| 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 |
5,932.0 |
6,057.0 |
125.0 |
2.1% |
6,020.0 |
| High |
6,088.5 |
6,109.0 |
20.5 |
0.3% |
6,057.0 |
| Low |
5,876.0 |
6,052.5 |
176.5 |
3.0% |
5,836.5 |
| Close |
6,076.0 |
6,086.0 |
10.0 |
0.2% |
5,955.0 |
| Range |
212.5 |
56.5 |
-156.0 |
-73.4% |
220.5 |
| ATR |
119.3 |
114.9 |
-4.5 |
-3.8% |
0.0 |
| Volume |
187,157 |
110,836 |
-76,321 |
-40.8% |
738,049 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,252.0 |
6,225.5 |
6,117.1 |
|
| R3 |
6,195.5 |
6,169.0 |
6,101.5 |
|
| R2 |
6,139.0 |
6,139.0 |
6,096.4 |
|
| R1 |
6,112.5 |
6,112.5 |
6,091.2 |
6,125.8 |
| PP |
6,082.5 |
6,082.5 |
6,082.5 |
6,089.1 |
| S1 |
6,056.0 |
6,056.0 |
6,080.8 |
6,069.3 |
| S2 |
6,026.0 |
6,026.0 |
6,075.6 |
|
| S3 |
5,969.5 |
5,999.5 |
6,070.5 |
|
| S4 |
5,913.0 |
5,943.0 |
6,054.9 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,611.0 |
6,503.5 |
6,076.3 |
|
| R3 |
6,390.5 |
6,283.0 |
6,015.6 |
|
| R2 |
6,170.0 |
6,170.0 |
5,995.4 |
|
| R1 |
6,062.5 |
6,062.5 |
5,975.2 |
6,006.0 |
| PP |
5,949.5 |
5,949.5 |
5,949.5 |
5,921.3 |
| S1 |
5,842.0 |
5,842.0 |
5,934.8 |
5,785.5 |
| S2 |
5,729.0 |
5,729.0 |
5,914.6 |
|
| S3 |
5,508.5 |
5,621.5 |
5,894.4 |
|
| S4 |
5,288.0 |
5,401.0 |
5,833.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,109.0 |
5,816.0 |
293.0 |
4.8% |
126.3 |
2.1% |
92% |
True |
False |
123,925 |
| 10 |
6,109.0 |
5,816.0 |
293.0 |
4.8% |
112.5 |
1.8% |
92% |
True |
False |
119,105 |
| 20 |
6,391.5 |
5,816.0 |
575.5 |
9.5% |
108.2 |
1.8% |
47% |
False |
False |
124,474 |
| 40 |
6,391.5 |
5,816.0 |
575.5 |
9.5% |
109.0 |
1.8% |
47% |
False |
False |
124,570 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.6% |
111.9 |
1.8% |
48% |
False |
False |
123,016 |
| 80 |
6,391.5 |
5,615.0 |
776.5 |
12.8% |
120.5 |
2.0% |
61% |
False |
False |
92,556 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
13.1% |
125.0 |
2.1% |
62% |
False |
False |
74,136 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
13.1% |
114.1 |
1.9% |
62% |
False |
False |
62,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,349.1 |
|
2.618 |
6,256.9 |
|
1.618 |
6,200.4 |
|
1.000 |
6,165.5 |
|
0.618 |
6,143.9 |
|
HIGH |
6,109.0 |
|
0.618 |
6,087.4 |
|
0.500 |
6,080.8 |
|
0.382 |
6,074.1 |
|
LOW |
6,052.5 |
|
0.618 |
6,017.6 |
|
1.000 |
5,996.0 |
|
1.618 |
5,961.1 |
|
2.618 |
5,904.6 |
|
4.250 |
5,812.4 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,084.3 |
6,044.8 |
| PP |
6,082.5 |
6,003.7 |
| S1 |
6,080.8 |
5,962.5 |
|