| 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 |
6,156.5 |
6,110.5 |
-46.0 |
-0.7% |
5,996.0 |
| High |
6,157.5 |
6,187.0 |
29.5 |
0.5% |
6,185.0 |
| Low |
6,090.5 |
6,074.5 |
-16.0 |
-0.3% |
5,830.0 |
| Close |
6,129.5 |
6,176.5 |
47.0 |
0.8% |
6,137.0 |
| Range |
67.0 |
112.5 |
45.5 |
67.9% |
355.0 |
| ATR |
98.3 |
99.4 |
1.0 |
1.0% |
0.0 |
| Volume |
4,129 |
9,407 |
5,278 |
127.8% |
3,961 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,483.5 |
6,442.5 |
6,238.4 |
|
| R3 |
6,371.0 |
6,330.0 |
6,207.4 |
|
| R2 |
6,258.5 |
6,258.5 |
6,197.1 |
|
| R1 |
6,217.5 |
6,217.5 |
6,186.8 |
6,238.0 |
| PP |
6,146.0 |
6,146.0 |
6,146.0 |
6,156.3 |
| S1 |
6,105.0 |
6,105.0 |
6,166.2 |
6,125.5 |
| S2 |
6,033.5 |
6,033.5 |
6,155.9 |
|
| S3 |
5,921.0 |
5,992.5 |
6,145.6 |
|
| S4 |
5,808.5 |
5,880.0 |
6,114.6 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,115.7 |
6,981.3 |
6,332.3 |
|
| R3 |
6,760.7 |
6,626.3 |
6,234.6 |
|
| R2 |
6,405.7 |
6,405.7 |
6,202.1 |
|
| R1 |
6,271.3 |
6,271.3 |
6,169.5 |
6,338.5 |
| PP |
6,050.7 |
6,050.7 |
6,050.7 |
6,084.3 |
| S1 |
5,916.3 |
5,916.3 |
6,104.5 |
5,983.5 |
| S2 |
5,695.7 |
5,695.7 |
6,071.9 |
|
| S3 |
5,340.7 |
5,561.3 |
6,039.4 |
|
| S4 |
4,985.7 |
5,206.3 |
5,941.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,187.0 |
6,063.5 |
123.5 |
2.0% |
70.1 |
1.1% |
91% |
True |
False |
4,099 |
| 10 |
6,187.0 |
5,830.0 |
357.0 |
5.8% |
96.1 |
1.6% |
97% |
True |
False |
2,509 |
| 20 |
6,240.0 |
5,830.0 |
410.0 |
6.6% |
95.2 |
1.5% |
85% |
False |
False |
1,457 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.1% |
98.5 |
1.6% |
61% |
False |
False |
890 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.3% |
98.9 |
1.6% |
62% |
False |
False |
1,095 |
| 80 |
6,394.5 |
5,625.0 |
769.5 |
12.5% |
106.5 |
1.7% |
72% |
False |
False |
1,259 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.8% |
112.3 |
1.8% |
72% |
False |
False |
1,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,665.1 |
|
2.618 |
6,481.5 |
|
1.618 |
6,369.0 |
|
1.000 |
6,299.5 |
|
0.618 |
6,256.5 |
|
HIGH |
6,187.0 |
|
0.618 |
6,144.0 |
|
0.500 |
6,130.8 |
|
0.382 |
6,117.5 |
|
LOW |
6,074.5 |
|
0.618 |
6,005.0 |
|
1.000 |
5,962.0 |
|
1.618 |
5,892.5 |
|
2.618 |
5,780.0 |
|
4.250 |
5,596.4 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,161.3 |
6,161.3 |
| PP |
6,146.0 |
6,146.0 |
| S1 |
6,130.8 |
6,130.8 |
|