| 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 |
2,256.0 |
2,052.0 |
-204.0 |
-9.0% |
2,205.0 |
| High |
2,262.0 |
2,127.0 |
-135.0 |
-6.0% |
2,314.0 |
| Low |
2,187.0 |
2,051.0 |
-136.0 |
-6.2% |
2,187.0 |
| Close |
2,192.0 |
2,071.0 |
-121.0 |
-5.5% |
2,192.0 |
| Range |
75.0 |
76.0 |
1.0 |
1.3% |
127.0 |
| ATR |
88.3 |
92.1 |
3.8 |
4.3% |
0.0 |
| Volume |
22,076 |
116,838 |
94,762 |
429.3% |
96,993 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,311.0 |
2,267.0 |
2,112.8 |
|
| R3 |
2,235.0 |
2,191.0 |
2,091.9 |
|
| R2 |
2,159.0 |
2,159.0 |
2,084.9 |
|
| R1 |
2,115.0 |
2,115.0 |
2,078.0 |
2,137.0 |
| PP |
2,083.0 |
2,083.0 |
2,083.0 |
2,094.0 |
| S1 |
2,039.0 |
2,039.0 |
2,064.0 |
2,061.0 |
| S2 |
2,007.0 |
2,007.0 |
2,057.1 |
|
| S3 |
1,931.0 |
1,963.0 |
2,050.1 |
|
| S4 |
1,855.0 |
1,887.0 |
2,029.2 |
|
|
| 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 |
2,051.0 |
263.0 |
12.7% |
66.0 |
3.2% |
8% |
False |
True |
42,384 |
| 10 |
2,314.0 |
2,051.0 |
263.0 |
12.7% |
67.5 |
3.3% |
8% |
False |
True |
23,483 |
| 20 |
2,345.0 |
2,051.0 |
294.0 |
14.2% |
94.7 |
4.6% |
7% |
False |
True |
24,802 |
| 40 |
2,790.0 |
2,051.0 |
739.0 |
35.7% |
84.0 |
4.1% |
3% |
False |
True |
14,632 |
| 60 |
2,887.0 |
2,051.0 |
836.0 |
40.4% |
72.5 |
3.5% |
2% |
False |
True |
13,344 |
| 80 |
2,887.0 |
2,051.0 |
836.0 |
40.4% |
64.2 |
3.1% |
2% |
False |
True |
10,875 |
| 100 |
2,969.0 |
2,051.0 |
918.0 |
44.3% |
58.4 |
2.8% |
2% |
False |
True |
8,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,450.0 |
|
2.618 |
2,326.0 |
|
1.618 |
2,250.0 |
|
1.000 |
2,203.0 |
|
0.618 |
2,174.0 |
|
HIGH |
2,127.0 |
|
0.618 |
2,098.0 |
|
0.500 |
2,089.0 |
|
0.382 |
2,080.0 |
|
LOW |
2,051.0 |
|
0.618 |
2,004.0 |
|
1.000 |
1,975.0 |
|
1.618 |
1,928.0 |
|
2.618 |
1,852.0 |
|
4.250 |
1,728.0 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.0 |
2,182.5 |
| PP |
2,083.0 |
2,145.3 |
| S1 |
2,077.0 |
2,108.2 |
|