| 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 |
1,874.9 |
1,819.2 |
-55.7 |
-3.0% |
1,840.4 |
| High |
1,883.0 |
1,874.6 |
-8.4 |
-0.4% |
1,888.0 |
| Low |
1,798.6 |
1,819.2 |
20.6 |
1.1% |
1,780.0 |
| Close |
1,819.3 |
1,859.2 |
39.9 |
2.2% |
1,878.6 |
| Range |
84.4 |
55.4 |
-29.0 |
-34.4% |
108.0 |
| ATR |
50.3 |
50.7 |
0.4 |
0.7% |
0.0 |
| Volume |
5,593 |
3,190 |
-2,403 |
-43.0% |
5,736 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,017.2 |
1,993.6 |
1,889.7 |
|
| R3 |
1,961.8 |
1,938.2 |
1,874.4 |
|
| R2 |
1,906.4 |
1,906.4 |
1,869.4 |
|
| R1 |
1,882.8 |
1,882.8 |
1,864.3 |
1,894.6 |
| PP |
1,851.0 |
1,851.0 |
1,851.0 |
1,856.9 |
| S1 |
1,827.4 |
1,827.4 |
1,854.1 |
1,839.2 |
| S2 |
1,795.6 |
1,795.6 |
1,849.0 |
|
| S3 |
1,740.2 |
1,772.0 |
1,844.0 |
|
| S4 |
1,684.8 |
1,716.6 |
1,828.7 |
|
|
| 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 |
6.8% |
55.0 |
3.0% |
48% |
False |
False |
2,551 |
| 10 |
1,925.1 |
1,708.4 |
216.7 |
11.7% |
55.9 |
3.0% |
70% |
False |
False |
2,129 |
| 20 |
1,925.1 |
1,708.4 |
216.7 |
11.7% |
54.2 |
2.9% |
70% |
False |
False |
2,945 |
| 40 |
1,925.1 |
1,582.2 |
342.9 |
18.4% |
39.5 |
2.1% |
81% |
False |
False |
2,735 |
| 60 |
1,925.1 |
1,482.6 |
442.5 |
23.8% |
31.9 |
1.7% |
85% |
False |
False |
1,946 |
| 80 |
1,925.1 |
1,477.1 |
448.0 |
24.1% |
26.9 |
1.4% |
85% |
False |
False |
1,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,110.1 |
|
2.618 |
2,019.6 |
|
1.618 |
1,964.2 |
|
1.000 |
1,930.0 |
|
0.618 |
1,908.8 |
|
HIGH |
1,874.6 |
|
0.618 |
1,853.4 |
|
0.500 |
1,846.9 |
|
0.382 |
1,840.4 |
|
LOW |
1,819.2 |
|
0.618 |
1,785.0 |
|
1.000 |
1,763.8 |
|
1.618 |
1,729.6 |
|
2.618 |
1,674.2 |
|
4.250 |
1,583.8 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,855.1 |
1,861.9 |
| PP |
1,851.0 |
1,861.0 |
| S1 |
1,846.9 |
1,860.1 |
|