| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,773.25 |
1,820.50 |
47.25 |
2.7% |
1,824.75 |
| High |
1,825.00 |
1,841.25 |
16.25 |
0.9% |
1,842.75 |
| Low |
1,770.50 |
1,813.00 |
42.50 |
2.4% |
1,744.00 |
| Close |
1,820.00 |
1,837.25 |
17.25 |
0.9% |
1,789.25 |
| Range |
54.50 |
28.25 |
-26.25 |
-48.2% |
98.75 |
| ATR |
38.48 |
37.75 |
-0.73 |
-1.9% |
0.00 |
| Volume |
389,294 |
250,865 |
-138,429 |
-35.6% |
1,664,513 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.25 |
1,904.50 |
1,852.75 |
|
| R3 |
1,887.00 |
1,876.25 |
1,845.00 |
|
| R2 |
1,858.75 |
1,858.75 |
1,842.50 |
|
| R1 |
1,848.00 |
1,848.00 |
1,839.75 |
1,853.50 |
| PP |
1,830.50 |
1,830.50 |
1,830.50 |
1,833.25 |
| S1 |
1,819.75 |
1,819.75 |
1,834.75 |
1,825.00 |
| S2 |
1,802.25 |
1,802.25 |
1,832.00 |
|
| S3 |
1,774.00 |
1,791.50 |
1,829.50 |
|
| S4 |
1,745.75 |
1,763.25 |
1,821.75 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.25 |
2,037.50 |
1,843.50 |
|
| R3 |
1,989.50 |
1,938.75 |
1,816.50 |
|
| R2 |
1,890.75 |
1,890.75 |
1,807.25 |
|
| R1 |
1,840.00 |
1,840.00 |
1,798.25 |
1,816.00 |
| PP |
1,792.00 |
1,792.00 |
1,792.00 |
1,780.00 |
| S1 |
1,741.25 |
1,741.25 |
1,780.25 |
1,717.25 |
| S2 |
1,693.25 |
1,693.25 |
1,771.25 |
|
| S3 |
1,594.50 |
1,642.50 |
1,762.00 |
|
| S4 |
1,495.75 |
1,543.75 |
1,735.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,841.25 |
1,744.00 |
97.25 |
5.3% |
39.50 |
2.2% |
96% |
True |
False |
329,760 |
| 10 |
1,842.75 |
1,744.00 |
98.75 |
5.4% |
38.00 |
2.1% |
94% |
False |
False |
318,550 |
| 20 |
1,918.00 |
1,744.00 |
174.00 |
9.5% |
37.00 |
2.0% |
54% |
False |
False |
314,376 |
| 40 |
1,918.00 |
1,744.00 |
174.00 |
9.5% |
36.25 |
2.0% |
54% |
False |
False |
310,467 |
| 60 |
1,941.00 |
1,698.00 |
243.00 |
13.2% |
38.50 |
2.1% |
57% |
False |
False |
313,576 |
| 80 |
1,980.00 |
1,698.00 |
282.00 |
15.3% |
42.75 |
2.3% |
49% |
False |
False |
235,504 |
| 100 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
44.25 |
2.4% |
39% |
False |
False |
188,456 |
| 120 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
40.00 |
2.2% |
39% |
False |
False |
157,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,961.25 |
|
2.618 |
1,915.25 |
|
1.618 |
1,887.00 |
|
1.000 |
1,869.50 |
|
0.618 |
1,858.75 |
|
HIGH |
1,841.25 |
|
0.618 |
1,830.50 |
|
0.500 |
1,827.00 |
|
0.382 |
1,823.75 |
|
LOW |
1,813.00 |
|
0.618 |
1,795.50 |
|
1.000 |
1,784.75 |
|
1.618 |
1,767.25 |
|
2.618 |
1,739.00 |
|
4.250 |
1,693.00 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,834.00 |
1,824.00 |
| PP |
1,830.50 |
1,811.00 |
| S1 |
1,827.00 |
1,798.00 |
|