| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,016.01 |
10,270.08 |
254.07 |
2.5% |
10,215.51 |
| High |
10,279.08 |
10,320.37 |
41.29 |
0.4% |
10,304.70 |
| Low |
10,016.01 |
10,253.96 |
237.95 |
2.4% |
9,936.62 |
| Close |
10,269.47 |
10,320.10 |
50.63 |
0.5% |
10,150.65 |
| Range |
263.07 |
66.41 |
-196.66 |
-74.8% |
368.08 |
| ATR |
160.21 |
153.51 |
-6.70 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,497.37 |
10,475.15 |
10,356.63 |
|
| R3 |
10,430.96 |
10,408.74 |
10,338.36 |
|
| R2 |
10,364.55 |
10,364.55 |
10,332.28 |
|
| R1 |
10,342.33 |
10,342.33 |
10,326.19 |
10,353.44 |
| PP |
10,298.14 |
10,298.14 |
10,298.14 |
10,303.70 |
| S1 |
10,275.92 |
10,275.92 |
10,314.01 |
10,287.03 |
| S2 |
10,231.73 |
10,231.73 |
10,307.92 |
|
| S3 |
10,165.32 |
10,209.51 |
10,301.84 |
|
| S4 |
10,098.91 |
10,143.10 |
10,283.57 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,234.90 |
11,060.85 |
10,353.09 |
|
| R3 |
10,866.82 |
10,692.77 |
10,251.87 |
|
| R2 |
10,498.74 |
10,498.74 |
10,218.13 |
|
| R1 |
10,324.69 |
10,324.69 |
10,184.39 |
10,227.68 |
| PP |
10,130.66 |
10,130.66 |
10,130.66 |
10,082.15 |
| S1 |
9,956.61 |
9,956.61 |
10,116.91 |
9,859.60 |
| S2 |
9,762.58 |
9,762.58 |
10,083.17 |
|
| S3 |
9,394.50 |
9,588.53 |
10,049.43 |
|
| S4 |
9,026.42 |
9,220.45 |
9,948.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,320.37 |
9,936.62 |
383.75 |
3.7% |
165.43 |
1.6% |
100% |
True |
False |
|
| 10 |
10,320.37 |
9,936.62 |
383.75 |
3.7% |
156.32 |
1.5% |
100% |
True |
False |
|
| 20 |
10,719.94 |
9,936.62 |
783.32 |
7.6% |
150.35 |
1.5% |
49% |
False |
False |
|
| 40 |
10,719.94 |
9,936.62 |
783.32 |
7.6% |
147.15 |
1.4% |
49% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.7% |
154.98 |
1.5% |
64% |
False |
False |
|
| 80 |
10,920.27 |
9,614.32 |
1,305.95 |
12.7% |
172.28 |
1.7% |
54% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
179.73 |
1.7% |
43% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
163.94 |
1.6% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,602.61 |
|
2.618 |
10,494.23 |
|
1.618 |
10,427.82 |
|
1.000 |
10,386.78 |
|
0.618 |
10,361.41 |
|
HIGH |
10,320.37 |
|
0.618 |
10,295.00 |
|
0.500 |
10,287.17 |
|
0.382 |
10,279.33 |
|
LOW |
10,253.96 |
|
0.618 |
10,212.92 |
|
1.000 |
10,187.55 |
|
1.618 |
10,146.51 |
|
2.618 |
10,080.10 |
|
4.250 |
9,971.72 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,309.12 |
10,257.10 |
| PP |
10,298.14 |
10,194.10 |
| S1 |
10,287.17 |
10,131.11 |
|