| 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 |
2,243.50 |
2,217.00 |
-26.50 |
-1.2% |
2,164.00 |
| High |
2,263.75 |
2,221.75 |
-42.00 |
-1.9% |
2,268.25 |
| Low |
2,215.50 |
2,156.00 |
-59.50 |
-2.7% |
2,156.00 |
| Close |
2,217.25 |
2,164.75 |
-52.50 |
-2.4% |
2,164.75 |
| Range |
48.25 |
65.75 |
17.50 |
36.3% |
112.25 |
| ATR |
68.02 |
67.85 |
-0.16 |
-0.2% |
0.00 |
| Volume |
262,316 |
271,645 |
9,329 |
3.6% |
1,272,896 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.00 |
2,337.25 |
2,201.00 |
|
| R3 |
2,312.25 |
2,271.50 |
2,182.75 |
|
| R2 |
2,246.50 |
2,246.50 |
2,176.75 |
|
| R1 |
2,205.75 |
2,205.75 |
2,170.75 |
2,193.25 |
| PP |
2,180.75 |
2,180.75 |
2,180.75 |
2,174.50 |
| S1 |
2,140.00 |
2,140.00 |
2,158.75 |
2,127.50 |
| S2 |
2,115.00 |
2,115.00 |
2,152.75 |
|
| S3 |
2,049.25 |
2,074.25 |
2,146.75 |
|
| S4 |
1,983.50 |
2,008.50 |
2,128.50 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,533.00 |
2,461.25 |
2,226.50 |
|
| R3 |
2,420.75 |
2,349.00 |
2,195.50 |
|
| R2 |
2,308.50 |
2,308.50 |
2,185.25 |
|
| R1 |
2,236.75 |
2,236.75 |
2,175.00 |
2,272.50 |
| PP |
2,196.25 |
2,196.25 |
2,196.25 |
2,214.25 |
| S1 |
2,124.50 |
2,124.50 |
2,154.50 |
2,160.50 |
| S2 |
2,084.00 |
2,084.00 |
2,144.25 |
|
| S3 |
1,971.75 |
2,012.25 |
2,134.00 |
|
| S4 |
1,859.50 |
1,900.00 |
2,103.00 |
|
|
| 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 |
2,156.00 |
112.25 |
5.2% |
55.25 |
2.5% |
8% |
False |
True |
254,579 |
| 10 |
2,268.25 |
2,022.25 |
246.00 |
11.4% |
62.25 |
2.9% |
58% |
False |
False |
272,371 |
| 20 |
2,268.25 |
1,972.25 |
296.00 |
13.7% |
79.50 |
3.7% |
65% |
False |
False |
351,780 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
67.00 |
3.1% |
42% |
False |
False |
330,425 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
57.50 |
2.7% |
42% |
False |
False |
312,228 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
51.25 |
2.4% |
42% |
False |
False |
235,861 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
46.75 |
2.2% |
42% |
False |
False |
188,737 |
| 120 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
44.25 |
2.0% |
42% |
False |
False |
157,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.25 |
|
2.618 |
2,394.00 |
|
1.618 |
2,328.25 |
|
1.000 |
2,287.50 |
|
0.618 |
2,262.50 |
|
HIGH |
2,221.75 |
|
0.618 |
2,196.75 |
|
0.500 |
2,189.00 |
|
0.382 |
2,181.00 |
|
LOW |
2,156.00 |
|
0.618 |
2,115.25 |
|
1.000 |
2,090.25 |
|
1.618 |
2,049.50 |
|
2.618 |
1,983.75 |
|
4.250 |
1,876.50 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,189.00 |
2,212.00 |
| PP |
2,180.75 |
2,196.25 |
| S1 |
2,172.75 |
2,180.50 |
|