| Trading Metrics calculated at close of trading on 06-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,722.0 |
2,768.0 |
46.0 |
1.7% |
2,648.0 |
| High |
2,773.0 |
2,769.0 |
-4.0 |
-0.1% |
2,773.0 |
| Low |
2,717.0 |
2,748.0 |
31.0 |
1.1% |
2,569.0 |
| Close |
2,744.0 |
2,752.0 |
8.0 |
0.3% |
2,744.0 |
| Range |
56.0 |
21.0 |
-35.0 |
-62.5% |
204.0 |
| ATR |
62.2 |
59.5 |
-2.7 |
-4.3% |
0.0 |
| Volume |
1,358,119 |
351,503 |
-1,006,616 |
-74.1% |
5,509,334 |
|
| Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,819.3 |
2,806.7 |
2,763.6 |
|
| R3 |
2,798.3 |
2,785.7 |
2,757.8 |
|
| R2 |
2,777.3 |
2,777.3 |
2,755.9 |
|
| R1 |
2,764.7 |
2,764.7 |
2,753.9 |
2,760.5 |
| PP |
2,756.3 |
2,756.3 |
2,756.3 |
2,754.3 |
| S1 |
2,743.7 |
2,743.7 |
2,750.1 |
2,739.5 |
| S2 |
2,735.3 |
2,735.3 |
2,748.2 |
|
| S3 |
2,714.3 |
2,722.7 |
2,746.2 |
|
| S4 |
2,693.3 |
2,701.7 |
2,740.5 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,307.3 |
3,229.7 |
2,856.2 |
|
| R3 |
3,103.3 |
3,025.7 |
2,800.1 |
|
| R2 |
2,899.3 |
2,899.3 |
2,781.4 |
|
| R1 |
2,821.7 |
2,821.7 |
2,762.7 |
2,860.5 |
| PP |
2,695.3 |
2,695.3 |
2,695.3 |
2,714.8 |
| S1 |
2,617.7 |
2,617.7 |
2,725.3 |
2,656.5 |
| S2 |
2,491.3 |
2,491.3 |
2,706.6 |
|
| S3 |
2,287.3 |
2,413.7 |
2,687.9 |
|
| S4 |
2,083.3 |
2,209.7 |
2,631.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,773.0 |
2,569.0 |
204.0 |
7.4% |
57.2 |
2.1% |
90% |
False |
False |
1,172,167 |
| 10 |
2,773.0 |
2,552.0 |
221.0 |
8.0% |
58.9 |
2.1% |
90% |
False |
False |
1,141,045 |
| 20 |
2,822.0 |
2,552.0 |
270.0 |
9.8% |
57.2 |
2.1% |
74% |
False |
False |
1,080,231 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
10.8% |
59.2 |
2.2% |
67% |
False |
False |
1,092,583 |
| 60 |
2,849.0 |
2,492.0 |
357.0 |
13.0% |
61.2 |
2.2% |
73% |
False |
False |
1,150,884 |
| 80 |
2,849.0 |
2,432.0 |
417.0 |
15.2% |
66.3 |
2.4% |
77% |
False |
False |
872,626 |
| 100 |
2,915.0 |
2,350.0 |
565.0 |
20.5% |
71.6 |
2.6% |
71% |
False |
False |
698,467 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.8% |
66.0 |
2.4% |
67% |
False |
False |
582,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.3 |
|
2.618 |
2,824.0 |
|
1.618 |
2,803.0 |
|
1.000 |
2,790.0 |
|
0.618 |
2,782.0 |
|
HIGH |
2,769.0 |
|
0.618 |
2,761.0 |
|
0.500 |
2,758.5 |
|
0.382 |
2,756.0 |
|
LOW |
2,748.0 |
|
0.618 |
2,735.0 |
|
1.000 |
2,727.0 |
|
1.618 |
2,714.0 |
|
2.618 |
2,693.0 |
|
4.250 |
2,658.8 |
|
|
| Fisher Pivots for day following 06-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,758.5 |
2,746.0 |
| PP |
2,756.3 |
2,740.0 |
| S1 |
2,754.2 |
2,734.0 |
|