| 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 |
6,057.0 |
6,097.0 |
40.0 |
0.7% |
5,977.0 |
| High |
6,109.0 |
6,179.5 |
70.5 |
1.2% |
6,179.5 |
| Low |
6,052.5 |
6,087.5 |
35.0 |
0.6% |
5,816.0 |
| Close |
6,086.0 |
6,129.0 |
43.0 |
0.7% |
6,129.0 |
| Range |
56.5 |
92.0 |
35.5 |
62.8% |
363.5 |
| ATR |
114.9 |
113.3 |
-1.5 |
-1.3% |
0.0 |
| Volume |
110,836 |
132,324 |
21,488 |
19.4% |
585,325 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,408.0 |
6,360.5 |
6,179.6 |
|
| R3 |
6,316.0 |
6,268.5 |
6,154.3 |
|
| R2 |
6,224.0 |
6,224.0 |
6,145.9 |
|
| R1 |
6,176.5 |
6,176.5 |
6,137.4 |
6,200.3 |
| PP |
6,132.0 |
6,132.0 |
6,132.0 |
6,143.9 |
| S1 |
6,084.5 |
6,084.5 |
6,120.6 |
6,108.3 |
| S2 |
6,040.0 |
6,040.0 |
6,112.1 |
|
| S3 |
5,948.0 |
5,992.5 |
6,103.7 |
|
| S4 |
5,856.0 |
5,900.5 |
6,078.4 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,132.0 |
6,994.0 |
6,328.9 |
|
| R3 |
6,768.5 |
6,630.5 |
6,229.0 |
|
| R2 |
6,405.0 |
6,405.0 |
6,195.6 |
|
| R1 |
6,267.0 |
6,267.0 |
6,162.3 |
6,336.0 |
| PP |
6,041.5 |
6,041.5 |
6,041.5 |
6,076.0 |
| S1 |
5,903.5 |
5,903.5 |
6,095.7 |
5,972.5 |
| S2 |
5,678.0 |
5,678.0 |
6,062.4 |
|
| S3 |
5,314.5 |
5,540.0 |
6,029.0 |
|
| S4 |
4,951.0 |
5,176.5 |
5,929.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,179.5 |
5,816.0 |
363.5 |
5.9% |
117.7 |
1.9% |
86% |
True |
False |
117,065 |
| 10 |
6,179.5 |
5,816.0 |
363.5 |
5.9% |
110.7 |
1.8% |
86% |
True |
False |
132,337 |
| 20 |
6,374.0 |
5,816.0 |
558.0 |
9.1% |
105.6 |
1.7% |
56% |
False |
False |
123,871 |
| 40 |
6,391.5 |
5,816.0 |
575.5 |
9.4% |
109.8 |
1.8% |
54% |
False |
False |
125,513 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.6% |
110.7 |
1.8% |
55% |
False |
False |
125,130 |
| 80 |
6,391.5 |
5,615.0 |
776.5 |
12.7% |
120.7 |
2.0% |
66% |
False |
False |
94,207 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
13.0% |
125.4 |
2.0% |
67% |
False |
False |
75,451 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
13.0% |
114.4 |
1.9% |
67% |
False |
False |
63,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,570.5 |
|
2.618 |
6,420.4 |
|
1.618 |
6,328.4 |
|
1.000 |
6,271.5 |
|
0.618 |
6,236.4 |
|
HIGH |
6,179.5 |
|
0.618 |
6,144.4 |
|
0.500 |
6,133.5 |
|
0.382 |
6,122.6 |
|
LOW |
6,087.5 |
|
0.618 |
6,030.6 |
|
1.000 |
5,995.5 |
|
1.618 |
5,938.6 |
|
2.618 |
5,846.6 |
|
4.250 |
5,696.5 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,133.5 |
6,095.3 |
| PP |
6,132.0 |
6,061.5 |
| S1 |
6,130.5 |
6,027.8 |
|