| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,622.0 |
2,684.0 |
62.0 |
2.4% |
2,633.0 |
| High |
2,703.0 |
2,716.0 |
13.0 |
0.5% |
2,667.0 |
| Low |
2,598.0 |
2,681.0 |
83.0 |
3.2% |
2,537.0 |
| Close |
2,697.0 |
2,701.0 |
4.0 |
0.1% |
2,616.0 |
| Range |
105.0 |
35.0 |
-70.0 |
-66.7% |
130.0 |
| ATR |
59.7 |
58.0 |
-1.8 |
-3.0% |
0.0 |
| Volume |
8,510 |
25,798 |
17,288 |
203.1% |
36,234 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.3 |
2,787.7 |
2,720.3 |
|
| R3 |
2,769.3 |
2,752.7 |
2,710.6 |
|
| R2 |
2,734.3 |
2,734.3 |
2,707.4 |
|
| R1 |
2,717.7 |
2,717.7 |
2,704.2 |
2,726.0 |
| PP |
2,699.3 |
2,699.3 |
2,699.3 |
2,703.5 |
| S1 |
2,682.7 |
2,682.7 |
2,697.8 |
2,691.0 |
| S2 |
2,664.3 |
2,664.3 |
2,694.6 |
|
| S3 |
2,629.3 |
2,647.7 |
2,691.4 |
|
| S4 |
2,594.3 |
2,612.7 |
2,681.8 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.7 |
2,936.3 |
2,687.5 |
|
| R3 |
2,866.7 |
2,806.3 |
2,651.8 |
|
| R2 |
2,736.7 |
2,736.7 |
2,639.8 |
|
| R1 |
2,676.3 |
2,676.3 |
2,627.9 |
2,641.5 |
| PP |
2,606.7 |
2,606.7 |
2,606.7 |
2,589.3 |
| S1 |
2,546.3 |
2,546.3 |
2,604.1 |
2,511.5 |
| S2 |
2,476.7 |
2,476.7 |
2,592.2 |
|
| S3 |
2,346.7 |
2,416.3 |
2,580.3 |
|
| S4 |
2,216.7 |
2,286.3 |
2,544.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,716.0 |
2,558.0 |
158.0 |
5.8% |
60.8 |
2.3% |
91% |
True |
False |
14,360 |
| 10 |
2,716.0 |
2,537.0 |
179.0 |
6.6% |
55.8 |
2.1% |
92% |
True |
False |
10,236 |
| 20 |
2,825.0 |
2,537.0 |
288.0 |
10.7% |
53.7 |
2.0% |
57% |
False |
False |
6,116 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
11.0% |
53.8 |
2.0% |
55% |
False |
False |
4,125 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
13.1% |
55.9 |
2.1% |
62% |
False |
False |
5,195 |
| 80 |
2,834.0 |
2,424.0 |
410.0 |
15.2% |
60.4 |
2.2% |
68% |
False |
False |
4,488 |
| 100 |
2,935.0 |
2,387.0 |
548.0 |
20.3% |
64.5 |
2.4% |
57% |
False |
False |
3,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,864.8 |
|
2.618 |
2,807.6 |
|
1.618 |
2,772.6 |
|
1.000 |
2,751.0 |
|
0.618 |
2,737.6 |
|
HIGH |
2,716.0 |
|
0.618 |
2,702.6 |
|
0.500 |
2,698.5 |
|
0.382 |
2,694.4 |
|
LOW |
2,681.0 |
|
0.618 |
2,659.4 |
|
1.000 |
2,646.0 |
|
1.618 |
2,624.4 |
|
2.618 |
2,589.4 |
|
4.250 |
2,532.3 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,700.2 |
2,679.7 |
| PP |
2,699.3 |
2,658.3 |
| S1 |
2,698.5 |
2,637.0 |
|