| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,103.75 |
1,091.50 |
-12.25 |
-1.1% |
1,064.50 |
| High |
1,107.25 |
1,103.00 |
-4.25 |
-0.4% |
1,104.50 |
| Low |
1,089.75 |
1,086.25 |
-3.50 |
-0.3% |
1,037.50 |
| Close |
1,091.25 |
1,099.25 |
8.00 |
0.7% |
1,103.50 |
| Range |
17.50 |
16.75 |
-0.75 |
-4.3% |
67.00 |
| ATR |
20.55 |
20.28 |
-0.27 |
-1.3% |
0.00 |
| Volume |
2,017,072 |
2,001,331 |
-15,741 |
-0.8% |
9,972,277 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,146.50 |
1,139.50 |
1,108.50 |
|
| R3 |
1,129.75 |
1,122.75 |
1,103.75 |
|
| R2 |
1,113.00 |
1,113.00 |
1,102.25 |
|
| R1 |
1,106.00 |
1,106.00 |
1,100.75 |
1,109.50 |
| PP |
1,096.25 |
1,096.25 |
1,096.25 |
1,098.00 |
| S1 |
1,089.25 |
1,089.25 |
1,097.75 |
1,092.75 |
| S2 |
1,079.50 |
1,079.50 |
1,096.25 |
|
| S3 |
1,062.75 |
1,072.50 |
1,094.75 |
|
| S4 |
1,046.00 |
1,055.75 |
1,090.00 |
|
|
| 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 |
1,107.25 |
1,050.75 |
56.50 |
5.1% |
19.75 |
1.8% |
86% |
False |
False |
1,997,630 |
| 10 |
1,107.25 |
1,037.00 |
70.25 |
6.4% |
21.00 |
1.9% |
89% |
False |
False |
2,099,191 |
| 20 |
1,119.75 |
1,037.00 |
82.75 |
7.5% |
20.50 |
1.9% |
75% |
False |
False |
2,037,312 |
| 40 |
1,127.75 |
1,037.00 |
90.75 |
8.3% |
20.00 |
1.8% |
69% |
False |
False |
1,984,252 |
| 60 |
1,129.50 |
1,002.75 |
126.75 |
11.5% |
20.75 |
1.9% |
76% |
False |
False |
2,097,487 |
| 80 |
1,142.75 |
1,002.75 |
140.00 |
12.7% |
23.00 |
2.1% |
69% |
False |
False |
1,636,802 |
| 100 |
1,211.50 |
1,002.75 |
208.75 |
19.0% |
24.00 |
2.2% |
46% |
False |
False |
1,310,265 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
19.0% |
21.75 |
2.0% |
46% |
False |
False |
1,092,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,174.25 |
|
2.618 |
1,146.75 |
|
1.618 |
1,130.00 |
|
1.000 |
1,119.75 |
|
0.618 |
1,113.25 |
|
HIGH |
1,103.00 |
|
0.618 |
1,096.50 |
|
0.500 |
1,094.50 |
|
0.382 |
1,092.75 |
|
LOW |
1,086.25 |
|
0.618 |
1,076.00 |
|
1.000 |
1,069.50 |
|
1.618 |
1,059.25 |
|
2.618 |
1,042.50 |
|
4.250 |
1,015.00 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,097.75 |
1,098.50 |
| PP |
1,096.25 |
1,097.50 |
| S1 |
1,094.50 |
1,096.75 |
|