| 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 |
6,152.5 |
6,104.0 |
-48.5 |
-0.8% |
5,977.0 |
| High |
6,152.5 |
6,182.0 |
29.5 |
0.5% |
6,179.5 |
| Low |
6,082.0 |
6,063.0 |
-19.0 |
-0.3% |
5,816.0 |
| Close |
6,122.0 |
6,169.0 |
47.0 |
0.8% |
6,129.0 |
| Range |
70.5 |
119.0 |
48.5 |
68.8% |
363.5 |
| ATR |
105.9 |
106.8 |
0.9 |
0.9% |
0.0 |
| Volume |
0 |
160,586 |
160,586 |
|
585,325 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,495.0 |
6,451.0 |
6,234.5 |
|
| R3 |
6,376.0 |
6,332.0 |
6,201.7 |
|
| R2 |
6,257.0 |
6,257.0 |
6,190.8 |
|
| R1 |
6,213.0 |
6,213.0 |
6,179.9 |
6,235.0 |
| PP |
6,138.0 |
6,138.0 |
6,138.0 |
6,149.0 |
| S1 |
6,094.0 |
6,094.0 |
6,158.1 |
6,116.0 |
| S2 |
6,019.0 |
6,019.0 |
6,147.2 |
|
| S3 |
5,900.0 |
5,975.0 |
6,136.3 |
|
| S4 |
5,781.0 |
5,856.0 |
6,103.6 |
|
|
| 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 |
6,182.0 |
6,052.5 |
129.5 |
2.1% |
74.4 |
1.2% |
90% |
True |
False |
90,205 |
| 10 |
6,182.0 |
5,816.0 |
366.0 |
5.9% |
102.7 |
1.7% |
96% |
True |
False |
108,857 |
| 20 |
6,233.5 |
5,816.0 |
417.5 |
6.8% |
102.9 |
1.7% |
85% |
False |
False |
117,972 |
| 40 |
6,391.5 |
5,816.0 |
575.5 |
9.3% |
108.5 |
1.8% |
61% |
False |
False |
121,894 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.5% |
109.2 |
1.8% |
62% |
False |
False |
126,687 |
| 80 |
6,391.5 |
5,615.0 |
776.5 |
12.6% |
117.7 |
1.9% |
71% |
False |
False |
96,794 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
12.9% |
124.8 |
2.0% |
72% |
False |
False |
77,519 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
12.9% |
114.8 |
1.9% |
72% |
False |
False |
64,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,687.8 |
|
2.618 |
6,493.5 |
|
1.618 |
6,374.5 |
|
1.000 |
6,301.0 |
|
0.618 |
6,255.5 |
|
HIGH |
6,182.0 |
|
0.618 |
6,136.5 |
|
0.500 |
6,122.5 |
|
0.382 |
6,108.5 |
|
LOW |
6,063.0 |
|
0.618 |
5,989.5 |
|
1.000 |
5,944.0 |
|
1.618 |
5,870.5 |
|
2.618 |
5,751.5 |
|
4.250 |
5,557.3 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,153.5 |
6,153.5 |
| PP |
6,138.0 |
6,138.0 |
| S1 |
6,122.5 |
6,122.5 |
|