| 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 |
1,771.75 |
1,819.00 |
47.25 |
2.7% |
1,827.00 |
| High |
1,822.00 |
1,838.00 |
16.00 |
0.9% |
1,839.75 |
| Low |
1,769.75 |
1,811.00 |
41.25 |
2.3% |
1,741.00 |
| Close |
1,817.50 |
1,834.75 |
17.25 |
0.9% |
1,786.75 |
| Range |
52.25 |
27.00 |
-25.25 |
-48.3% |
98.75 |
| ATR |
37.37 |
36.63 |
-0.74 |
-2.0% |
0.00 |
| Volume |
930 |
1,382 |
452 |
48.6% |
3,359 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,909.00 |
1,898.75 |
1,849.50 |
|
| R3 |
1,882.00 |
1,871.75 |
1,842.25 |
|
| R2 |
1,855.00 |
1,855.00 |
1,839.75 |
|
| R1 |
1,844.75 |
1,844.75 |
1,837.25 |
1,850.00 |
| PP |
1,828.00 |
1,828.00 |
1,828.00 |
1,830.50 |
| S1 |
1,817.75 |
1,817.75 |
1,832.25 |
1,823.00 |
| S2 |
1,801.00 |
1,801.00 |
1,829.75 |
|
| S3 |
1,774.00 |
1,790.75 |
1,827.25 |
|
| S4 |
1,747.00 |
1,763.75 |
1,820.00 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,085.50 |
2,034.75 |
1,841.00 |
|
| R3 |
1,986.75 |
1,936.00 |
1,814.00 |
|
| R2 |
1,888.00 |
1,888.00 |
1,804.75 |
|
| R1 |
1,837.25 |
1,837.25 |
1,795.75 |
1,813.25 |
| PP |
1,789.25 |
1,789.25 |
1,789.25 |
1,777.00 |
| S1 |
1,738.50 |
1,738.50 |
1,777.75 |
1,714.50 |
| S2 |
1,690.50 |
1,690.50 |
1,768.75 |
|
| S3 |
1,591.75 |
1,639.75 |
1,759.50 |
|
| S4 |
1,493.00 |
1,541.00 |
1,732.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,838.00 |
1,741.00 |
97.00 |
5.3% |
38.50 |
2.1% |
97% |
True |
False |
1,543 |
| 10 |
1,839.75 |
1,741.00 |
98.75 |
5.4% |
37.00 |
2.0% |
95% |
False |
False |
1,048 |
| 20 |
1,915.25 |
1,741.00 |
174.25 |
9.5% |
35.50 |
1.9% |
54% |
False |
False |
599 |
| 40 |
1,915.25 |
1,741.00 |
174.25 |
9.5% |
34.75 |
1.9% |
54% |
False |
False |
353 |
| 60 |
1,938.00 |
1,696.25 |
241.75 |
13.2% |
35.50 |
1.9% |
57% |
False |
False |
268 |
| 80 |
1,971.00 |
1,696.25 |
274.75 |
15.0% |
36.25 |
2.0% |
50% |
False |
False |
203 |
| 100 |
2,045.50 |
1,696.25 |
349.25 |
19.0% |
33.00 |
1.8% |
40% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,952.75 |
|
2.618 |
1,908.75 |
|
1.618 |
1,881.75 |
|
1.000 |
1,865.00 |
|
0.618 |
1,854.75 |
|
HIGH |
1,838.00 |
|
0.618 |
1,827.75 |
|
0.500 |
1,824.50 |
|
0.382 |
1,821.25 |
|
LOW |
1,811.00 |
|
0.618 |
1,794.25 |
|
1.000 |
1,784.00 |
|
1.618 |
1,767.25 |
|
2.618 |
1,740.25 |
|
4.250 |
1,696.25 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,831.25 |
1,821.50 |
| PP |
1,828.00 |
1,808.25 |
| S1 |
1,824.50 |
1,795.00 |
|