| 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 |
1,828.8 |
1,829.0 |
0.2 |
0.0% |
1,840.4 |
| High |
1,833.6 |
1,888.0 |
54.4 |
3.0% |
1,888.0 |
| Low |
1,818.6 |
1,829.0 |
10.4 |
0.6% |
1,780.0 |
| Close |
1,830.7 |
1,878.6 |
47.9 |
2.6% |
1,878.6 |
| Range |
15.0 |
59.0 |
44.0 |
293.3% |
108.0 |
| ATR |
45.7 |
46.7 |
0.9 |
2.1% |
0.0 |
| Volume |
1,413 |
1,218 |
-195 |
-13.8% |
5,736 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,042.2 |
2,019.4 |
1,911.1 |
|
| R3 |
1,983.2 |
1,960.4 |
1,894.8 |
|
| R2 |
1,924.2 |
1,924.2 |
1,889.4 |
|
| R1 |
1,901.4 |
1,901.4 |
1,884.0 |
1,912.8 |
| PP |
1,865.2 |
1,865.2 |
1,865.2 |
1,870.9 |
| S1 |
1,842.4 |
1,842.4 |
1,873.2 |
1,853.8 |
| S2 |
1,806.2 |
1,806.2 |
1,867.8 |
|
| S3 |
1,747.2 |
1,783.4 |
1,862.4 |
|
| S4 |
1,688.2 |
1,724.4 |
1,846.2 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.9 |
2,133.7 |
1,938.0 |
|
| R3 |
2,064.9 |
2,025.7 |
1,908.3 |
|
| R2 |
1,956.9 |
1,956.9 |
1,898.4 |
|
| R1 |
1,917.7 |
1,917.7 |
1,888.5 |
1,937.3 |
| PP |
1,848.9 |
1,848.9 |
1,848.9 |
1,858.7 |
| S1 |
1,809.7 |
1,809.7 |
1,868.7 |
1,829.3 |
| S2 |
1,740.9 |
1,740.9 |
1,858.8 |
|
| S3 |
1,632.9 |
1,701.7 |
1,848.9 |
|
| S4 |
1,524.9 |
1,593.7 |
1,819.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,888.0 |
1,780.0 |
108.0 |
5.7% |
43.5 |
2.3% |
91% |
True |
False |
1,147 |
| 10 |
1,916.2 |
1,708.4 |
207.8 |
11.1% |
58.7 |
3.1% |
82% |
False |
False |
2,409 |
| 20 |
1,916.2 |
1,680.9 |
235.3 |
12.5% |
51.7 |
2.8% |
84% |
False |
False |
3,322 |
| 40 |
1,916.2 |
1,545.4 |
370.8 |
19.7% |
36.1 |
1.9% |
90% |
False |
False |
2,531 |
| 60 |
1,916.2 |
1,482.6 |
433.6 |
23.1% |
29.1 |
1.5% |
91% |
False |
False |
1,793 |
| 80 |
1,916.2 |
1,477.1 |
439.1 |
23.4% |
25.0 |
1.3% |
91% |
False |
False |
1,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.8 |
|
2.618 |
2,042.5 |
|
1.618 |
1,983.5 |
|
1.000 |
1,947.0 |
|
0.618 |
1,924.5 |
|
HIGH |
1,888.0 |
|
0.618 |
1,865.5 |
|
0.500 |
1,858.5 |
|
0.382 |
1,851.5 |
|
LOW |
1,829.0 |
|
0.618 |
1,792.5 |
|
1.000 |
1,770.0 |
|
1.618 |
1,733.5 |
|
2.618 |
1,674.5 |
|
4.250 |
1,578.3 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,871.9 |
1,869.7 |
| PP |
1,865.2 |
1,860.8 |
| S1 |
1,858.5 |
1,852.0 |
|