| 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 |
1,829.0 |
1,884.7 |
55.7 |
3.0% |
1,840.4 |
| High |
1,888.0 |
1,925.1 |
37.1 |
2.0% |
1,888.0 |
| Low |
1,829.0 |
1,864.0 |
35.0 |
1.9% |
1,780.0 |
| Close |
1,878.6 |
1,875.1 |
-3.5 |
-0.2% |
1,878.6 |
| Range |
59.0 |
61.1 |
2.1 |
3.6% |
108.0 |
| ATR |
46.7 |
47.7 |
1.0 |
2.2% |
0.0 |
| Volume |
1,218 |
1,342 |
124 |
10.2% |
5,736 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,071.4 |
2,034.3 |
1,908.7 |
|
| R3 |
2,010.3 |
1,973.2 |
1,891.9 |
|
| R2 |
1,949.2 |
1,949.2 |
1,886.3 |
|
| R1 |
1,912.1 |
1,912.1 |
1,880.7 |
1,900.1 |
| PP |
1,888.1 |
1,888.1 |
1,888.1 |
1,882.1 |
| S1 |
1,851.0 |
1,851.0 |
1,869.5 |
1,839.0 |
| S2 |
1,827.0 |
1,827.0 |
1,863.9 |
|
| S3 |
1,765.9 |
1,789.9 |
1,858.3 |
|
| S4 |
1,704.8 |
1,728.8 |
1,841.5 |
|
|
| 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 |
1,925.1 |
1,789.0 |
136.1 |
7.3% |
43.4 |
2.3% |
63% |
True |
False |
1,184 |
| 10 |
1,925.1 |
1,708.4 |
216.7 |
11.6% |
60.9 |
3.2% |
77% |
True |
False |
2,252 |
| 20 |
1,925.1 |
1,708.4 |
216.7 |
11.6% |
52.6 |
2.8% |
77% |
True |
False |
3,075 |
| 40 |
1,925.1 |
1,545.4 |
379.7 |
20.2% |
37.3 |
2.0% |
87% |
True |
False |
2,550 |
| 60 |
1,925.1 |
1,482.6 |
442.5 |
23.6% |
30.0 |
1.6% |
89% |
True |
False |
1,814 |
| 80 |
1,925.1 |
1,477.1 |
448.0 |
23.9% |
25.5 |
1.4% |
89% |
True |
False |
1,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,184.8 |
|
2.618 |
2,085.1 |
|
1.618 |
2,024.0 |
|
1.000 |
1,986.2 |
|
0.618 |
1,962.9 |
|
HIGH |
1,925.1 |
|
0.618 |
1,901.8 |
|
0.500 |
1,894.6 |
|
0.382 |
1,887.3 |
|
LOW |
1,864.0 |
|
0.618 |
1,826.2 |
|
1.000 |
1,802.9 |
|
1.618 |
1,765.1 |
|
2.618 |
1,704.0 |
|
4.250 |
1,604.3 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,894.6 |
1,874.0 |
| PP |
1,888.1 |
1,872.9 |
| S1 |
1,881.6 |
1,871.9 |
|