| 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 |
1,837.6 |
1,826.2 |
-11.4 |
-0.6% |
1,862.9 |
| High |
1,842.7 |
1,833.6 |
-9.1 |
-0.5% |
1,917.9 |
| Low |
1,813.6 |
1,815.5 |
1.9 |
0.1% |
1,705.4 |
| Close |
1,831.7 |
1,829.1 |
-2.6 |
-0.1% |
1,797.3 |
| Range |
29.1 |
18.1 |
-11.0 |
-37.8% |
212.5 |
| ATR |
50.3 |
48.0 |
-2.3 |
-4.6% |
0.0 |
| Volume |
155,155 |
131,735 |
-23,420 |
-15.1% |
1,587,333 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,880.4 |
1,872.8 |
1,839.1 |
|
| R3 |
1,862.3 |
1,854.7 |
1,834.1 |
|
| R2 |
1,844.2 |
1,844.2 |
1,832.4 |
|
| R1 |
1,836.6 |
1,836.6 |
1,830.8 |
1,840.4 |
| PP |
1,826.1 |
1,826.1 |
1,826.1 |
1,828.0 |
| S1 |
1,818.5 |
1,818.5 |
1,827.4 |
1,822.3 |
| S2 |
1,808.0 |
1,808.0 |
1,825.8 |
|
| S3 |
1,789.9 |
1,800.4 |
1,824.1 |
|
| S4 |
1,771.8 |
1,782.3 |
1,819.1 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.4 |
2,333.3 |
1,914.2 |
|
| R3 |
2,231.9 |
2,120.8 |
1,855.7 |
|
| R2 |
2,019.4 |
2,019.4 |
1,836.3 |
|
| R1 |
1,908.3 |
1,908.3 |
1,816.8 |
1,857.6 |
| PP |
1,806.9 |
1,806.9 |
1,806.9 |
1,781.5 |
| S1 |
1,695.8 |
1,695.8 |
1,777.8 |
1,645.1 |
| S2 |
1,594.4 |
1,594.4 |
1,758.3 |
|
| S3 |
1,381.9 |
1,483.3 |
1,738.9 |
|
| S4 |
1,169.4 |
1,270.8 |
1,680.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,845.1 |
1,759.5 |
85.6 |
4.7% |
47.8 |
2.6% |
81% |
False |
False |
178,827 |
| 10 |
1,917.9 |
1,705.4 |
212.5 |
11.6% |
60.8 |
3.3% |
58% |
False |
False |
248,955 |
| 20 |
1,917.9 |
1,644.2 |
273.7 |
15.0% |
52.8 |
2.9% |
68% |
False |
False |
234,050 |
| 40 |
1,917.9 |
1,527.3 |
390.6 |
21.4% |
38.0 |
2.1% |
77% |
False |
False |
156,440 |
| 60 |
1,917.9 |
1,481.0 |
436.9 |
23.9% |
31.5 |
1.7% |
80% |
False |
False |
106,485 |
| 80 |
1,917.9 |
1,475.0 |
442.9 |
24.2% |
28.3 |
1.5% |
80% |
False |
False |
80,917 |
| 100 |
1,917.9 |
1,450.0 |
467.9 |
25.6% |
27.2 |
1.5% |
81% |
False |
False |
65,389 |
| 120 |
1,917.9 |
1,387.1 |
530.8 |
29.0% |
25.5 |
1.4% |
83% |
False |
False |
54,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,910.5 |
|
2.618 |
1,881.0 |
|
1.618 |
1,862.9 |
|
1.000 |
1,851.7 |
|
0.618 |
1,844.8 |
|
HIGH |
1,833.6 |
|
0.618 |
1,826.7 |
|
0.500 |
1,824.6 |
|
0.382 |
1,822.4 |
|
LOW |
1,815.5 |
|
0.618 |
1,804.3 |
|
1.000 |
1,797.4 |
|
1.618 |
1,786.2 |
|
2.618 |
1,768.1 |
|
4.250 |
1,738.6 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,827.6 |
1,824.6 |
| PP |
1,826.1 |
1,820.1 |
| S1 |
1,824.6 |
1,815.7 |
|