| 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 |
2,236.0 |
2,294.0 |
58.0 |
2.6% |
2,130.0 |
| High |
2,301.0 |
2,314.0 |
13.0 |
0.6% |
2,262.0 |
| Low |
2,230.0 |
2,254.0 |
24.0 |
1.1% |
2,113.0 |
| Close |
2,298.0 |
2,288.0 |
-10.0 |
-0.4% |
2,174.0 |
| Range |
71.0 |
60.0 |
-11.0 |
-15.5% |
149.0 |
| ATR |
89.5 |
87.4 |
-2.1 |
-2.4% |
0.0 |
| Volume |
37,367 |
27,282 |
-10,085 |
-27.0% |
21,685 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,465.3 |
2,436.7 |
2,321.0 |
|
| R3 |
2,405.3 |
2,376.7 |
2,304.5 |
|
| R2 |
2,345.3 |
2,345.3 |
2,299.0 |
|
| R1 |
2,316.7 |
2,316.7 |
2,293.5 |
2,301.0 |
| PP |
2,285.3 |
2,285.3 |
2,285.3 |
2,277.5 |
| S1 |
2,256.7 |
2,256.7 |
2,282.5 |
2,241.0 |
| S2 |
2,225.3 |
2,225.3 |
2,277.0 |
|
| S3 |
2,165.3 |
2,196.7 |
2,271.5 |
|
| S4 |
2,105.3 |
2,136.7 |
2,255.0 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,630.0 |
2,551.0 |
2,256.0 |
|
| R3 |
2,481.0 |
2,402.0 |
2,215.0 |
|
| R2 |
2,332.0 |
2,332.0 |
2,201.3 |
|
| R1 |
2,253.0 |
2,253.0 |
2,187.7 |
2,292.5 |
| PP |
2,183.0 |
2,183.0 |
2,183.0 |
2,202.8 |
| S1 |
2,104.0 |
2,104.0 |
2,160.3 |
2,143.5 |
| S2 |
2,034.0 |
2,034.0 |
2,146.7 |
|
| S3 |
1,885.0 |
1,955.0 |
2,133.0 |
|
| S4 |
1,736.0 |
1,806.0 |
2,092.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,314.0 |
2,128.0 |
186.0 |
8.1% |
61.4 |
2.7% |
86% |
True |
False |
15,572 |
| 10 |
2,314.0 |
2,104.0 |
210.0 |
9.2% |
70.6 |
3.1% |
88% |
True |
False |
20,189 |
| 20 |
2,445.0 |
2,066.0 |
379.0 |
16.6% |
104.3 |
4.6% |
59% |
False |
False |
19,158 |
| 40 |
2,852.0 |
2,066.0 |
786.0 |
34.4% |
83.9 |
3.7% |
28% |
False |
False |
11,181 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
35.9% |
71.4 |
3.1% |
27% |
False |
False |
11,241 |
| 80 |
2,902.0 |
2,066.0 |
836.0 |
36.5% |
63.5 |
2.8% |
27% |
False |
False |
9,141 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
39.5% |
57.6 |
2.5% |
25% |
False |
False |
7,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,569.0 |
|
2.618 |
2,471.1 |
|
1.618 |
2,411.1 |
|
1.000 |
2,374.0 |
|
0.618 |
2,351.1 |
|
HIGH |
2,314.0 |
|
0.618 |
2,291.1 |
|
0.500 |
2,284.0 |
|
0.382 |
2,276.9 |
|
LOW |
2,254.0 |
|
0.618 |
2,216.9 |
|
1.000 |
2,194.0 |
|
1.618 |
2,156.9 |
|
2.618 |
2,096.9 |
|
4.250 |
1,999.0 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,286.7 |
2,278.3 |
| PP |
2,285.3 |
2,268.7 |
| S1 |
2,284.0 |
2,259.0 |
|