| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,306.0 |
2,265.0 |
-41.0 |
-1.8% |
2,223.0 |
| High |
2,327.0 |
2,274.0 |
-53.0 |
-2.3% |
2,327.0 |
| Low |
2,263.0 |
2,196.0 |
-67.0 |
-3.0% |
2,196.0 |
| Close |
2,298.0 |
2,205.0 |
-93.0 |
-4.0% |
2,205.0 |
| Range |
64.0 |
78.0 |
14.0 |
21.9% |
131.0 |
| ATR |
89.7 |
90.6 |
0.9 |
1.0% |
0.0 |
| Volume |
1,443,928 |
1,395,006 |
-48,922 |
-3.4% |
5,932,547 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,459.0 |
2,410.0 |
2,247.9 |
|
| R3 |
2,381.0 |
2,332.0 |
2,226.5 |
|
| R2 |
2,303.0 |
2,303.0 |
2,219.3 |
|
| R1 |
2,254.0 |
2,254.0 |
2,212.2 |
2,239.5 |
| PP |
2,225.0 |
2,225.0 |
2,225.0 |
2,217.8 |
| S1 |
2,176.0 |
2,176.0 |
2,197.9 |
2,161.5 |
| S2 |
2,147.0 |
2,147.0 |
2,190.7 |
|
| S3 |
2,069.0 |
2,098.0 |
2,183.6 |
|
| S4 |
1,991.0 |
2,020.0 |
2,162.1 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,635.7 |
2,551.3 |
2,277.1 |
|
| R3 |
2,504.7 |
2,420.3 |
2,241.0 |
|
| R2 |
2,373.7 |
2,373.7 |
2,229.0 |
|
| R1 |
2,289.3 |
2,289.3 |
2,217.0 |
2,266.0 |
| PP |
2,242.7 |
2,242.7 |
2,242.7 |
2,231.0 |
| S1 |
2,158.3 |
2,158.3 |
2,193.0 |
2,135.0 |
| S2 |
2,111.7 |
2,111.7 |
2,181.0 |
|
| S3 |
1,980.7 |
2,027.3 |
2,169.0 |
|
| S4 |
1,849.7 |
1,896.3 |
2,133.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,327.0 |
2,196.0 |
131.0 |
5.9% |
64.0 |
2.9% |
7% |
False |
True |
1,186,509 |
| 10 |
2,327.0 |
2,119.0 |
208.0 |
9.4% |
73.7 |
3.3% |
41% |
False |
False |
1,279,606 |
| 20 |
2,431.0 |
2,070.0 |
361.0 |
16.4% |
106.3 |
4.8% |
37% |
False |
False |
1,905,501 |
| 40 |
2,799.0 |
2,070.0 |
729.0 |
33.1% |
90.4 |
4.1% |
19% |
False |
False |
1,837,400 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
37.3% |
78.3 |
3.6% |
16% |
False |
False |
1,650,481 |
| 80 |
2,910.0 |
2,070.0 |
840.0 |
38.1% |
69.8 |
3.2% |
16% |
False |
False |
1,240,408 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
41.0% |
64.0 |
2.9% |
15% |
False |
False |
999,717 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
41.0% |
60.7 |
2.8% |
15% |
False |
False |
834,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,605.5 |
|
2.618 |
2,478.2 |
|
1.618 |
2,400.2 |
|
1.000 |
2,352.0 |
|
0.618 |
2,322.2 |
|
HIGH |
2,274.0 |
|
0.618 |
2,244.2 |
|
0.500 |
2,235.0 |
|
0.382 |
2,225.8 |
|
LOW |
2,196.0 |
|
0.618 |
2,147.8 |
|
1.000 |
2,118.0 |
|
1.618 |
2,069.8 |
|
2.618 |
1,991.8 |
|
4.250 |
1,864.5 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,235.0 |
2,261.5 |
| PP |
2,225.0 |
2,242.7 |
| S1 |
2,215.0 |
2,223.8 |
|