| 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 |
6,230.0 |
6,305.0 |
75.0 |
1.2% |
6,298.0 |
| High |
6,283.0 |
6,306.0 |
23.0 |
0.4% |
6,366.0 |
| Low |
6,188.0 |
6,254.0 |
66.0 |
1.1% |
6,188.0 |
| Close |
6,274.0 |
6,290.0 |
16.0 |
0.3% |
6,290.0 |
| Range |
95.0 |
52.0 |
-43.0 |
-45.3% |
178.0 |
| ATR |
124.0 |
118.9 |
-5.1 |
-4.1% |
0.0 |
| Volume |
21,975 |
9,381 |
-12,594 |
-57.3% |
74,402 |
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,439.3 |
6,416.7 |
6,318.6 |
|
| R3 |
6,387.3 |
6,364.7 |
6,304.3 |
|
| R2 |
6,335.3 |
6,335.3 |
6,299.5 |
|
| R1 |
6,312.7 |
6,312.7 |
6,294.8 |
6,298.0 |
| PP |
6,283.3 |
6,283.3 |
6,283.3 |
6,276.0 |
| S1 |
6,260.7 |
6,260.7 |
6,285.2 |
6,246.0 |
| S2 |
6,231.3 |
6,231.3 |
6,280.5 |
|
| S3 |
6,179.3 |
6,208.7 |
6,275.7 |
|
| S4 |
6,127.3 |
6,156.7 |
6,261.4 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,815.3 |
6,730.7 |
6,387.9 |
|
| R3 |
6,637.3 |
6,552.7 |
6,339.0 |
|
| R2 |
6,459.3 |
6,459.3 |
6,322.6 |
|
| R1 |
6,374.7 |
6,374.7 |
6,306.3 |
6,328.0 |
| PP |
6,281.3 |
6,281.3 |
6,281.3 |
6,258.0 |
| S1 |
6,196.7 |
6,196.7 |
6,273.7 |
6,150.0 |
| S2 |
6,103.3 |
6,103.3 |
6,257.4 |
|
| S3 |
5,925.3 |
6,018.7 |
6,241.1 |
|
| S4 |
5,747.3 |
5,840.7 |
6,192.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,366.0 |
6,135.0 |
231.0 |
3.7% |
93.4 |
1.5% |
67% |
False |
False |
20,110 |
| 10 |
6,366.0 |
6,017.0 |
349.0 |
5.5% |
82.8 |
1.3% |
78% |
False |
False |
22,007 |
| 20 |
6,366.0 |
5,535.0 |
831.0 |
13.2% |
106.9 |
1.7% |
91% |
False |
False |
29,641 |
| 40 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
87.9 |
1.4% |
82% |
False |
False |
27,338 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
76.8 |
1.2% |
82% |
False |
False |
28,503 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
67.9 |
1.1% |
82% |
False |
False |
21,729 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
58.2 |
0.9% |
82% |
False |
False |
17,403 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
51.6 |
0.8% |
82% |
False |
False |
14,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,527.0 |
|
2.618 |
6,442.1 |
|
1.618 |
6,390.1 |
|
1.000 |
6,358.0 |
|
0.618 |
6,338.1 |
|
HIGH |
6,306.0 |
|
0.618 |
6,286.1 |
|
0.500 |
6,280.0 |
|
0.382 |
6,273.9 |
|
LOW |
6,254.0 |
|
0.618 |
6,221.9 |
|
1.000 |
6,202.0 |
|
1.618 |
6,169.9 |
|
2.618 |
6,117.9 |
|
4.250 |
6,033.0 |
|
|
| Fisher Pivots for day following 07-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,286.7 |
6,285.7 |
| PP |
6,283.3 |
6,281.3 |
| S1 |
6,280.0 |
6,277.0 |
|