| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,583.0 |
2,628.0 |
45.0 |
1.7% |
2,645.0 |
| High |
2,633.0 |
2,719.0 |
86.0 |
3.3% |
2,684.0 |
| Low |
2,569.0 |
2,610.0 |
41.0 |
1.6% |
2,552.0 |
| Close |
2,615.0 |
2,712.0 |
97.0 |
3.7% |
2,630.0 |
| Range |
64.0 |
109.0 |
45.0 |
70.3% |
132.0 |
| ATR |
61.2 |
64.6 |
3.4 |
5.6% |
0.0 |
| Volume |
1,412,211 |
1,677,161 |
264,950 |
18.8% |
6,451,301 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,007.3 |
2,968.7 |
2,772.0 |
|
| R3 |
2,898.3 |
2,859.7 |
2,742.0 |
|
| R2 |
2,789.3 |
2,789.3 |
2,732.0 |
|
| R1 |
2,750.7 |
2,750.7 |
2,722.0 |
2,770.0 |
| PP |
2,680.3 |
2,680.3 |
2,680.3 |
2,690.0 |
| S1 |
2,641.7 |
2,641.7 |
2,702.0 |
2,661.0 |
| S2 |
2,571.3 |
2,571.3 |
2,692.0 |
|
| S3 |
2,462.3 |
2,532.7 |
2,682.0 |
|
| S4 |
2,353.3 |
2,423.7 |
2,652.1 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,018.0 |
2,956.0 |
2,702.6 |
|
| R3 |
2,886.0 |
2,824.0 |
2,666.3 |
|
| R2 |
2,754.0 |
2,754.0 |
2,654.2 |
|
| R1 |
2,692.0 |
2,692.0 |
2,642.1 |
2,657.0 |
| PP |
2,622.0 |
2,622.0 |
2,622.0 |
2,604.5 |
| S1 |
2,560.0 |
2,560.0 |
2,617.9 |
2,525.0 |
| S2 |
2,490.0 |
2,490.0 |
2,605.8 |
|
| S3 |
2,358.0 |
2,428.0 |
2,593.7 |
|
| S4 |
2,226.0 |
2,296.0 |
2,557.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,719.0 |
2,569.0 |
150.0 |
5.5% |
68.6 |
2.5% |
95% |
True |
False |
1,144,391 |
| 10 |
2,752.0 |
2,552.0 |
200.0 |
7.4% |
67.7 |
2.5% |
80% |
False |
False |
1,140,928 |
| 20 |
2,849.0 |
2,552.0 |
297.0 |
11.0% |
59.0 |
2.2% |
54% |
False |
False |
1,075,421 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
11.0% |
59.6 |
2.2% |
54% |
False |
False |
1,100,601 |
| 60 |
2,849.0 |
2,486.0 |
363.0 |
13.4% |
63.0 |
2.3% |
62% |
False |
False |
1,113,295 |
| 80 |
2,849.0 |
2,432.0 |
417.0 |
15.4% |
68.4 |
2.5% |
67% |
False |
False |
838,013 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
71.9 |
2.7% |
60% |
False |
False |
670,793 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
65.7 |
2.4% |
60% |
False |
False |
559,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,182.3 |
|
2.618 |
3,004.4 |
|
1.618 |
2,895.4 |
|
1.000 |
2,828.0 |
|
0.618 |
2,786.4 |
|
HIGH |
2,719.0 |
|
0.618 |
2,677.4 |
|
0.500 |
2,664.5 |
|
0.382 |
2,651.6 |
|
LOW |
2,610.0 |
|
0.618 |
2,542.6 |
|
1.000 |
2,501.0 |
|
1.618 |
2,433.6 |
|
2.618 |
2,324.6 |
|
4.250 |
2,146.8 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,696.2 |
2,689.3 |
| PP |
2,680.3 |
2,666.7 |
| S1 |
2,664.5 |
2,644.0 |
|