| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,265.0 |
2,083.0 |
-182.0 |
-8.0% |
2,223.0 |
| High |
2,274.0 |
2,140.0 |
-134.0 |
-5.9% |
2,327.0 |
| Low |
2,196.0 |
2,062.0 |
-134.0 |
-6.1% |
2,196.0 |
| Close |
2,205.0 |
2,082.0 |
-123.0 |
-5.6% |
2,205.0 |
| Range |
78.0 |
78.0 |
0.0 |
0.0% |
131.0 |
| ATR |
90.6 |
94.3 |
3.7 |
4.1% |
0.0 |
| Volume |
1,395,006 |
1,997,052 |
602,046 |
43.2% |
5,932,547 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,328.7 |
2,283.3 |
2,124.9 |
|
| R3 |
2,250.7 |
2,205.3 |
2,103.5 |
|
| R2 |
2,172.7 |
2,172.7 |
2,096.3 |
|
| R1 |
2,127.3 |
2,127.3 |
2,089.2 |
2,111.0 |
| PP |
2,094.7 |
2,094.7 |
2,094.7 |
2,086.5 |
| S1 |
2,049.3 |
2,049.3 |
2,074.9 |
2,033.0 |
| S2 |
2,016.7 |
2,016.7 |
2,067.7 |
|
| S3 |
1,938.7 |
1,971.3 |
2,060.6 |
|
| S4 |
1,860.7 |
1,893.3 |
2,039.1 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,635.7 |
2,551.3 |
2,277.1 |
|
| R3 |
2,504.7 |
2,420.3 |
2,241.0 |
|
| R2 |
2,373.7 |
2,373.7 |
2,229.0 |
|
| R1 |
2,289.3 |
2,289.3 |
2,217.0 |
2,266.0 |
| PP |
2,242.7 |
2,242.7 |
2,242.7 |
2,231.0 |
| S1 |
2,158.3 |
2,158.3 |
2,193.0 |
2,135.0 |
| S2 |
2,111.7 |
2,111.7 |
2,181.0 |
|
| S3 |
1,980.7 |
2,027.3 |
2,169.0 |
|
| S4 |
1,849.7 |
1,896.3 |
2,133.0 |
|
|
| 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 |
2,062.0 |
265.0 |
12.7% |
69.8 |
3.4% |
8% |
False |
True |
1,466,785 |
| 10 |
2,327.0 |
2,062.0 |
265.0 |
12.7% |
70.7 |
3.4% |
8% |
False |
True |
1,347,601 |
| 20 |
2,355.0 |
2,062.0 |
293.0 |
14.1% |
99.2 |
4.8% |
7% |
False |
True |
1,831,753 |
| 40 |
2,799.0 |
2,062.0 |
737.0 |
35.4% |
90.2 |
4.3% |
3% |
False |
True |
1,843,119 |
| 60 |
2,893.0 |
2,062.0 |
831.0 |
39.9% |
78.6 |
3.8% |
2% |
False |
True |
1,682,901 |
| 80 |
2,910.0 |
2,062.0 |
848.0 |
40.7% |
70.2 |
3.4% |
2% |
False |
True |
1,265,190 |
| 100 |
2,975.0 |
2,062.0 |
913.0 |
43.9% |
64.4 |
3.1% |
2% |
False |
True |
1,019,683 |
| 120 |
2,975.0 |
2,062.0 |
913.0 |
43.9% |
60.7 |
2.9% |
2% |
False |
True |
851,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,471.5 |
|
2.618 |
2,344.2 |
|
1.618 |
2,266.2 |
|
1.000 |
2,218.0 |
|
0.618 |
2,188.2 |
|
HIGH |
2,140.0 |
|
0.618 |
2,110.2 |
|
0.500 |
2,101.0 |
|
0.382 |
2,091.8 |
|
LOW |
2,062.0 |
|
0.618 |
2,013.8 |
|
1.000 |
1,984.0 |
|
1.618 |
1,935.8 |
|
2.618 |
1,857.8 |
|
4.250 |
1,730.5 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,101.0 |
2,194.5 |
| PP |
2,094.7 |
2,157.0 |
| S1 |
2,088.3 |
2,119.5 |
|