| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,084.25 |
1,094.50 |
10.25 |
0.9% |
1,058.50 |
| High |
1,099.50 |
1,102.25 |
2.75 |
0.3% |
1,099.50 |
| Low |
1,081.25 |
1,085.00 |
3.75 |
0.3% |
1,032.75 |
| Close |
1,098.50 |
1,086.25 |
-12.25 |
-1.1% |
1,098.50 |
| Range |
18.25 |
17.25 |
-1.00 |
-5.5% |
66.75 |
| ATR |
20.40 |
20.18 |
-0.23 |
-1.1% |
0.00 |
| Volume |
13,327 |
39,641 |
26,314 |
197.4% |
71,886 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,143.00 |
1,131.75 |
1,095.75 |
|
| R3 |
1,125.75 |
1,114.50 |
1,091.00 |
|
| R2 |
1,108.50 |
1,108.50 |
1,089.50 |
|
| R1 |
1,097.25 |
1,097.25 |
1,087.75 |
1,094.25 |
| PP |
1,091.25 |
1,091.25 |
1,091.25 |
1,089.50 |
| S1 |
1,080.00 |
1,080.00 |
1,084.75 |
1,077.00 |
| S2 |
1,074.00 |
1,074.00 |
1,083.00 |
|
| S3 |
1,056.75 |
1,062.75 |
1,081.50 |
|
| S4 |
1,039.50 |
1,045.50 |
1,076.75 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,277.25 |
1,254.50 |
1,135.25 |
|
| R3 |
1,210.50 |
1,187.75 |
1,116.75 |
|
| R2 |
1,143.75 |
1,143.75 |
1,110.75 |
|
| R1 |
1,121.00 |
1,121.00 |
1,104.50 |
1,132.50 |
| PP |
1,077.00 |
1,077.00 |
1,077.00 |
1,082.50 |
| S1 |
1,054.25 |
1,054.25 |
1,092.50 |
1,065.50 |
| S2 |
1,010.25 |
1,010.25 |
1,086.25 |
|
| S3 |
943.50 |
987.50 |
1,080.25 |
|
| S4 |
876.75 |
920.75 |
1,061.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,102.25 |
1,032.75 |
69.50 |
6.4% |
19.50 |
1.8% |
77% |
True |
False |
19,476 |
| 10 |
1,102.25 |
1,032.50 |
69.75 |
6.4% |
21.25 |
1.9% |
77% |
True |
False |
14,589 |
| 20 |
1,120.50 |
1,032.50 |
88.00 |
8.1% |
20.25 |
1.9% |
61% |
False |
False |
9,324 |
| 40 |
1,122.50 |
1,032.50 |
90.00 |
8.3% |
19.75 |
1.8% |
60% |
False |
False |
6,284 |
| 60 |
1,125.00 |
998.75 |
126.25 |
11.6% |
20.25 |
1.9% |
69% |
False |
False |
4,638 |
| 80 |
1,149.75 |
998.75 |
151.00 |
13.9% |
22.50 |
2.1% |
58% |
False |
False |
3,500 |
| 100 |
1,208.00 |
998.75 |
209.25 |
19.3% |
23.00 |
2.1% |
42% |
False |
False |
2,830 |
| 120 |
1,208.00 |
998.75 |
209.25 |
19.3% |
20.75 |
1.9% |
42% |
False |
False |
2,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,175.50 |
|
2.618 |
1,147.50 |
|
1.618 |
1,130.25 |
|
1.000 |
1,119.50 |
|
0.618 |
1,113.00 |
|
HIGH |
1,102.25 |
|
0.618 |
1,095.75 |
|
0.500 |
1,093.50 |
|
0.382 |
1,091.50 |
|
LOW |
1,085.00 |
|
0.618 |
1,074.25 |
|
1.000 |
1,067.75 |
|
1.618 |
1,057.00 |
|
2.618 |
1,039.75 |
|
4.250 |
1,011.75 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,093.50 |
1,087.00 |
| PP |
1,091.25 |
1,086.75 |
| S1 |
1,088.75 |
1,086.50 |
|