| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,127.0 |
2,154.0 |
27.0 |
1.3% |
2,223.0 |
| High |
2,168.0 |
2,186.0 |
18.0 |
0.8% |
2,327.0 |
| Low |
2,114.0 |
2,129.0 |
15.0 |
0.7% |
2,196.0 |
| Close |
2,165.0 |
2,142.0 |
-23.0 |
-1.1% |
2,205.0 |
| Range |
54.0 |
57.0 |
3.0 |
5.6% |
131.0 |
| ATR |
93.8 |
91.1 |
-2.6 |
-2.8% |
0.0 |
| Volume |
1,661,494 |
1,375,787 |
-285,707 |
-17.2% |
5,932,547 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.3 |
2,289.7 |
2,173.4 |
|
| R3 |
2,266.3 |
2,232.7 |
2,157.7 |
|
| R2 |
2,209.3 |
2,209.3 |
2,152.5 |
|
| R1 |
2,175.7 |
2,175.7 |
2,147.2 |
2,164.0 |
| PP |
2,152.3 |
2,152.3 |
2,152.3 |
2,146.5 |
| S1 |
2,118.7 |
2,118.7 |
2,136.8 |
2,107.0 |
| S2 |
2,095.3 |
2,095.3 |
2,131.6 |
|
| S3 |
2,038.3 |
2,061.7 |
2,126.3 |
|
| S4 |
1,981.3 |
2,004.7 |
2,110.7 |
|
|
| 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 |
2,062.0 |
265.0 |
12.4% |
66.2 |
3.1% |
30% |
False |
False |
1,574,653 |
| 10 |
2,327.0 |
2,062.0 |
265.0 |
12.4% |
67.9 |
3.2% |
30% |
False |
False |
1,396,493 |
| 20 |
2,355.0 |
2,062.0 |
293.0 |
13.7% |
85.1 |
4.0% |
27% |
False |
False |
1,577,432 |
| 40 |
2,799.0 |
2,062.0 |
737.0 |
34.4% |
89.2 |
4.2% |
11% |
False |
False |
1,819,903 |
| 60 |
2,893.0 |
2,062.0 |
831.0 |
38.8% |
79.0 |
3.7% |
10% |
False |
False |
1,693,816 |
| 80 |
2,893.0 |
2,062.0 |
831.0 |
38.8% |
70.4 |
3.3% |
10% |
False |
False |
1,303,151 |
| 100 |
2,975.0 |
2,062.0 |
913.0 |
42.6% |
64.8 |
3.0% |
9% |
False |
False |
1,050,051 |
| 120 |
2,975.0 |
2,062.0 |
913.0 |
42.6% |
59.8 |
2.8% |
9% |
False |
False |
875,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,428.3 |
|
2.618 |
2,335.2 |
|
1.618 |
2,278.2 |
|
1.000 |
2,243.0 |
|
0.618 |
2,221.2 |
|
HIGH |
2,186.0 |
|
0.618 |
2,164.2 |
|
0.500 |
2,157.5 |
|
0.382 |
2,150.8 |
|
LOW |
2,129.0 |
|
0.618 |
2,093.8 |
|
1.000 |
2,072.0 |
|
1.618 |
2,036.8 |
|
2.618 |
1,979.8 |
|
4.250 |
1,886.8 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,157.5 |
2,136.0 |
| PP |
2,152.3 |
2,130.0 |
| S1 |
2,147.2 |
2,124.0 |
|