| 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 |
1,826.2 |
1,827.9 |
1.7 |
0.1% |
1,840.0 |
| High |
1,833.6 |
1,887.4 |
53.8 |
2.9% |
1,887.4 |
| Low |
1,815.5 |
1,826.9 |
11.4 |
0.6% |
1,778.1 |
| Close |
1,829.1 |
1,876.9 |
47.8 |
2.6% |
1,876.9 |
| Range |
18.1 |
60.5 |
42.4 |
234.3% |
109.3 |
| ATR |
48.0 |
48.9 |
0.9 |
1.9% |
0.0 |
| Volume |
131,735 |
170,512 |
38,777 |
29.4% |
815,382 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,045.2 |
2,021.6 |
1,910.2 |
|
| R3 |
1,984.7 |
1,961.1 |
1,893.5 |
|
| R2 |
1,924.2 |
1,924.2 |
1,888.0 |
|
| R1 |
1,900.6 |
1,900.6 |
1,882.4 |
1,912.4 |
| PP |
1,863.7 |
1,863.7 |
1,863.7 |
1,869.7 |
| S1 |
1,840.1 |
1,840.1 |
1,871.4 |
1,851.9 |
| S2 |
1,803.2 |
1,803.2 |
1,865.8 |
|
| S3 |
1,742.7 |
1,779.6 |
1,860.3 |
|
| S4 |
1,682.2 |
1,719.1 |
1,843.6 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.4 |
2,135.4 |
1,937.0 |
|
| R3 |
2,066.1 |
2,026.1 |
1,907.0 |
|
| R2 |
1,956.8 |
1,956.8 |
1,896.9 |
|
| R1 |
1,916.8 |
1,916.8 |
1,886.9 |
1,936.8 |
| PP |
1,847.5 |
1,847.5 |
1,847.5 |
1,857.5 |
| S1 |
1,807.5 |
1,807.5 |
1,866.9 |
1,827.5 |
| S2 |
1,738.2 |
1,738.2 |
1,856.9 |
|
| S3 |
1,628.9 |
1,698.2 |
1,846.8 |
|
| S4 |
1,519.6 |
1,588.9 |
1,816.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,887.4 |
1,778.1 |
109.3 |
5.8% |
46.0 |
2.5% |
90% |
True |
False |
163,076 |
| 10 |
1,917.9 |
1,705.4 |
212.5 |
11.3% |
61.1 |
3.3% |
81% |
False |
False |
240,271 |
| 20 |
1,917.9 |
1,681.7 |
236.2 |
12.6% |
54.4 |
2.9% |
83% |
False |
False |
233,354 |
| 40 |
1,917.9 |
1,543.3 |
374.6 |
20.0% |
39.0 |
2.1% |
89% |
False |
False |
160,268 |
| 60 |
1,917.9 |
1,481.0 |
436.9 |
23.3% |
32.2 |
1.7% |
91% |
False |
False |
109,303 |
| 80 |
1,917.9 |
1,475.0 |
442.9 |
23.6% |
28.7 |
1.5% |
91% |
False |
False |
82,962 |
| 100 |
1,917.9 |
1,456.0 |
461.9 |
24.6% |
27.6 |
1.5% |
91% |
False |
False |
67,071 |
| 120 |
1,917.9 |
1,392.3 |
525.6 |
28.0% |
25.7 |
1.4% |
92% |
False |
False |
56,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.5 |
|
2.618 |
2,045.8 |
|
1.618 |
1,985.3 |
|
1.000 |
1,947.9 |
|
0.618 |
1,924.8 |
|
HIGH |
1,887.4 |
|
0.618 |
1,864.3 |
|
0.500 |
1,857.2 |
|
0.382 |
1,850.0 |
|
LOW |
1,826.9 |
|
0.618 |
1,789.5 |
|
1.000 |
1,766.4 |
|
1.618 |
1,729.0 |
|
2.618 |
1,668.5 |
|
4.250 |
1,569.8 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,870.3 |
1,868.1 |
| PP |
1,863.7 |
1,859.3 |
| S1 |
1,857.2 |
1,850.5 |
|