| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,217.00 |
2,159.50 |
-57.50 |
-2.6% |
2,164.00 |
| High |
2,221.75 |
2,171.25 |
-50.50 |
-2.3% |
2,268.25 |
| Low |
2,156.00 |
2,108.25 |
-47.75 |
-2.2% |
2,156.00 |
| Close |
2,164.75 |
2,165.25 |
0.50 |
0.0% |
2,164.75 |
| Range |
65.75 |
63.00 |
-2.75 |
-4.2% |
112.25 |
| ATR |
67.85 |
67.51 |
-0.35 |
-0.5% |
0.00 |
| Volume |
271,645 |
271,645 |
0 |
0.0% |
1,272,896 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,337.25 |
2,314.25 |
2,200.00 |
|
| R3 |
2,274.25 |
2,251.25 |
2,182.50 |
|
| R2 |
2,211.25 |
2,211.25 |
2,176.75 |
|
| R1 |
2,188.25 |
2,188.25 |
2,171.00 |
2,199.75 |
| PP |
2,148.25 |
2,148.25 |
2,148.25 |
2,154.00 |
| S1 |
2,125.25 |
2,125.25 |
2,159.50 |
2,136.75 |
| S2 |
2,085.25 |
2,085.25 |
2,153.75 |
|
| S3 |
2,022.25 |
2,062.25 |
2,148.00 |
|
| S4 |
1,959.25 |
1,999.25 |
2,130.50 |
|
|
| 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 |
2,108.25 |
160.00 |
7.4% |
54.50 |
2.5% |
36% |
False |
True |
269,244 |
| 10 |
2,268.25 |
2,037.00 |
231.25 |
10.7% |
62.25 |
2.9% |
55% |
False |
False |
274,118 |
| 20 |
2,268.25 |
1,972.25 |
296.00 |
13.7% |
75.50 |
3.5% |
65% |
False |
False |
328,809 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
67.25 |
3.1% |
42% |
False |
False |
330,214 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
58.00 |
2.7% |
42% |
False |
False |
312,975 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
51.50 |
2.4% |
42% |
False |
False |
239,254 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
47.25 |
2.2% |
42% |
False |
False |
191,443 |
| 120 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
44.50 |
2.1% |
42% |
False |
False |
159,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,439.00 |
|
2.618 |
2,336.25 |
|
1.618 |
2,273.25 |
|
1.000 |
2,234.25 |
|
0.618 |
2,210.25 |
|
HIGH |
2,171.25 |
|
0.618 |
2,147.25 |
|
0.500 |
2,139.75 |
|
0.382 |
2,132.25 |
|
LOW |
2,108.25 |
|
0.618 |
2,069.25 |
|
1.000 |
2,045.25 |
|
1.618 |
2,006.25 |
|
2.618 |
1,943.25 |
|
4.250 |
1,840.50 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,156.75 |
2,186.00 |
| PP |
2,148.25 |
2,179.00 |
| S1 |
2,139.75 |
2,172.25 |
|