| 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 |
1,081.50 |
1,089.75 |
8.25 |
0.8% |
1,064.50 |
| High |
1,090.50 |
1,104.50 |
14.00 |
1.3% |
1,104.50 |
| Low |
1,076.50 |
1,086.25 |
9.75 |
0.9% |
1,037.50 |
| Close |
1,089.50 |
1,103.50 |
14.00 |
1.3% |
1,103.50 |
| Range |
14.00 |
18.25 |
4.25 |
30.4% |
67.00 |
| ATR |
20.98 |
20.78 |
-0.19 |
-0.9% |
0.00 |
| Volume |
1,601,762 |
2,011,872 |
410,110 |
25.6% |
9,972,277 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,152.75 |
1,146.50 |
1,113.50 |
|
| R3 |
1,134.50 |
1,128.25 |
1,108.50 |
|
| R2 |
1,116.25 |
1,116.25 |
1,106.75 |
|
| R1 |
1,110.00 |
1,110.00 |
1,105.25 |
1,113.00 |
| PP |
1,098.00 |
1,098.00 |
1,098.00 |
1,099.75 |
| S1 |
1,091.75 |
1,091.75 |
1,101.75 |
1,095.00 |
| S2 |
1,079.75 |
1,079.75 |
1,100.25 |
|
| S3 |
1,061.50 |
1,073.50 |
1,098.50 |
|
| S4 |
1,043.25 |
1,055.25 |
1,093.50 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.75 |
1,260.25 |
1,140.25 |
|
| R3 |
1,215.75 |
1,193.25 |
1,122.00 |
|
| R2 |
1,148.75 |
1,148.75 |
1,115.75 |
|
| R1 |
1,126.25 |
1,126.25 |
1,109.75 |
1,137.50 |
| PP |
1,081.75 |
1,081.75 |
1,081.75 |
1,087.50 |
| S1 |
1,059.25 |
1,059.25 |
1,097.25 |
1,070.50 |
| S2 |
1,014.75 |
1,014.75 |
1,091.25 |
|
| S3 |
947.75 |
992.25 |
1,085.00 |
|
| S4 |
880.75 |
925.25 |
1,066.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,104.50 |
1,037.50 |
67.00 |
6.1% |
21.75 |
2.0% |
99% |
True |
False |
1,994,455 |
| 10 |
1,104.50 |
1,037.00 |
67.50 |
6.1% |
21.25 |
1.9% |
99% |
True |
False |
2,098,930 |
| 20 |
1,126.75 |
1,037.00 |
89.75 |
8.1% |
20.25 |
1.8% |
74% |
False |
False |
1,987,844 |
| 40 |
1,127.75 |
1,037.00 |
90.75 |
8.2% |
20.00 |
1.8% |
73% |
False |
False |
1,953,903 |
| 60 |
1,129.50 |
1,002.75 |
126.75 |
11.5% |
20.75 |
1.9% |
79% |
False |
False |
2,099,906 |
| 80 |
1,170.00 |
1,002.75 |
167.25 |
15.2% |
23.25 |
2.1% |
60% |
False |
False |
1,586,676 |
| 100 |
1,211.50 |
1,002.75 |
208.75 |
18.9% |
24.00 |
2.2% |
48% |
False |
False |
1,270,104 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
18.9% |
21.75 |
2.0% |
48% |
False |
False |
1,058,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,182.00 |
|
2.618 |
1,152.25 |
|
1.618 |
1,134.00 |
|
1.000 |
1,122.75 |
|
0.618 |
1,115.75 |
|
HIGH |
1,104.50 |
|
0.618 |
1,097.50 |
|
0.500 |
1,095.50 |
|
0.382 |
1,093.25 |
|
LOW |
1,086.25 |
|
0.618 |
1,075.00 |
|
1.000 |
1,068.00 |
|
1.618 |
1,056.75 |
|
2.618 |
1,038.50 |
|
4.250 |
1,008.75 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,100.75 |
1,095.00 |
| PP |
1,098.00 |
1,086.25 |
| S1 |
1,095.50 |
1,077.50 |
|