| 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 |
2,733.0 |
2,701.0 |
-32.0 |
-1.2% |
2,636.0 |
| High |
2,733.0 |
2,745.0 |
12.0 |
0.4% |
2,758.0 |
| Low |
2,698.0 |
2,690.0 |
-8.0 |
-0.3% |
2,558.0 |
| Close |
2,714.0 |
2,740.0 |
26.0 |
1.0% |
2,729.0 |
| Range |
35.0 |
55.0 |
20.0 |
57.1% |
200.0 |
| ATR |
54.3 |
54.4 |
0.0 |
0.1% |
0.0 |
| Volume |
69,627 |
61,051 |
-8,576 |
-12.3% |
84,218 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.0 |
2,870.0 |
2,770.3 |
|
| R3 |
2,835.0 |
2,815.0 |
2,755.1 |
|
| R2 |
2,780.0 |
2,780.0 |
2,750.1 |
|
| R1 |
2,760.0 |
2,760.0 |
2,745.0 |
2,770.0 |
| PP |
2,725.0 |
2,725.0 |
2,725.0 |
2,730.0 |
| S1 |
2,705.0 |
2,705.0 |
2,735.0 |
2,715.0 |
| S2 |
2,670.0 |
2,670.0 |
2,729.9 |
|
| S3 |
2,615.0 |
2,650.0 |
2,724.9 |
|
| S4 |
2,560.0 |
2,595.0 |
2,709.8 |
|
|
| 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 |
2,681.0 |
77.0 |
2.8% |
38.8 |
1.4% |
77% |
False |
False |
40,371 |
| 10 |
2,758.0 |
2,558.0 |
200.0 |
7.3% |
50.3 |
1.8% |
91% |
False |
False |
26,518 |
| 20 |
2,758.0 |
2,537.0 |
221.0 |
8.1% |
51.4 |
1.9% |
92% |
False |
False |
14,826 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.8% |
54.0 |
2.0% |
68% |
False |
False |
8,175 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.9% |
54.9 |
2.0% |
73% |
False |
False |
6,903 |
| 80 |
2,834.0 |
2,424.0 |
410.0 |
15.0% |
58.4 |
2.1% |
77% |
False |
False |
6,665 |
| 100 |
2,874.0 |
2,387.0 |
487.0 |
17.8% |
64.3 |
2.3% |
72% |
False |
False |
5,485 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
20.1% |
56.9 |
2.1% |
64% |
False |
False |
4,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.8 |
|
2.618 |
2,889.0 |
|
1.618 |
2,834.0 |
|
1.000 |
2,800.0 |
|
0.618 |
2,779.0 |
|
HIGH |
2,745.0 |
|
0.618 |
2,724.0 |
|
0.500 |
2,717.5 |
|
0.382 |
2,711.0 |
|
LOW |
2,690.0 |
|
0.618 |
2,656.0 |
|
1.000 |
2,635.0 |
|
1.618 |
2,601.0 |
|
2.618 |
2,546.0 |
|
4.250 |
2,456.3 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.5 |
2,733.8 |
| PP |
2,725.0 |
2,727.7 |
| S1 |
2,717.5 |
2,721.5 |
|