| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,695.0 |
2,722.0 |
27.0 |
1.0% |
2,648.0 |
| High |
2,731.0 |
2,773.0 |
42.0 |
1.5% |
2,773.0 |
| Low |
2,695.0 |
2,717.0 |
22.0 |
0.8% |
2,569.0 |
| Close |
2,716.0 |
2,744.0 |
28.0 |
1.0% |
2,744.0 |
| Range |
36.0 |
56.0 |
20.0 |
55.6% |
204.0 |
| ATR |
62.6 |
62.2 |
-0.4 |
-0.6% |
0.0 |
| Volume |
1,061,843 |
1,358,119 |
296,276 |
27.9% |
5,509,334 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.7 |
2,884.3 |
2,774.8 |
|
| R3 |
2,856.7 |
2,828.3 |
2,759.4 |
|
| R2 |
2,800.7 |
2,800.7 |
2,754.3 |
|
| R1 |
2,772.3 |
2,772.3 |
2,749.1 |
2,786.5 |
| PP |
2,744.7 |
2,744.7 |
2,744.7 |
2,751.8 |
| S1 |
2,716.3 |
2,716.3 |
2,738.9 |
2,730.5 |
| S2 |
2,688.7 |
2,688.7 |
2,733.7 |
|
| S3 |
2,632.7 |
2,660.3 |
2,728.6 |
|
| S4 |
2,576.7 |
2,604.3 |
2,713.2 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,307.3 |
3,229.7 |
2,856.2 |
|
| R3 |
3,103.3 |
3,025.7 |
2,800.1 |
|
| R2 |
2,899.3 |
2,899.3 |
2,781.4 |
|
| R1 |
2,821.7 |
2,821.7 |
2,762.7 |
2,860.5 |
| PP |
2,695.3 |
2,695.3 |
2,695.3 |
2,714.8 |
| S1 |
2,617.7 |
2,617.7 |
2,725.3 |
2,656.5 |
| S2 |
2,491.3 |
2,491.3 |
2,706.6 |
|
| S3 |
2,287.3 |
2,413.7 |
2,687.9 |
|
| S4 |
2,083.3 |
2,209.7 |
2,631.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,773.0 |
2,569.0 |
204.0 |
7.4% |
63.8 |
2.3% |
86% |
True |
False |
1,101,866 |
| 10 |
2,773.0 |
2,552.0 |
221.0 |
8.1% |
61.3 |
2.2% |
87% |
True |
False |
1,196,063 |
| 20 |
2,840.0 |
2,552.0 |
288.0 |
10.5% |
57.8 |
2.1% |
67% |
False |
False |
1,093,533 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
10.8% |
59.5 |
2.2% |
65% |
False |
False |
1,104,710 |
| 60 |
2,849.0 |
2,492.0 |
357.0 |
13.0% |
61.8 |
2.3% |
71% |
False |
False |
1,146,938 |
| 80 |
2,849.0 |
2,432.0 |
417.0 |
15.2% |
67.7 |
2.5% |
75% |
False |
False |
868,249 |
| 100 |
2,950.0 |
2,350.0 |
600.0 |
21.9% |
72.2 |
2.6% |
66% |
False |
False |
694,985 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.9% |
66.0 |
2.4% |
66% |
False |
False |
579,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,011.0 |
|
2.618 |
2,919.6 |
|
1.618 |
2,863.6 |
|
1.000 |
2,829.0 |
|
0.618 |
2,807.6 |
|
HIGH |
2,773.0 |
|
0.618 |
2,751.6 |
|
0.500 |
2,745.0 |
|
0.382 |
2,738.4 |
|
LOW |
2,717.0 |
|
0.618 |
2,682.4 |
|
1.000 |
2,661.0 |
|
1.618 |
2,626.4 |
|
2.618 |
2,570.4 |
|
4.250 |
2,479.0 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,745.0 |
2,726.5 |
| PP |
2,744.7 |
2,709.0 |
| S1 |
2,744.3 |
2,691.5 |
|