| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,564.0 |
2,622.0 |
58.0 |
2.3% |
2,633.0 |
| High |
2,615.0 |
2,703.0 |
88.0 |
3.4% |
2,667.0 |
| Low |
2,558.0 |
2,598.0 |
40.0 |
1.6% |
2,537.0 |
| Close |
2,601.0 |
2,697.0 |
96.0 |
3.7% |
2,616.0 |
| Range |
57.0 |
105.0 |
48.0 |
84.2% |
130.0 |
| ATR |
56.3 |
59.7 |
3.5 |
6.2% |
0.0 |
| Volume |
30,332 |
8,510 |
-21,822 |
-71.9% |
36,234 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,981.0 |
2,944.0 |
2,754.8 |
|
| R3 |
2,876.0 |
2,839.0 |
2,725.9 |
|
| R2 |
2,771.0 |
2,771.0 |
2,716.3 |
|
| R1 |
2,734.0 |
2,734.0 |
2,706.6 |
2,752.5 |
| PP |
2,666.0 |
2,666.0 |
2,666.0 |
2,675.3 |
| S1 |
2,629.0 |
2,629.0 |
2,687.4 |
2,647.5 |
| S2 |
2,561.0 |
2,561.0 |
2,677.8 |
|
| S3 |
2,456.0 |
2,524.0 |
2,668.1 |
|
| S4 |
2,351.0 |
2,419.0 |
2,639.3 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.7 |
2,936.3 |
2,687.5 |
|
| R3 |
2,866.7 |
2,806.3 |
2,651.8 |
|
| R2 |
2,736.7 |
2,736.7 |
2,639.8 |
|
| R1 |
2,676.3 |
2,676.3 |
2,627.9 |
2,641.5 |
| PP |
2,606.7 |
2,606.7 |
2,606.7 |
2,589.3 |
| S1 |
2,546.3 |
2,546.3 |
2,604.1 |
2,511.5 |
| S2 |
2,476.7 |
2,476.7 |
2,592.2 |
|
| S3 |
2,346.7 |
2,416.3 |
2,580.3 |
|
| S4 |
2,216.7 |
2,286.3 |
2,544.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,703.0 |
2,558.0 |
145.0 |
5.4% |
61.8 |
2.3% |
96% |
True |
False |
12,664 |
| 10 |
2,737.0 |
2,537.0 |
200.0 |
7.4% |
61.9 |
2.3% |
80% |
False |
False |
7,893 |
| 20 |
2,834.0 |
2,537.0 |
297.0 |
11.0% |
53.7 |
2.0% |
54% |
False |
False |
4,845 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
11.0% |
54.1 |
2.0% |
54% |
False |
False |
3,497 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
13.1% |
57.0 |
2.1% |
61% |
False |
False |
4,984 |
| 80 |
2,834.0 |
2,424.0 |
410.0 |
15.2% |
60.5 |
2.2% |
67% |
False |
False |
4,179 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
20.4% |
64.5 |
2.4% |
56% |
False |
False |
3,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,149.3 |
|
2.618 |
2,977.9 |
|
1.618 |
2,872.9 |
|
1.000 |
2,808.0 |
|
0.618 |
2,767.9 |
|
HIGH |
2,703.0 |
|
0.618 |
2,662.9 |
|
0.500 |
2,650.5 |
|
0.382 |
2,638.1 |
|
LOW |
2,598.0 |
|
0.618 |
2,533.1 |
|
1.000 |
2,493.0 |
|
1.618 |
2,428.1 |
|
2.618 |
2,323.1 |
|
4.250 |
2,151.8 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,681.5 |
2,674.8 |
| PP |
2,666.0 |
2,652.7 |
| S1 |
2,650.5 |
2,630.5 |
|