| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,159.50 |
2,165.50 |
6.00 |
0.3% |
2,164.00 |
| High |
2,171.25 |
2,224.50 |
53.25 |
2.5% |
2,268.25 |
| Low |
2,108.25 |
2,164.75 |
56.50 |
2.7% |
2,156.00 |
| Close |
2,165.25 |
2,222.00 |
56.75 |
2.6% |
2,164.75 |
| Range |
63.00 |
59.75 |
-3.25 |
-5.2% |
112.25 |
| ATR |
67.51 |
66.95 |
-0.55 |
-0.8% |
0.00 |
| Volume |
271,645 |
252,548 |
-19,097 |
-7.0% |
1,272,896 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,383.00 |
2,362.25 |
2,254.75 |
|
| R3 |
2,323.25 |
2,302.50 |
2,238.50 |
|
| R2 |
2,263.50 |
2,263.50 |
2,233.00 |
|
| R1 |
2,242.75 |
2,242.75 |
2,227.50 |
2,253.00 |
| PP |
2,203.75 |
2,203.75 |
2,203.75 |
2,209.00 |
| S1 |
2,183.00 |
2,183.00 |
2,216.50 |
2,193.50 |
| S2 |
2,144.00 |
2,144.00 |
2,211.00 |
|
| S3 |
2,084.25 |
2,123.25 |
2,205.50 |
|
| S4 |
2,024.50 |
2,063.50 |
2,189.25 |
|
|
| 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 |
7.2% |
56.75 |
2.6% |
71% |
False |
False |
268,786 |
| 10 |
2,268.25 |
2,080.75 |
187.50 |
8.4% |
59.00 |
2.7% |
75% |
False |
False |
272,002 |
| 20 |
2,268.25 |
2,022.25 |
246.00 |
11.1% |
69.25 |
3.1% |
81% |
False |
False |
305,660 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
20.8% |
68.00 |
3.1% |
54% |
False |
False |
328,905 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
20.8% |
58.75 |
2.6% |
54% |
False |
False |
312,917 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
20.8% |
51.75 |
2.3% |
54% |
False |
False |
242,410 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
20.8% |
47.50 |
2.1% |
54% |
False |
False |
193,966 |
| 120 |
2,435.50 |
1,972.25 |
463.25 |
20.8% |
44.50 |
2.0% |
54% |
False |
False |
161,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.50 |
|
2.618 |
2,381.00 |
|
1.618 |
2,321.25 |
|
1.000 |
2,284.25 |
|
0.618 |
2,261.50 |
|
HIGH |
2,224.50 |
|
0.618 |
2,201.75 |
|
0.500 |
2,194.50 |
|
0.382 |
2,187.50 |
|
LOW |
2,164.75 |
|
0.618 |
2,127.75 |
|
1.000 |
2,105.00 |
|
1.618 |
2,068.00 |
|
2.618 |
2,008.25 |
|
4.250 |
1,910.75 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,213.00 |
2,203.50 |
| PP |
2,203.75 |
2,185.00 |
| S1 |
2,194.50 |
2,166.50 |
|