| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,245.0 |
2,306.0 |
61.0 |
2.7% |
2,135.0 |
| High |
2,315.0 |
2,327.0 |
12.0 |
0.5% |
2,273.0 |
| Low |
2,237.0 |
2,263.0 |
26.0 |
1.2% |
2,119.0 |
| Close |
2,302.0 |
2,298.0 |
-4.0 |
-0.2% |
2,199.0 |
| Range |
78.0 |
64.0 |
-14.0 |
-17.9% |
154.0 |
| ATR |
91.7 |
89.7 |
-2.0 |
-2.2% |
0.0 |
| Volume |
1,410,564 |
1,443,928 |
33,364 |
2.4% |
6,863,522 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.0 |
2,457.0 |
2,333.2 |
|
| R3 |
2,424.0 |
2,393.0 |
2,315.6 |
|
| R2 |
2,360.0 |
2,360.0 |
2,309.7 |
|
| R1 |
2,329.0 |
2,329.0 |
2,303.9 |
2,312.5 |
| PP |
2,296.0 |
2,296.0 |
2,296.0 |
2,287.8 |
| S1 |
2,265.0 |
2,265.0 |
2,292.1 |
2,248.5 |
| S2 |
2,232.0 |
2,232.0 |
2,286.3 |
|
| S3 |
2,168.0 |
2,201.0 |
2,280.4 |
|
| S4 |
2,104.0 |
2,137.0 |
2,262.8 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.0 |
2,583.0 |
2,283.7 |
|
| R3 |
2,505.0 |
2,429.0 |
2,241.4 |
|
| R2 |
2,351.0 |
2,351.0 |
2,227.2 |
|
| R1 |
2,275.0 |
2,275.0 |
2,213.1 |
2,313.0 |
| PP |
2,197.0 |
2,197.0 |
2,197.0 |
2,216.0 |
| S1 |
2,121.0 |
2,121.0 |
2,184.9 |
2,159.0 |
| S2 |
2,043.0 |
2,043.0 |
2,170.8 |
|
| S3 |
1,889.0 |
1,967.0 |
2,156.7 |
|
| S4 |
1,735.0 |
1,813.0 |
2,114.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,327.0 |
2,137.0 |
190.0 |
8.3% |
65.2 |
2.8% |
85% |
True |
False |
1,186,845 |
| 10 |
2,327.0 |
2,113.0 |
214.0 |
9.3% |
74.7 |
3.3% |
86% |
True |
False |
1,363,865 |
| 20 |
2,457.0 |
2,070.0 |
387.0 |
16.8% |
109.2 |
4.8% |
59% |
False |
False |
2,045,531 |
| 40 |
2,866.0 |
2,070.0 |
796.0 |
34.6% |
90.4 |
3.9% |
29% |
False |
False |
1,839,160 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
35.8% |
77.9 |
3.4% |
28% |
False |
False |
1,627,660 |
| 80 |
2,933.0 |
2,070.0 |
863.0 |
37.6% |
69.4 |
3.0% |
26% |
False |
False |
1,222,976 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
39.4% |
63.4 |
2.8% |
25% |
False |
False |
985,768 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
39.4% |
60.5 |
2.6% |
25% |
False |
False |
823,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,599.0 |
|
2.618 |
2,494.6 |
|
1.618 |
2,430.6 |
|
1.000 |
2,391.0 |
|
0.618 |
2,366.6 |
|
HIGH |
2,327.0 |
|
0.618 |
2,302.6 |
|
0.500 |
2,295.0 |
|
0.382 |
2,287.4 |
|
LOW |
2,263.0 |
|
0.618 |
2,223.4 |
|
1.000 |
2,199.0 |
|
1.618 |
2,159.4 |
|
2.618 |
2,095.4 |
|
4.250 |
1,991.0 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,297.0 |
2,288.7 |
| PP |
2,296.0 |
2,279.3 |
| S1 |
2,295.0 |
2,270.0 |
|