| 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 |
1,879.9 |
1,876.0 |
-3.9 |
-0.2% |
1,840.0 |
| High |
1,923.7 |
1,883.2 |
-40.5 |
-2.1% |
1,887.4 |
| Low |
1,861.8 |
1,793.8 |
-68.0 |
-3.7% |
1,778.1 |
| Close |
1,873.3 |
1,817.6 |
-55.7 |
-3.0% |
1,876.9 |
| Range |
61.9 |
89.4 |
27.5 |
44.4% |
109.3 |
| ATR |
49.8 |
52.6 |
2.8 |
5.7% |
0.0 |
| Volume |
392,960 |
296,980 |
-95,980 |
-24.4% |
815,382 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.7 |
2,048.1 |
1,866.8 |
|
| R3 |
2,010.3 |
1,958.7 |
1,842.2 |
|
| R2 |
1,920.9 |
1,920.9 |
1,834.0 |
|
| R1 |
1,869.3 |
1,869.3 |
1,825.8 |
1,850.4 |
| PP |
1,831.5 |
1,831.5 |
1,831.5 |
1,822.1 |
| S1 |
1,779.9 |
1,779.9 |
1,809.4 |
1,761.0 |
| S2 |
1,742.1 |
1,742.1 |
1,801.2 |
|
| S3 |
1,652.7 |
1,690.5 |
1,793.0 |
|
| S4 |
1,563.3 |
1,601.1 |
1,768.4 |
|
|
| 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 |
1,923.7 |
1,793.8 |
129.9 |
7.1% |
51.8 |
2.8% |
18% |
False |
True |
229,468 |
| 10 |
1,923.7 |
1,705.4 |
218.3 |
12.0% |
62.8 |
3.5% |
51% |
False |
False |
250,950 |
| 20 |
1,923.7 |
1,705.4 |
218.3 |
12.0% |
56.7 |
3.1% |
51% |
False |
False |
236,577 |
| 40 |
1,923.7 |
1,567.0 |
356.7 |
19.6% |
41.6 |
2.3% |
70% |
False |
False |
176,480 |
| 60 |
1,923.7 |
1,481.0 |
442.7 |
24.4% |
34.1 |
1.9% |
76% |
False |
False |
120,710 |
| 80 |
1,923.7 |
1,475.0 |
448.7 |
24.7% |
29.8 |
1.6% |
76% |
False |
False |
91,506 |
| 100 |
1,923.7 |
1,465.9 |
457.8 |
25.2% |
28.7 |
1.6% |
77% |
False |
False |
73,903 |
| 120 |
1,923.7 |
1,409.5 |
514.2 |
28.3% |
26.7 |
1.5% |
79% |
False |
False |
61,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,263.2 |
|
2.618 |
2,117.2 |
|
1.618 |
2,027.8 |
|
1.000 |
1,972.6 |
|
0.618 |
1,938.4 |
|
HIGH |
1,883.2 |
|
0.618 |
1,849.0 |
|
0.500 |
1,838.5 |
|
0.382 |
1,828.0 |
|
LOW |
1,793.8 |
|
0.618 |
1,738.6 |
|
1.000 |
1,704.4 |
|
1.618 |
1,649.2 |
|
2.618 |
1,559.8 |
|
4.250 |
1,413.9 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,838.5 |
1,858.8 |
| PP |
1,831.5 |
1,845.0 |
| S1 |
1,824.6 |
1,831.3 |
|