| 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 |
2,628.0 |
2,695.0 |
67.0 |
2.5% |
2,645.0 |
| High |
2,719.0 |
2,731.0 |
12.0 |
0.4% |
2,684.0 |
| Low |
2,610.0 |
2,695.0 |
85.0 |
3.3% |
2,552.0 |
| Close |
2,712.0 |
2,716.0 |
4.0 |
0.1% |
2,630.0 |
| Range |
109.0 |
36.0 |
-73.0 |
-67.0% |
132.0 |
| ATR |
64.6 |
62.6 |
-2.0 |
-3.2% |
0.0 |
| Volume |
1,677,161 |
1,061,843 |
-615,318 |
-36.7% |
6,451,301 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,822.0 |
2,805.0 |
2,735.8 |
|
| R3 |
2,786.0 |
2,769.0 |
2,725.9 |
|
| R2 |
2,750.0 |
2,750.0 |
2,722.6 |
|
| R1 |
2,733.0 |
2,733.0 |
2,719.3 |
2,741.5 |
| PP |
2,714.0 |
2,714.0 |
2,714.0 |
2,718.3 |
| S1 |
2,697.0 |
2,697.0 |
2,712.7 |
2,705.5 |
| S2 |
2,678.0 |
2,678.0 |
2,709.4 |
|
| S3 |
2,642.0 |
2,661.0 |
2,706.1 |
|
| S4 |
2,606.0 |
2,625.0 |
2,696.2 |
|
|
| 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 |
2,731.0 |
2,569.0 |
162.0 |
6.0% |
67.0 |
2.5% |
91% |
True |
False |
1,121,585 |
| 10 |
2,731.0 |
2,552.0 |
179.0 |
6.6% |
61.5 |
2.3% |
92% |
True |
False |
1,060,251 |
| 20 |
2,842.0 |
2,552.0 |
290.0 |
10.7% |
58.9 |
2.2% |
57% |
False |
False |
1,086,365 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
10.9% |
59.1 |
2.2% |
55% |
False |
False |
1,093,168 |
| 60 |
2,849.0 |
2,492.0 |
357.0 |
13.1% |
62.5 |
2.3% |
63% |
False |
False |
1,126,492 |
| 80 |
2,849.0 |
2,432.0 |
417.0 |
15.4% |
67.7 |
2.5% |
68% |
False |
False |
851,279 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
72.0 |
2.7% |
61% |
False |
False |
681,407 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
65.8 |
2.4% |
61% |
False |
False |
568,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,884.0 |
|
2.618 |
2,825.2 |
|
1.618 |
2,789.2 |
|
1.000 |
2,767.0 |
|
0.618 |
2,753.2 |
|
HIGH |
2,731.0 |
|
0.618 |
2,717.2 |
|
0.500 |
2,713.0 |
|
0.382 |
2,708.8 |
|
LOW |
2,695.0 |
|
0.618 |
2,672.8 |
|
1.000 |
2,659.0 |
|
1.618 |
2,636.8 |
|
2.618 |
2,600.8 |
|
4.250 |
2,542.0 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.0 |
2,694.0 |
| PP |
2,714.0 |
2,672.0 |
| S1 |
2,713.0 |
2,650.0 |
|