| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,294.0 |
2,256.0 |
-38.0 |
-1.7% |
2,205.0 |
| High |
2,314.0 |
2,262.0 |
-52.0 |
-2.2% |
2,314.0 |
| Low |
2,254.0 |
2,187.0 |
-67.0 |
-3.0% |
2,187.0 |
| Close |
2,288.0 |
2,192.0 |
-96.0 |
-4.2% |
2,192.0 |
| Range |
60.0 |
75.0 |
15.0 |
25.0% |
127.0 |
| ATR |
87.4 |
88.3 |
1.0 |
1.1% |
0.0 |
| Volume |
27,282 |
22,076 |
-5,206 |
-19.1% |
96,993 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.7 |
2,390.3 |
2,233.3 |
|
| R3 |
2,363.7 |
2,315.3 |
2,212.6 |
|
| R2 |
2,288.7 |
2,288.7 |
2,205.8 |
|
| R1 |
2,240.3 |
2,240.3 |
2,198.9 |
2,227.0 |
| PP |
2,213.7 |
2,213.7 |
2,213.7 |
2,207.0 |
| S1 |
2,165.3 |
2,165.3 |
2,185.1 |
2,152.0 |
| S2 |
2,138.7 |
2,138.7 |
2,178.3 |
|
| S3 |
2,063.7 |
2,090.3 |
2,171.4 |
|
| S4 |
1,988.7 |
2,015.3 |
2,150.8 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,612.0 |
2,529.0 |
2,261.9 |
|
| R3 |
2,485.0 |
2,402.0 |
2,226.9 |
|
| R2 |
2,358.0 |
2,358.0 |
2,215.3 |
|
| R1 |
2,275.0 |
2,275.0 |
2,203.6 |
2,253.0 |
| PP |
2,231.0 |
2,231.0 |
2,231.0 |
2,220.0 |
| S1 |
2,148.0 |
2,148.0 |
2,180.4 |
2,126.0 |
| S2 |
2,104.0 |
2,104.0 |
2,168.7 |
|
| S3 |
1,977.0 |
2,021.0 |
2,157.1 |
|
| S4 |
1,850.0 |
1,894.0 |
2,122.2 |
|
|
| 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 |
2,187.0 |
127.0 |
5.8% |
60.0 |
2.7% |
4% |
False |
True |
19,398 |
| 10 |
2,314.0 |
2,113.0 |
201.0 |
9.2% |
69.7 |
3.2% |
39% |
False |
False |
11,867 |
| 20 |
2,420.0 |
2,066.0 |
354.0 |
16.1% |
101.5 |
4.6% |
36% |
False |
False |
19,297 |
| 40 |
2,790.0 |
2,066.0 |
724.0 |
33.0% |
84.2 |
3.8% |
17% |
False |
False |
11,731 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
37.5% |
71.7 |
3.3% |
15% |
False |
False |
11,507 |
| 80 |
2,887.0 |
2,066.0 |
821.0 |
37.5% |
63.7 |
2.9% |
15% |
False |
False |
9,415 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
41.2% |
58.1 |
2.6% |
14% |
False |
False |
7,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,580.8 |
|
2.618 |
2,458.4 |
|
1.618 |
2,383.4 |
|
1.000 |
2,337.0 |
|
0.618 |
2,308.4 |
|
HIGH |
2,262.0 |
|
0.618 |
2,233.4 |
|
0.500 |
2,224.5 |
|
0.382 |
2,215.7 |
|
LOW |
2,187.0 |
|
0.618 |
2,140.7 |
|
1.000 |
2,112.0 |
|
1.618 |
2,065.7 |
|
2.618 |
1,990.7 |
|
4.250 |
1,868.3 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.5 |
2,250.5 |
| PP |
2,213.7 |
2,231.0 |
| S1 |
2,202.8 |
2,211.5 |
|