| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,684.0 |
2,712.0 |
28.0 |
1.0% |
2,636.0 |
| High |
2,716.0 |
2,758.0 |
42.0 |
1.5% |
2,758.0 |
| Low |
2,681.0 |
2,705.0 |
24.0 |
0.9% |
2,558.0 |
| Close |
2,701.0 |
2,729.0 |
28.0 |
1.0% |
2,729.0 |
| Range |
35.0 |
53.0 |
18.0 |
51.4% |
200.0 |
| ATR |
58.0 |
57.9 |
-0.1 |
-0.1% |
0.0 |
| Volume |
25,798 |
18,701 |
-7,097 |
-27.5% |
84,218 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.7 |
2,862.3 |
2,758.2 |
|
| R3 |
2,836.7 |
2,809.3 |
2,743.6 |
|
| R2 |
2,783.7 |
2,783.7 |
2,738.7 |
|
| R1 |
2,756.3 |
2,756.3 |
2,733.9 |
2,770.0 |
| PP |
2,730.7 |
2,730.7 |
2,730.7 |
2,737.5 |
| S1 |
2,703.3 |
2,703.3 |
2,724.1 |
2,717.0 |
| S2 |
2,677.7 |
2,677.7 |
2,719.3 |
|
| S3 |
2,624.7 |
2,650.3 |
2,714.4 |
|
| S4 |
2,571.7 |
2,597.3 |
2,699.9 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,281.7 |
3,205.3 |
2,839.0 |
|
| R3 |
3,081.7 |
3,005.3 |
2,784.0 |
|
| R2 |
2,881.7 |
2,881.7 |
2,765.7 |
|
| R1 |
2,805.3 |
2,805.3 |
2,747.3 |
2,843.5 |
| PP |
2,681.7 |
2,681.7 |
2,681.7 |
2,700.8 |
| S1 |
2,605.3 |
2,605.3 |
2,710.7 |
2,643.5 |
| S2 |
2,481.7 |
2,481.7 |
2,692.3 |
|
| S3 |
2,281.7 |
2,405.3 |
2,674.0 |
|
| S4 |
2,081.7 |
2,205.3 |
2,619.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,758.0 |
2,558.0 |
200.0 |
7.3% |
59.2 |
2.2% |
86% |
True |
False |
16,843 |
| 10 |
2,758.0 |
2,537.0 |
221.0 |
8.1% |
56.4 |
2.1% |
87% |
True |
False |
12,045 |
| 20 |
2,825.0 |
2,537.0 |
288.0 |
10.6% |
52.9 |
1.9% |
67% |
False |
False |
7,027 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.9% |
54.2 |
2.0% |
65% |
False |
False |
4,308 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.9% |
56.0 |
2.1% |
70% |
False |
False |
5,365 |
| 80 |
2,834.0 |
2,424.0 |
410.0 |
15.0% |
59.5 |
2.2% |
74% |
False |
False |
4,720 |
| 100 |
2,909.0 |
2,387.0 |
522.0 |
19.1% |
64.2 |
2.4% |
66% |
False |
False |
3,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.3 |
|
2.618 |
2,896.8 |
|
1.618 |
2,843.8 |
|
1.000 |
2,811.0 |
|
0.618 |
2,790.8 |
|
HIGH |
2,758.0 |
|
0.618 |
2,737.8 |
|
0.500 |
2,731.5 |
|
0.382 |
2,725.2 |
|
LOW |
2,705.0 |
|
0.618 |
2,672.2 |
|
1.000 |
2,652.0 |
|
1.618 |
2,619.2 |
|
2.618 |
2,566.2 |
|
4.250 |
2,479.8 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,731.5 |
2,712.0 |
| PP |
2,730.7 |
2,695.0 |
| S1 |
2,729.8 |
2,678.0 |
|