| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,753.0 |
2,733.0 |
-20.0 |
-0.7% |
2,636.0 |
| High |
2,753.0 |
2,733.0 |
-20.0 |
-0.7% |
2,758.0 |
| Low |
2,737.0 |
2,698.0 |
-39.0 |
-1.4% |
2,558.0 |
| Close |
2,737.0 |
2,714.0 |
-23.0 |
-0.8% |
2,729.0 |
| Range |
16.0 |
35.0 |
19.0 |
118.8% |
200.0 |
| ATR |
55.5 |
54.3 |
-1.2 |
-2.1% |
0.0 |
| Volume |
26,681 |
69,627 |
42,946 |
161.0% |
84,218 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.0 |
2,802.0 |
2,733.3 |
|
| R3 |
2,785.0 |
2,767.0 |
2,723.6 |
|
| R2 |
2,750.0 |
2,750.0 |
2,720.4 |
|
| R1 |
2,732.0 |
2,732.0 |
2,717.2 |
2,723.5 |
| PP |
2,715.0 |
2,715.0 |
2,715.0 |
2,710.8 |
| S1 |
2,697.0 |
2,697.0 |
2,710.8 |
2,688.5 |
| S2 |
2,680.0 |
2,680.0 |
2,707.6 |
|
| S3 |
2,645.0 |
2,662.0 |
2,704.4 |
|
| S4 |
2,610.0 |
2,627.0 |
2,694.8 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,281.7 |
3,205.3 |
2,839.0 |
|
| R3 |
3,081.7 |
3,005.3 |
2,784.0 |
|
| R2 |
2,881.7 |
2,881.7 |
2,765.7 |
|
| R1 |
2,805.3 |
2,805.3 |
2,747.3 |
2,843.5 |
| PP |
2,681.7 |
2,681.7 |
2,681.7 |
2,700.8 |
| S1 |
2,605.3 |
2,605.3 |
2,710.7 |
2,643.5 |
| S2 |
2,481.7 |
2,481.7 |
2,692.3 |
|
| S3 |
2,281.7 |
2,405.3 |
2,674.0 |
|
| S4 |
2,081.7 |
2,205.3 |
2,619.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,758.0 |
2,598.0 |
160.0 |
5.9% |
48.8 |
1.8% |
73% |
False |
False |
29,863 |
| 10 |
2,758.0 |
2,537.0 |
221.0 |
8.1% |
51.7 |
1.9% |
80% |
False |
False |
21,485 |
| 20 |
2,777.0 |
2,537.0 |
240.0 |
8.8% |
52.4 |
1.9% |
74% |
False |
False |
11,816 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.9% |
53.5 |
2.0% |
60% |
False |
False |
6,694 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
13.0% |
54.8 |
2.0% |
66% |
False |
False |
6,419 |
| 80 |
2,834.0 |
2,424.0 |
410.0 |
15.1% |
58.3 |
2.1% |
71% |
False |
False |
5,904 |
| 100 |
2,909.0 |
2,387.0 |
522.0 |
19.2% |
64.4 |
2.4% |
63% |
False |
False |
4,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,881.8 |
|
2.618 |
2,824.6 |
|
1.618 |
2,789.6 |
|
1.000 |
2,768.0 |
|
0.618 |
2,754.6 |
|
HIGH |
2,733.0 |
|
0.618 |
2,719.6 |
|
0.500 |
2,715.5 |
|
0.382 |
2,711.4 |
|
LOW |
2,698.0 |
|
0.618 |
2,676.4 |
|
1.000 |
2,663.0 |
|
1.618 |
2,641.4 |
|
2.618 |
2,606.4 |
|
4.250 |
2,549.3 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.5 |
2,728.0 |
| PP |
2,715.0 |
2,723.3 |
| S1 |
2,714.5 |
2,718.7 |
|