| 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 |
2,052.0 |
2,118.0 |
66.0 |
3.2% |
2,205.0 |
| High |
2,127.0 |
2,154.0 |
27.0 |
1.3% |
2,314.0 |
| Low |
2,051.0 |
2,102.0 |
51.0 |
2.5% |
2,187.0 |
| Close |
2,071.0 |
2,153.0 |
82.0 |
4.0% |
2,192.0 |
| Range |
76.0 |
52.0 |
-24.0 |
-31.6% |
127.0 |
| ATR |
92.1 |
91.5 |
-0.7 |
-0.7% |
0.0 |
| Volume |
116,838 |
275,522 |
158,684 |
135.8% |
96,993 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.3 |
2,274.7 |
2,181.6 |
|
| R3 |
2,240.3 |
2,222.7 |
2,167.3 |
|
| R2 |
2,188.3 |
2,188.3 |
2,162.5 |
|
| R1 |
2,170.7 |
2,170.7 |
2,157.8 |
2,179.5 |
| PP |
2,136.3 |
2,136.3 |
2,136.3 |
2,140.8 |
| S1 |
2,118.7 |
2,118.7 |
2,148.2 |
2,127.5 |
| S2 |
2,084.3 |
2,084.3 |
2,143.5 |
|
| S3 |
2,032.3 |
2,066.7 |
2,138.7 |
|
| S4 |
1,980.3 |
2,014.7 |
2,124.4 |
|
|
| 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 |
12.2% |
66.8 |
3.1% |
39% |
False |
False |
95,817 |
| 10 |
2,314.0 |
2,051.0 |
263.0 |
12.2% |
66.3 |
3.1% |
39% |
False |
False |
50,325 |
| 20 |
2,345.0 |
2,051.0 |
294.0 |
13.7% |
88.7 |
4.1% |
35% |
False |
False |
36,765 |
| 40 |
2,790.0 |
2,051.0 |
739.0 |
34.3% |
83.1 |
3.9% |
14% |
False |
False |
21,116 |
| 60 |
2,887.0 |
2,051.0 |
836.0 |
38.8% |
72.6 |
3.4% |
12% |
False |
False |
17,746 |
| 80 |
2,887.0 |
2,051.0 |
836.0 |
38.8% |
64.3 |
3.0% |
12% |
False |
False |
14,317 |
| 100 |
2,969.0 |
2,051.0 |
918.0 |
42.6% |
58.9 |
2.7% |
11% |
False |
False |
11,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,375.0 |
|
2.618 |
2,290.1 |
|
1.618 |
2,238.1 |
|
1.000 |
2,206.0 |
|
0.618 |
2,186.1 |
|
HIGH |
2,154.0 |
|
0.618 |
2,134.1 |
|
0.500 |
2,128.0 |
|
0.382 |
2,121.9 |
|
LOW |
2,102.0 |
|
0.618 |
2,069.9 |
|
1.000 |
2,050.0 |
|
1.618 |
2,017.9 |
|
2.618 |
1,965.9 |
|
4.250 |
1,881.0 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,144.7 |
2,156.5 |
| PP |
2,136.3 |
2,155.3 |
| S1 |
2,128.0 |
2,154.2 |
|