| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,754.0 |
2,718.0 |
-36.0 |
-1.3% |
2,648.0 |
| High |
2,755.0 |
2,761.0 |
6.0 |
0.2% |
2,773.0 |
| Low |
2,710.0 |
2,703.0 |
-7.0 |
-0.3% |
2,569.0 |
| Close |
2,729.0 |
2,755.0 |
26.0 |
1.0% |
2,744.0 |
| Range |
45.0 |
58.0 |
13.0 |
28.9% |
204.0 |
| ATR |
58.5 |
58.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
0 |
1,193,010 |
1,193,010 |
|
5,509,334 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.7 |
2,892.3 |
2,786.9 |
|
| R3 |
2,855.7 |
2,834.3 |
2,771.0 |
|
| R2 |
2,797.7 |
2,797.7 |
2,765.6 |
|
| R1 |
2,776.3 |
2,776.3 |
2,760.3 |
2,787.0 |
| PP |
2,739.7 |
2,739.7 |
2,739.7 |
2,745.0 |
| S1 |
2,718.3 |
2,718.3 |
2,749.7 |
2,729.0 |
| S2 |
2,681.7 |
2,681.7 |
2,744.4 |
|
| S3 |
2,623.7 |
2,660.3 |
2,739.1 |
|
| S4 |
2,565.7 |
2,602.3 |
2,723.1 |
|
|
| 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 |
2,695.0 |
78.0 |
2.8% |
43.2 |
1.6% |
77% |
False |
False |
792,895 |
| 10 |
2,773.0 |
2,569.0 |
204.0 |
7.4% |
55.9 |
2.0% |
91% |
False |
False |
968,643 |
| 20 |
2,773.0 |
2,552.0 |
221.0 |
8.0% |
56.1 |
2.0% |
92% |
False |
False |
1,024,181 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
10.8% |
59.0 |
2.1% |
68% |
False |
False |
1,065,991 |
| 60 |
2,849.0 |
2,492.0 |
357.0 |
13.0% |
60.8 |
2.2% |
74% |
False |
False |
1,146,088 |
| 80 |
2,849.0 |
2,432.0 |
417.0 |
15.1% |
65.5 |
2.4% |
77% |
False |
False |
887,520 |
| 100 |
2,915.0 |
2,350.0 |
565.0 |
20.5% |
71.8 |
2.6% |
72% |
False |
False |
710,381 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.8% |
66.2 |
2.4% |
67% |
False |
False |
592,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,007.5 |
|
2.618 |
2,912.8 |
|
1.618 |
2,854.8 |
|
1.000 |
2,819.0 |
|
0.618 |
2,796.8 |
|
HIGH |
2,761.0 |
|
0.618 |
2,738.8 |
|
0.500 |
2,732.0 |
|
0.382 |
2,725.2 |
|
LOW |
2,703.0 |
|
0.618 |
2,667.2 |
|
1.000 |
2,645.0 |
|
1.618 |
2,609.2 |
|
2.618 |
2,551.2 |
|
4.250 |
2,456.5 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.3 |
2,748.7 |
| PP |
2,739.7 |
2,742.3 |
| S1 |
2,732.0 |
2,736.0 |
|