| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
5,850.5 |
5,932.0 |
81.5 |
1.4% |
6,020.0 |
| High |
5,936.0 |
6,088.5 |
152.5 |
2.6% |
6,057.0 |
| Low |
5,816.0 |
5,876.0 |
60.0 |
1.0% |
5,836.5 |
| Close |
5,909.5 |
6,076.0 |
166.5 |
2.8% |
5,955.0 |
| Range |
120.0 |
212.5 |
92.5 |
77.1% |
220.5 |
| ATR |
112.2 |
119.3 |
7.2 |
6.4% |
0.0 |
| Volume |
155,008 |
187,157 |
32,149 |
20.7% |
738,049 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,651.0 |
6,576.0 |
6,192.9 |
|
| R3 |
6,438.5 |
6,363.5 |
6,134.4 |
|
| R2 |
6,226.0 |
6,226.0 |
6,115.0 |
|
| R1 |
6,151.0 |
6,151.0 |
6,095.5 |
6,188.5 |
| PP |
6,013.5 |
6,013.5 |
6,013.5 |
6,032.3 |
| S1 |
5,938.5 |
5,938.5 |
6,056.5 |
5,976.0 |
| S2 |
5,801.0 |
5,801.0 |
6,037.0 |
|
| S3 |
5,588.5 |
5,726.0 |
6,017.6 |
|
| S4 |
5,376.0 |
5,513.5 |
5,959.1 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,611.0 |
6,503.5 |
6,076.3 |
|
| R3 |
6,390.5 |
6,283.0 |
6,015.6 |
|
| R2 |
6,170.0 |
6,170.0 |
5,995.4 |
|
| R1 |
6,062.5 |
6,062.5 |
5,975.2 |
6,006.0 |
| PP |
5,949.5 |
5,949.5 |
5,949.5 |
5,921.3 |
| S1 |
5,842.0 |
5,842.0 |
5,934.8 |
5,785.5 |
| S2 |
5,729.0 |
5,729.0 |
5,914.6 |
|
| S3 |
5,508.5 |
5,621.5 |
5,894.4 |
|
| S4 |
5,288.0 |
5,401.0 |
5,833.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,088.5 |
5,816.0 |
272.5 |
4.5% |
131.0 |
2.2% |
95% |
True |
False |
127,509 |
| 10 |
6,233.5 |
5,816.0 |
417.5 |
6.9% |
124.8 |
2.1% |
62% |
False |
False |
128,653 |
| 20 |
6,391.5 |
5,816.0 |
575.5 |
9.5% |
108.6 |
1.8% |
45% |
False |
False |
123,990 |
| 40 |
6,391.5 |
5,816.0 |
575.5 |
9.5% |
109.3 |
1.8% |
45% |
False |
False |
124,778 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.7% |
113.6 |
1.9% |
46% |
False |
False |
121,215 |
| 80 |
6,391.5 |
5,615.0 |
776.5 |
12.8% |
122.5 |
2.0% |
59% |
False |
False |
91,177 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
13.1% |
124.9 |
2.1% |
60% |
False |
False |
73,034 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
13.1% |
114.1 |
1.9% |
60% |
False |
False |
61,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,991.6 |
|
2.618 |
6,644.8 |
|
1.618 |
6,432.3 |
|
1.000 |
6,301.0 |
|
0.618 |
6,219.8 |
|
HIGH |
6,088.5 |
|
0.618 |
6,007.3 |
|
0.500 |
5,982.3 |
|
0.382 |
5,957.2 |
|
LOW |
5,876.0 |
|
0.618 |
5,744.7 |
|
1.000 |
5,663.5 |
|
1.618 |
5,532.2 |
|
2.618 |
5,319.7 |
|
4.250 |
4,972.9 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,044.8 |
6,034.8 |
| PP |
6,013.5 |
5,993.5 |
| S1 |
5,982.3 |
5,952.3 |
|