| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,083.0 |
2,127.0 |
44.0 |
2.1% |
2,223.0 |
| High |
2,140.0 |
2,168.0 |
28.0 |
1.3% |
2,327.0 |
| Low |
2,062.0 |
2,114.0 |
52.0 |
2.5% |
2,196.0 |
| Close |
2,082.0 |
2,165.0 |
83.0 |
4.0% |
2,205.0 |
| Range |
78.0 |
54.0 |
-24.0 |
-30.8% |
131.0 |
| ATR |
94.3 |
93.8 |
-0.6 |
-0.6% |
0.0 |
| Volume |
1,997,052 |
1,661,494 |
-335,558 |
-16.8% |
5,932,547 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,311.0 |
2,292.0 |
2,194.7 |
|
| R3 |
2,257.0 |
2,238.0 |
2,179.9 |
|
| R2 |
2,203.0 |
2,203.0 |
2,174.9 |
|
| R1 |
2,184.0 |
2,184.0 |
2,170.0 |
2,193.5 |
| PP |
2,149.0 |
2,149.0 |
2,149.0 |
2,153.8 |
| S1 |
2,130.0 |
2,130.0 |
2,160.1 |
2,139.5 |
| S2 |
2,095.0 |
2,095.0 |
2,155.1 |
|
| S3 |
2,041.0 |
2,076.0 |
2,150.2 |
|
| S4 |
1,987.0 |
2,022.0 |
2,135.3 |
|
|
| 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 |
12.2% |
70.4 |
3.3% |
39% |
False |
False |
1,581,608 |
| 10 |
2,327.0 |
2,062.0 |
265.0 |
12.2% |
69.3 |
3.2% |
39% |
False |
False |
1,381,518 |
| 20 |
2,355.0 |
2,062.0 |
293.0 |
13.5% |
92.8 |
4.3% |
35% |
False |
False |
1,699,709 |
| 40 |
2,799.0 |
2,062.0 |
737.0 |
34.0% |
89.1 |
4.1% |
14% |
False |
False |
1,823,942 |
| 60 |
2,893.0 |
2,062.0 |
831.0 |
38.4% |
78.9 |
3.6% |
12% |
False |
False |
1,693,929 |
| 80 |
2,893.0 |
2,062.0 |
831.0 |
38.4% |
70.1 |
3.2% |
12% |
False |
False |
1,285,956 |
| 100 |
2,975.0 |
2,062.0 |
913.0 |
42.2% |
64.6 |
3.0% |
11% |
False |
False |
1,036,296 |
| 120 |
2,975.0 |
2,062.0 |
913.0 |
42.2% |
60.0 |
2.8% |
11% |
False |
False |
864,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,397.5 |
|
2.618 |
2,309.4 |
|
1.618 |
2,255.4 |
|
1.000 |
2,222.0 |
|
0.618 |
2,201.4 |
|
HIGH |
2,168.0 |
|
0.618 |
2,147.4 |
|
0.500 |
2,141.0 |
|
0.382 |
2,134.6 |
|
LOW |
2,114.0 |
|
0.618 |
2,080.6 |
|
1.000 |
2,060.0 |
|
1.618 |
2,026.6 |
|
2.618 |
1,972.6 |
|
4.250 |
1,884.5 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,157.0 |
2,168.0 |
| PP |
2,149.0 |
2,167.0 |
| S1 |
2,141.0 |
2,166.0 |
|