| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,118.0 |
2,144.0 |
26.0 |
1.2% |
2,205.0 |
| High |
2,154.0 |
2,173.0 |
19.0 |
0.9% |
2,314.0 |
| Low |
2,102.0 |
2,117.0 |
15.0 |
0.7% |
2,187.0 |
| Close |
2,153.0 |
2,132.0 |
-21.0 |
-1.0% |
2,192.0 |
| Range |
52.0 |
56.0 |
4.0 |
7.7% |
127.0 |
| ATR |
91.5 |
88.9 |
-2.5 |
-2.8% |
0.0 |
| Volume |
275,522 |
163,383 |
-112,139 |
-40.7% |
96,993 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,308.7 |
2,276.3 |
2,162.8 |
|
| R3 |
2,252.7 |
2,220.3 |
2,147.4 |
|
| R2 |
2,196.7 |
2,196.7 |
2,142.3 |
|
| R1 |
2,164.3 |
2,164.3 |
2,137.1 |
2,152.5 |
| PP |
2,140.7 |
2,140.7 |
2,140.7 |
2,134.8 |
| S1 |
2,108.3 |
2,108.3 |
2,126.9 |
2,096.5 |
| S2 |
2,084.7 |
2,084.7 |
2,121.7 |
|
| S3 |
2,028.7 |
2,052.3 |
2,116.6 |
|
| S4 |
1,972.7 |
1,996.3 |
2,101.2 |
|
|
| 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 |
12.3% |
63.8 |
3.0% |
31% |
False |
False |
121,020 |
| 10 |
2,314.0 |
2,051.0 |
263.0 |
12.3% |
65.0 |
3.0% |
31% |
False |
False |
66,401 |
| 20 |
2,345.0 |
2,051.0 |
294.0 |
13.8% |
81.1 |
3.8% |
28% |
False |
False |
43,696 |
| 40 |
2,790.0 |
2,051.0 |
739.0 |
34.7% |
83.3 |
3.9% |
11% |
False |
False |
25,196 |
| 60 |
2,887.0 |
2,051.0 |
836.0 |
39.2% |
72.4 |
3.4% |
10% |
False |
False |
19,963 |
| 80 |
2,887.0 |
2,051.0 |
836.0 |
39.2% |
64.7 |
3.0% |
10% |
False |
False |
16,346 |
| 100 |
2,969.0 |
2,051.0 |
918.0 |
43.1% |
58.9 |
2.8% |
9% |
False |
False |
13,152 |
| 120 |
2,969.0 |
2,051.0 |
918.0 |
43.1% |
54.1 |
2.5% |
9% |
False |
False |
11,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,411.0 |
|
2.618 |
2,319.6 |
|
1.618 |
2,263.6 |
|
1.000 |
2,229.0 |
|
0.618 |
2,207.6 |
|
HIGH |
2,173.0 |
|
0.618 |
2,151.6 |
|
0.500 |
2,145.0 |
|
0.382 |
2,138.4 |
|
LOW |
2,117.0 |
|
0.618 |
2,082.4 |
|
1.000 |
2,061.0 |
|
1.618 |
2,026.4 |
|
2.618 |
1,970.4 |
|
4.250 |
1,879.0 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,145.0 |
2,125.3 |
| PP |
2,140.7 |
2,118.7 |
| S1 |
2,136.3 |
2,112.0 |
|