| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,768.0 |
2,754.0 |
-14.0 |
-0.5% |
2,648.0 |
| High |
2,769.0 |
2,755.0 |
-14.0 |
-0.5% |
2,773.0 |
| Low |
2,748.0 |
2,710.0 |
-38.0 |
-1.4% |
2,569.0 |
| Close |
2,752.0 |
2,729.0 |
-23.0 |
-0.8% |
2,744.0 |
| Range |
21.0 |
45.0 |
24.0 |
114.3% |
204.0 |
| ATR |
59.5 |
58.5 |
-1.0 |
-1.7% |
0.0 |
| Volume |
351,503 |
0 |
-351,503 |
-100.0% |
5,509,334 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,866.3 |
2,842.7 |
2,753.8 |
|
| R3 |
2,821.3 |
2,797.7 |
2,741.4 |
|
| R2 |
2,776.3 |
2,776.3 |
2,737.3 |
|
| R1 |
2,752.7 |
2,752.7 |
2,733.1 |
2,742.0 |
| PP |
2,731.3 |
2,731.3 |
2,731.3 |
2,726.0 |
| S1 |
2,707.7 |
2,707.7 |
2,724.9 |
2,697.0 |
| S2 |
2,686.3 |
2,686.3 |
2,720.8 |
|
| S3 |
2,641.3 |
2,662.7 |
2,716.6 |
|
| S4 |
2,596.3 |
2,617.7 |
2,704.3 |
|
|
| 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 |
2,610.0 |
163.0 |
6.0% |
53.4 |
2.0% |
73% |
False |
False |
889,725 |
| 10 |
2,773.0 |
2,552.0 |
221.0 |
8.1% |
57.2 |
2.1% |
80% |
False |
False |
1,003,021 |
| 20 |
2,795.0 |
2,552.0 |
243.0 |
8.9% |
57.4 |
2.1% |
73% |
False |
False |
1,030,667 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
10.9% |
58.8 |
2.2% |
60% |
False |
False |
1,062,771 |
| 60 |
2,849.0 |
2,492.0 |
357.0 |
13.1% |
61.4 |
2.2% |
66% |
False |
False |
1,143,657 |
| 80 |
2,849.0 |
2,432.0 |
417.0 |
15.3% |
65.7 |
2.4% |
71% |
False |
False |
872,620 |
| 100 |
2,915.0 |
2,350.0 |
565.0 |
20.7% |
71.7 |
2.6% |
67% |
False |
False |
698,457 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
66.1 |
2.4% |
63% |
False |
False |
582,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,946.3 |
|
2.618 |
2,872.8 |
|
1.618 |
2,827.8 |
|
1.000 |
2,800.0 |
|
0.618 |
2,782.8 |
|
HIGH |
2,755.0 |
|
0.618 |
2,737.8 |
|
0.500 |
2,732.5 |
|
0.382 |
2,727.2 |
|
LOW |
2,710.0 |
|
0.618 |
2,682.2 |
|
1.000 |
2,665.0 |
|
1.618 |
2,637.2 |
|
2.618 |
2,592.2 |
|
4.250 |
2,518.8 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.5 |
2,741.5 |
| PP |
2,731.3 |
2,737.3 |
| S1 |
2,730.2 |
2,733.2 |
|