| 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 |
7,740.0 |
7,788.0 |
48.0 |
0.6% |
7,655.0 |
| High |
7,858.0 |
7,820.5 |
-37.5 |
-0.5% |
7,788.0 |
| Low |
7,703.5 |
7,683.0 |
-20.5 |
-0.3% |
7,460.0 |
| Close |
7,820.0 |
7,699.0 |
-121.0 |
-1.5% |
7,738.0 |
| Range |
154.5 |
137.5 |
-17.0 |
-11.0% |
328.0 |
| ATR |
136.7 |
136.7 |
0.1 |
0.0% |
0.0 |
| Volume |
1,786 |
1,049 |
-737 |
-41.3% |
5,240 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,146.7 |
8,060.3 |
7,774.6 |
|
| R3 |
8,009.2 |
7,922.8 |
7,736.8 |
|
| R2 |
7,871.7 |
7,871.7 |
7,724.2 |
|
| R1 |
7,785.3 |
7,785.3 |
7,711.6 |
7,759.8 |
| PP |
7,734.2 |
7,734.2 |
7,734.2 |
7,721.4 |
| S1 |
7,647.8 |
7,647.8 |
7,686.4 |
7,622.3 |
| S2 |
7,596.7 |
7,596.7 |
7,673.8 |
|
| S3 |
7,459.2 |
7,510.3 |
7,661.2 |
|
| S4 |
7,321.7 |
7,372.8 |
7,623.4 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,646.0 |
8,520.0 |
7,918.4 |
|
| R3 |
8,318.0 |
8,192.0 |
7,828.2 |
|
| R2 |
7,990.0 |
7,990.0 |
7,798.1 |
|
| R1 |
7,864.0 |
7,864.0 |
7,768.1 |
7,927.0 |
| PP |
7,662.0 |
7,662.0 |
7,662.0 |
7,693.5 |
| S1 |
7,536.0 |
7,536.0 |
7,707.9 |
7,599.0 |
| S2 |
7,334.0 |
7,334.0 |
7,677.9 |
|
| S3 |
7,006.0 |
7,208.0 |
7,647.8 |
|
| S4 |
6,678.0 |
6,880.0 |
7,557.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,858.0 |
7,523.5 |
334.5 |
4.3% |
117.8 |
1.5% |
52% |
False |
False |
1,118 |
| 10 |
7,858.0 |
7,460.0 |
398.0 |
5.2% |
115.0 |
1.5% |
60% |
False |
False |
1,013 |
| 20 |
7,858.0 |
7,307.0 |
551.0 |
7.2% |
129.6 |
1.7% |
71% |
False |
False |
1,107 |
| 40 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
137.2 |
1.8% |
39% |
False |
False |
836 |
| 60 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
129.0 |
1.7% |
39% |
False |
False |
719 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
117.3 |
1.5% |
39% |
False |
False |
777 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
104.2 |
1.4% |
39% |
False |
False |
659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,404.9 |
|
2.618 |
8,180.5 |
|
1.618 |
8,043.0 |
|
1.000 |
7,958.0 |
|
0.618 |
7,905.5 |
|
HIGH |
7,820.5 |
|
0.618 |
7,768.0 |
|
0.500 |
7,751.8 |
|
0.382 |
7,735.5 |
|
LOW |
7,683.0 |
|
0.618 |
7,598.0 |
|
1.000 |
7,545.5 |
|
1.618 |
7,460.5 |
|
2.618 |
7,323.0 |
|
4.250 |
7,098.6 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,751.8 |
7,770.5 |
| PP |
7,734.2 |
7,746.7 |
| S1 |
7,716.6 |
7,722.8 |
|