| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,226.00 |
2,243.50 |
17.50 |
0.8% |
2,041.00 |
| High |
2,268.25 |
2,263.75 |
-4.50 |
-0.2% |
2,169.00 |
| Low |
2,221.25 |
2,215.50 |
-5.75 |
-0.3% |
2,022.25 |
| Close |
2,240.75 |
2,217.25 |
-23.50 |
-1.0% |
2,164.00 |
| Range |
47.00 |
48.25 |
1.25 |
2.7% |
146.75 |
| ATR |
69.54 |
68.02 |
-1.52 |
-2.2% |
0.00 |
| Volume |
285,780 |
262,316 |
-23,464 |
-8.2% |
1,450,823 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,377.00 |
2,345.25 |
2,243.75 |
|
| R3 |
2,328.75 |
2,297.00 |
2,230.50 |
|
| R2 |
2,280.50 |
2,280.50 |
2,226.00 |
|
| R1 |
2,248.75 |
2,248.75 |
2,221.75 |
2,240.50 |
| PP |
2,232.25 |
2,232.25 |
2,232.25 |
2,228.00 |
| S1 |
2,200.50 |
2,200.50 |
2,212.75 |
2,192.25 |
| S2 |
2,184.00 |
2,184.00 |
2,208.50 |
|
| S3 |
2,135.75 |
2,152.25 |
2,204.00 |
|
| S4 |
2,087.50 |
2,104.00 |
2,190.75 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.75 |
2,508.00 |
2,244.75 |
|
| R3 |
2,412.00 |
2,361.25 |
2,204.25 |
|
| R2 |
2,265.25 |
2,265.25 |
2,191.00 |
|
| R1 |
2,214.50 |
2,214.50 |
2,177.50 |
2,240.00 |
| PP |
2,118.50 |
2,118.50 |
2,118.50 |
2,131.00 |
| S1 |
2,067.75 |
2,067.75 |
2,150.50 |
2,093.00 |
| S2 |
1,971.75 |
1,971.75 |
2,137.00 |
|
| S3 |
1,825.00 |
1,921.00 |
2,123.75 |
|
| S4 |
1,678.25 |
1,774.25 |
2,083.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,268.25 |
2,080.75 |
187.50 |
8.5% |
59.75 |
2.7% |
73% |
False |
False |
269,068 |
| 10 |
2,268.25 |
2,022.25 |
246.00 |
11.1% |
62.50 |
2.8% |
79% |
False |
False |
282,664 |
| 20 |
2,268.25 |
1,972.25 |
296.00 |
13.3% |
81.75 |
3.7% |
83% |
False |
False |
366,384 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
66.50 |
3.0% |
53% |
False |
False |
330,721 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
57.00 |
2.6% |
53% |
False |
False |
309,343 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
51.00 |
2.3% |
53% |
False |
False |
232,468 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
46.25 |
2.1% |
53% |
False |
False |
186,022 |
| 120 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
44.25 |
2.0% |
53% |
False |
False |
155,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.75 |
|
2.618 |
2,390.00 |
|
1.618 |
2,341.75 |
|
1.000 |
2,312.00 |
|
0.618 |
2,293.50 |
|
HIGH |
2,263.75 |
|
0.618 |
2,245.25 |
|
0.500 |
2,239.50 |
|
0.382 |
2,234.00 |
|
LOW |
2,215.50 |
|
0.618 |
2,185.75 |
|
1.000 |
2,167.25 |
|
1.618 |
2,137.50 |
|
2.618 |
2,089.25 |
|
4.250 |
2,010.50 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,239.50 |
2,235.00 |
| PP |
2,232.25 |
2,229.00 |
| S1 |
2,224.75 |
2,223.00 |
|