| 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 |
2,165.50 |
2,223.00 |
57.50 |
2.7% |
2,164.00 |
| High |
2,224.50 |
2,244.00 |
19.50 |
0.9% |
2,268.25 |
| Low |
2,164.75 |
2,205.25 |
40.50 |
1.9% |
2,156.00 |
| Close |
2,222.00 |
2,216.75 |
-5.25 |
-0.2% |
2,164.75 |
| Range |
59.75 |
38.75 |
-21.00 |
-35.1% |
112.25 |
| ATR |
66.95 |
64.94 |
-2.01 |
-3.0% |
0.00 |
| Volume |
252,548 |
254,052 |
1,504 |
0.6% |
1,272,896 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,338.25 |
2,316.25 |
2,238.00 |
|
| R3 |
2,299.50 |
2,277.50 |
2,227.50 |
|
| R2 |
2,260.75 |
2,260.75 |
2,223.75 |
|
| R1 |
2,238.75 |
2,238.75 |
2,220.25 |
2,230.50 |
| PP |
2,222.00 |
2,222.00 |
2,222.00 |
2,217.75 |
| S1 |
2,200.00 |
2,200.00 |
2,213.25 |
2,191.50 |
| S2 |
2,183.25 |
2,183.25 |
2,209.75 |
|
| S3 |
2,144.50 |
2,161.25 |
2,206.00 |
|
| S4 |
2,105.75 |
2,122.50 |
2,195.50 |
|
|
| 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 |
2,263.75 |
2,108.25 |
155.50 |
7.0% |
55.00 |
2.5% |
70% |
False |
False |
262,441 |
| 10 |
2,268.25 |
2,080.75 |
187.50 |
8.5% |
57.75 |
2.6% |
73% |
False |
False |
270,369 |
| 20 |
2,268.25 |
2,022.25 |
246.00 |
11.1% |
66.00 |
3.0% |
79% |
False |
False |
291,199 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
68.00 |
3.1% |
53% |
False |
False |
328,574 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
58.75 |
2.7% |
53% |
False |
False |
311,750 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
51.75 |
2.3% |
53% |
False |
False |
245,583 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
47.75 |
2.2% |
53% |
False |
False |
196,506 |
| 120 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
44.50 |
2.0% |
53% |
False |
False |
163,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,408.75 |
|
2.618 |
2,345.50 |
|
1.618 |
2,306.75 |
|
1.000 |
2,282.75 |
|
0.618 |
2,268.00 |
|
HIGH |
2,244.00 |
|
0.618 |
2,229.25 |
|
0.500 |
2,224.50 |
|
0.382 |
2,220.00 |
|
LOW |
2,205.25 |
|
0.618 |
2,181.25 |
|
1.000 |
2,166.50 |
|
1.618 |
2,142.50 |
|
2.618 |
2,103.75 |
|
4.250 |
2,040.50 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.50 |
2,203.25 |
| PP |
2,222.00 |
2,189.75 |
| S1 |
2,219.50 |
2,176.00 |
|