| Trading Metrics calculated at close of trading on 06-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,103.5 |
6,181.0 |
77.5 |
1.3% |
5,996.0 |
| High |
6,185.0 |
6,182.0 |
-3.0 |
0.0% |
6,185.0 |
| Low |
6,097.5 |
6,150.0 |
52.5 |
0.9% |
5,830.0 |
| Close |
6,137.0 |
6,158.0 |
21.0 |
0.3% |
6,137.0 |
| Range |
87.5 |
32.0 |
-55.5 |
-63.4% |
355.0 |
| ATR |
105.0 |
100.7 |
-4.3 |
-4.1% |
0.0 |
| Volume |
488 |
5,602 |
5,114 |
1,048.0% |
3,961 |
|
| Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,259.3 |
6,240.7 |
6,175.6 |
|
| R3 |
6,227.3 |
6,208.7 |
6,166.8 |
|
| R2 |
6,195.3 |
6,195.3 |
6,163.9 |
|
| R1 |
6,176.7 |
6,176.7 |
6,160.9 |
6,170.0 |
| PP |
6,163.3 |
6,163.3 |
6,163.3 |
6,160.0 |
| S1 |
6,144.7 |
6,144.7 |
6,155.1 |
6,138.0 |
| S2 |
6,131.3 |
6,131.3 |
6,152.1 |
|
| S3 |
6,099.3 |
6,112.7 |
6,149.2 |
|
| S4 |
6,067.3 |
6,080.7 |
6,140.4 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,115.7 |
6,981.3 |
6,332.3 |
|
| R3 |
6,760.7 |
6,626.3 |
6,234.6 |
|
| R2 |
6,405.7 |
6,405.7 |
6,202.1 |
|
| R1 |
6,271.3 |
6,271.3 |
6,169.5 |
6,338.5 |
| PP |
6,050.7 |
6,050.7 |
6,050.7 |
6,084.3 |
| S1 |
5,916.3 |
5,916.3 |
6,104.5 |
5,983.5 |
| S2 |
5,695.7 |
5,695.7 |
6,071.9 |
|
| S3 |
5,340.7 |
5,561.3 |
6,039.4 |
|
| S4 |
4,985.7 |
5,206.3 |
5,941.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,185.0 |
5,830.0 |
355.0 |
5.8% |
96.4 |
1.6% |
92% |
False |
False |
1,664 |
| 10 |
6,185.0 |
5,830.0 |
355.0 |
5.8% |
99.4 |
1.6% |
92% |
False |
False |
1,366 |
| 20 |
6,353.0 |
5,830.0 |
523.0 |
8.5% |
97.1 |
1.6% |
63% |
False |
False |
808 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.2% |
99.0 |
1.6% |
58% |
False |
False |
583 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.4% |
99.6 |
1.6% |
59% |
False |
False |
1,125 |
| 80 |
6,394.5 |
5,625.0 |
769.5 |
12.5% |
107.0 |
1.7% |
69% |
False |
False |
1,097 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.9% |
111.7 |
1.8% |
70% |
False |
False |
942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,318.0 |
|
2.618 |
6,265.8 |
|
1.618 |
6,233.8 |
|
1.000 |
6,214.0 |
|
0.618 |
6,201.8 |
|
HIGH |
6,182.0 |
|
0.618 |
6,169.8 |
|
0.500 |
6,166.0 |
|
0.382 |
6,162.2 |
|
LOW |
6,150.0 |
|
0.618 |
6,130.2 |
|
1.000 |
6,118.0 |
|
1.618 |
6,098.2 |
|
2.618 |
6,066.2 |
|
4.250 |
6,014.0 |
|
|
| Fisher Pivots for day following 06-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,166.0 |
6,146.8 |
| PP |
6,163.3 |
6,135.5 |
| S1 |
6,160.7 |
6,124.3 |
|