| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,270.08 |
10,321.92 |
51.84 |
0.5% |
10,145.58 |
| High |
10,320.37 |
10,451.15 |
130.78 |
1.3% |
10,451.15 |
| Low |
10,253.96 |
10,321.84 |
67.88 |
0.7% |
9,941.84 |
| Close |
10,320.10 |
10,447.93 |
127.83 |
1.2% |
10,447.93 |
| Range |
66.41 |
129.31 |
62.90 |
94.7% |
509.31 |
| ATR |
153.51 |
151.91 |
-1.60 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,794.90 |
10,750.73 |
10,519.05 |
|
| R3 |
10,665.59 |
10,621.42 |
10,483.49 |
|
| R2 |
10,536.28 |
10,536.28 |
10,471.64 |
|
| R1 |
10,492.11 |
10,492.11 |
10,459.78 |
10,514.20 |
| PP |
10,406.97 |
10,406.97 |
10,406.97 |
10,418.02 |
| S1 |
10,362.80 |
10,362.80 |
10,436.08 |
10,384.89 |
| S2 |
10,277.66 |
10,277.66 |
10,424.22 |
|
| S3 |
10,148.35 |
10,233.49 |
10,412.37 |
|
| S4 |
10,019.04 |
10,104.18 |
10,376.81 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,808.24 |
11,637.39 |
10,728.05 |
|
| R3 |
11,298.93 |
11,128.08 |
10,587.99 |
|
| R2 |
10,789.62 |
10,789.62 |
10,541.30 |
|
| R1 |
10,618.77 |
10,618.77 |
10,494.62 |
10,704.20 |
| PP |
10,280.31 |
10,280.31 |
10,280.31 |
10,323.02 |
| S1 |
10,109.46 |
10,109.46 |
10,401.24 |
10,194.89 |
| S2 |
9,771.00 |
9,771.00 |
10,354.56 |
|
| S3 |
9,261.69 |
9,600.15 |
10,307.87 |
|
| S4 |
8,752.38 |
9,090.84 |
10,167.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,451.15 |
9,941.84 |
509.31 |
4.9% |
146.64 |
1.4% |
99% |
True |
False |
|
| 10 |
10,451.15 |
9,936.62 |
514.53 |
4.9% |
156.88 |
1.5% |
99% |
True |
False |
|
| 20 |
10,719.94 |
9,936.62 |
783.32 |
7.5% |
149.15 |
1.4% |
65% |
False |
False |
|
| 40 |
10,719.94 |
9,936.62 |
783.32 |
7.5% |
148.30 |
1.4% |
65% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.6% |
152.40 |
1.5% |
75% |
False |
False |
|
| 80 |
10,920.27 |
9,614.32 |
1,305.95 |
12.5% |
171.81 |
1.6% |
64% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
179.98 |
1.7% |
51% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
164.41 |
1.6% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,000.72 |
|
2.618 |
10,789.68 |
|
1.618 |
10,660.37 |
|
1.000 |
10,580.46 |
|
0.618 |
10,531.06 |
|
HIGH |
10,451.15 |
|
0.618 |
10,401.75 |
|
0.500 |
10,386.50 |
|
0.382 |
10,371.24 |
|
LOW |
10,321.84 |
|
0.618 |
10,241.93 |
|
1.000 |
10,192.53 |
|
1.618 |
10,112.62 |
|
2.618 |
9,983.31 |
|
4.250 |
9,772.27 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,427.45 |
10,376.48 |
| PP |
10,406.97 |
10,305.03 |
| S1 |
10,386.50 |
10,233.58 |
|