| 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 |
1,839.7 |
1,828.8 |
-10.9 |
-0.6% |
1,862.5 |
| High |
1,842.9 |
1,833.6 |
-9.3 |
-0.5% |
1,916.2 |
| Low |
1,815.9 |
1,818.6 |
2.7 |
0.1% |
1,708.4 |
| Close |
1,833.3 |
1,830.7 |
-2.6 |
-0.1% |
1,798.8 |
| Range |
27.0 |
15.0 |
-12.0 |
-44.4% |
207.8 |
| ATR |
48.1 |
45.7 |
-2.4 |
-4.9% |
0.0 |
| Volume |
994 |
1,413 |
419 |
42.2% |
18,361 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,872.6 |
1,866.7 |
1,839.0 |
|
| R3 |
1,857.6 |
1,851.7 |
1,834.8 |
|
| R2 |
1,842.6 |
1,842.6 |
1,833.5 |
|
| R1 |
1,836.7 |
1,836.7 |
1,832.1 |
1,839.7 |
| PP |
1,827.6 |
1,827.6 |
1,827.6 |
1,829.1 |
| S1 |
1,821.7 |
1,821.7 |
1,829.3 |
1,824.7 |
| S2 |
1,812.6 |
1,812.6 |
1,828.0 |
|
| S3 |
1,797.6 |
1,806.7 |
1,826.6 |
|
| S4 |
1,782.6 |
1,791.7 |
1,822.5 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.2 |
2,322.8 |
1,913.1 |
|
| R3 |
2,223.4 |
2,115.0 |
1,855.9 |
|
| R2 |
2,015.6 |
2,015.6 |
1,836.9 |
|
| R1 |
1,907.2 |
1,907.2 |
1,817.8 |
1,857.5 |
| PP |
1,807.8 |
1,807.8 |
1,807.8 |
1,783.0 |
| S1 |
1,699.4 |
1,699.4 |
1,779.8 |
1,649.7 |
| S2 |
1,600.0 |
1,600.0 |
1,760.7 |
|
| S3 |
1,392.2 |
1,491.6 |
1,741.7 |
|
| S4 |
1,184.4 |
1,283.8 |
1,684.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,843.9 |
1,762.0 |
81.9 |
4.5% |
45.9 |
2.5% |
84% |
False |
False |
1,324 |
| 10 |
1,916.2 |
1,708.4 |
207.8 |
11.4% |
58.2 |
3.2% |
59% |
False |
False |
2,774 |
| 20 |
1,916.2 |
1,647.1 |
269.1 |
14.7% |
50.1 |
2.7% |
68% |
False |
False |
3,656 |
| 40 |
1,916.2 |
1,529.3 |
386.9 |
21.1% |
35.1 |
1.9% |
78% |
False |
False |
2,504 |
| 60 |
1,916.2 |
1,482.6 |
433.6 |
23.7% |
28.3 |
1.5% |
80% |
False |
False |
1,774 |
| 80 |
1,916.2 |
1,477.1 |
439.1 |
24.0% |
24.7 |
1.3% |
81% |
False |
False |
1,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,897.4 |
|
2.618 |
1,872.9 |
|
1.618 |
1,857.9 |
|
1.000 |
1,848.6 |
|
0.618 |
1,842.9 |
|
HIGH |
1,833.6 |
|
0.618 |
1,827.9 |
|
0.500 |
1,826.1 |
|
0.382 |
1,824.3 |
|
LOW |
1,818.6 |
|
0.618 |
1,809.3 |
|
1.000 |
1,803.6 |
|
1.618 |
1,794.3 |
|
2.618 |
1,779.3 |
|
4.250 |
1,754.9 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,829.2 |
1,826.0 |
| PP |
1,827.6 |
1,821.2 |
| S1 |
1,826.1 |
1,816.5 |
|