266.0 |
| S1 |
6,144.5 |
6,144.5 |
6,291.0 |
6,193.0 |
| S2 |
5,973.0 |
5,973.0 |
6,266.5 |
|
| S3 |
5,704.5 |
5,876.0 |
6,241.5 |
|
| S4 |
5,436.0 |
5,607.5 |
6,168.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,350.0 |
6,070.5 |
279.5 |
4.4% |
96.5 |
1.5% |
92% |
True |
False |
100,715 |
| 10 |
6,350.0 |
6,050.5 |
299.5 |
4.7% |
92.0 |
1.5% |
93% |
True |
False |
94,357 |
| 20 |
6,425.0 |
5,840.0 |
585.0 |
9.2% |
122.0 |
1.9% |
84% |
False |
False |
132,815 |
| 40 |
6,772.0 |
5,840.0 |
932.0 |
14.7% |
110.5 |
1.7% |
52% |
False |
False |
125,572 |
| 60 |
6,796.0 |
5,840.0 |
956.0 |
15.1% |
95.0 |
1.5% |
51% |
False |
False |
118,307 |
| 80 |
6,796.0 |
5,840.0 |
956.0 |
15.1% |
84.5 |
1.3% |
51% |
False |
False |
90,166 |
| 100 |
6,796.0 |
5,840.0 |
956.0 |
15.1% |
74.5 |
1.2% |
51% |
False |
False |
72,154 |
| 120 |
6,796.0 |
5,840.0 |
956.0 |
15.1% |
69.0 |
1.1% |
51% |
False |
False |
60,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,484.0 |
|
2.618 |
6,432.5 |
|
1.618 |
6,401.0 |
|
1.000 |
6,381.5 |
|
0.618 |
6,369.5 |
|
HIGH |
6,350.0 |
|
0.618 |
6,338.0 |
|
0.500 |
6,334.0 |
|
0.382 |
6,330.5 |
|
LOW |
6,318.5 |
|
0.618 |
6,299.0 |
|
1.000 |
6,287.0 |
|
1.618 |
6,267.5 |
|
2.618 |
6,236.0 |
|
4.250 |
6,184.5 |
|
|
| Fisher Pivots for day following 03-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,334.0 |
6,300.0 |
| PP |
6,332.5 |
6,271.0 |
| S1 |
6,330.5 |
6,242.5 |
|