| 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 |
5,379.0 |
5,452.5 |
73.5 |
1.4% |
5,136.0 |
| High |
5,452.0 |
5,459.0 |
7.0 |
0.1% |
5,452.0 |
| Low |
5,368.5 |
5,427.5 |
59.0 |
1.1% |
5,123.5 |
| Close |
5,417.0 |
5,430.0 |
13.0 |
0.2% |
5,417.0 |
| Range |
83.5 |
31.5 |
-52.0 |
-62.3% |
328.5 |
| ATR |
98.8 |
94.7 |
-4.1 |
-4.1% |
0.0 |
| Volume |
102,069 |
34,020 |
-68,049 |
-66.7% |
430,348 |
|
| Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,533.5 |
5,513.0 |
5,447.5 |
|
| R3 |
5,502.0 |
5,481.5 |
5,438.5 |
|
| R2 |
5,470.5 |
5,470.5 |
5,436.0 |
|
| R1 |
5,450.0 |
5,450.0 |
5,433.0 |
5,444.5 |
| PP |
5,439.0 |
5,439.0 |
5,439.0 |
5,436.0 |
| S1 |
5,418.5 |
5,418.5 |
5,427.0 |
5,413.0 |
| S2 |
5,407.5 |
5,407.5 |
5,424.0 |
|
| S3 |
5,376.0 |
5,387.0 |
5,421.5 |
|
| S4 |
5,344.5 |
5,355.5 |
5,412.5 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,316.5 |
6,195.0 |
5,597.5 |
|
| R3 |
5,988.0 |
5,866.5 |
5,507.5 |
|
| R2 |
5,659.5 |
5,659.5 |
5,477.0 |
|
| R1 |
5,538.0 |
5,538.0 |
5,447.0 |
5,599.0 |
| PP |
5,331.0 |
5,331.0 |
5,331.0 |
5,361.0 |
| S1 |
5,209.5 |
5,209.5 |
5,387.0 |
5,270.0 |
| S2 |
5,002.5 |
5,002.5 |
5,357.0 |
|
| S3 |
4,674.0 |
4,881.0 |
5,326.5 |
|
| S4 |
4,345.5 |
4,552.5 |
5,236.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,459.0 |
5,123.5 |
335.5 |
6.2% |
86.5 |
1.6% |
91% |
True |
False |
92,873 |
| 10 |
5,459.0 |
5,062.0 |
397.0 |
7.3% |
89.0 |
1.6% |
93% |
True |
False |
91,114 |
| 20 |
5,459.0 |
5,062.0 |
397.0 |
7.3% |
87.5 |
1.6% |
93% |
True |
False |
91,471 |
| 40 |
5,459.0 |
5,056.5 |
402.5 |
7.4% |
90.5 |
1.7% |
93% |
True |
False |
91,304 |
| 60 |
5,459.0 |
4,757.0 |
702.0 |
12.9% |
93.5 |
1.7% |
96% |
True |
False |
100,000 |
| 80 |
5,459.0 |
4,757.0 |
702.0 |
12.9% |
98.5 |
1.8% |
96% |
True |
False |
76,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,593.0 |
|
2.618 |
5,541.5 |
|
1.618 |
5,510.0 |
|
1.000 |
5,490.5 |
|
0.618 |
5,478.5 |
|
HIGH |
5,459.0 |
|
0.618 |
5,447.0 |
|
0.500 |
5,443.0 |
|
0.382 |
5,439.5 |
|
LOW |
5,427.5 |
|
0.618 |
5,408.0 |
|
1.000 |
5,396.0 |
|
1.618 |
5,376.5 |
|
2.618 |
5,345.0 |
|
4.250 |
5,293.5 |
|
|
| Fisher Pivots for day following 06-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,443.0 |
5,419.5 |
| PP |
5,439.0 |
5,409.0 |
| S1 |
5,434.5 |
5,398.5 |
|