| 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 |
1,884.7 |
1,874.9 |
-9.8 |
-0.5% |
1,840.4 |
| High |
1,925.1 |
1,883.0 |
-42.1 |
-2.2% |
1,888.0 |
| Low |
1,864.0 |
1,798.6 |
-65.4 |
-3.5% |
1,780.0 |
| Close |
1,875.1 |
1,819.3 |
-55.8 |
-3.0% |
1,878.6 |
| Range |
61.1 |
84.4 |
23.3 |
38.1% |
108.0 |
| ATR |
47.7 |
50.3 |
2.6 |
5.5% |
0.0 |
| Volume |
1,342 |
5,593 |
4,251 |
316.8% |
5,736 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.8 |
2,037.5 |
1,865.7 |
|
| R3 |
2,002.4 |
1,953.1 |
1,842.5 |
|
| R2 |
1,918.0 |
1,918.0 |
1,834.8 |
|
| R1 |
1,868.7 |
1,868.7 |
1,827.0 |
1,851.2 |
| PP |
1,833.6 |
1,833.6 |
1,833.6 |
1,824.9 |
| S1 |
1,784.3 |
1,784.3 |
1,811.6 |
1,766.8 |
| S2 |
1,749.2 |
1,749.2 |
1,803.8 |
|
| S3 |
1,664.8 |
1,699.9 |
1,796.1 |
|
| S4 |
1,580.4 |
1,615.5 |
1,772.9 |
|
|
| 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 |
1,798.6 |
126.5 |
7.0% |
49.3 |
2.7% |
16% |
False |
True |
2,112 |
| 10 |
1,925.1 |
1,708.4 |
216.7 |
11.9% |
60.6 |
3.3% |
51% |
False |
False |
2,271 |
| 20 |
1,925.1 |
1,708.4 |
216.7 |
11.9% |
53.9 |
3.0% |
51% |
False |
False |
2,947 |
| 40 |
1,925.1 |
1,569.4 |
355.7 |
19.6% |
38.7 |
2.1% |
70% |
False |
False |
2,677 |
| 60 |
1,925.1 |
1,482.6 |
442.5 |
24.3% |
31.1 |
1.7% |
76% |
False |
False |
1,895 |
| 80 |
1,925.1 |
1,477.1 |
448.0 |
24.6% |
26.3 |
1.4% |
76% |
False |
False |
1,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,241.7 |
|
2.618 |
2,104.0 |
|
1.618 |
2,019.6 |
|
1.000 |
1,967.4 |
|
0.618 |
1,935.2 |
|
HIGH |
1,883.0 |
|
0.618 |
1,850.8 |
|
0.500 |
1,840.8 |
|
0.382 |
1,830.8 |
|
LOW |
1,798.6 |
|
0.618 |
1,746.4 |
|
1.000 |
1,714.2 |
|
1.618 |
1,662.0 |
|
2.618 |
1,577.6 |
|
4.250 |
1,439.9 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,840.8 |
1,861.9 |
| PP |
1,833.6 |
1,847.7 |
| S1 |
1,826.5 |
1,833.5 |
|