| 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 |
1,876.0 |
1,819.5 |
-56.5 |
-3.0% |
1,840.0 |
| High |
1,883.2 |
1,873.3 |
-9.9 |
-0.5% |
1,887.4 |
| Low |
1,793.8 |
1,816.2 |
22.4 |
1.2% |
1,778.1 |
| Close |
1,817.6 |
1,857.5 |
39.9 |
2.2% |
1,876.9 |
| Range |
89.4 |
57.1 |
-32.3 |
-36.1% |
109.3 |
| ATR |
52.6 |
52.9 |
0.3 |
0.6% |
0.0 |
| Volume |
296,980 |
210,880 |
-86,100 |
-29.0% |
815,382 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,020.3 |
1,996.0 |
1,888.9 |
|
| R3 |
1,963.2 |
1,938.9 |
1,873.2 |
|
| R2 |
1,906.1 |
1,906.1 |
1,868.0 |
|
| R1 |
1,881.8 |
1,881.8 |
1,862.7 |
1,894.0 |
| PP |
1,849.0 |
1,849.0 |
1,849.0 |
1,855.1 |
| S1 |
1,824.7 |
1,824.7 |
1,852.3 |
1,836.9 |
| S2 |
1,791.9 |
1,791.9 |
1,847.0 |
|
| S3 |
1,734.8 |
1,767.6 |
1,841.8 |
|
| S4 |
1,677.7 |
1,710.5 |
1,826.1 |
|
|
| 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 |
7.0% |
57.4 |
3.1% |
49% |
False |
False |
240,613 |
| 10 |
1,923.7 |
1,705.4 |
218.3 |
11.8% |
58.0 |
3.1% |
70% |
False |
False |
231,458 |
| 20 |
1,923.7 |
1,705.4 |
218.3 |
11.8% |
56.5 |
3.0% |
70% |
False |
False |
233,277 |
| 40 |
1,923.7 |
1,578.0 |
345.7 |
18.6% |
42.4 |
2.3% |
81% |
False |
False |
181,362 |
| 60 |
1,923.7 |
1,481.0 |
442.7 |
23.8% |
34.8 |
1.9% |
85% |
False |
False |
124,181 |
| 80 |
1,923.7 |
1,475.0 |
448.7 |
24.2% |
30.3 |
1.6% |
85% |
False |
False |
94,012 |
| 100 |
1,923.7 |
1,465.9 |
457.8 |
24.6% |
29.1 |
1.6% |
86% |
False |
False |
75,986 |
| 120 |
1,923.7 |
1,416.8 |
506.9 |
27.3% |
27.0 |
1.5% |
87% |
False |
False |
63,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,116.0 |
|
2.618 |
2,022.8 |
|
1.618 |
1,965.7 |
|
1.000 |
1,930.4 |
|
0.618 |
1,908.6 |
|
HIGH |
1,873.3 |
|
0.618 |
1,851.5 |
|
0.500 |
1,844.8 |
|
0.382 |
1,838.0 |
|
LOW |
1,816.2 |
|
0.618 |
1,780.9 |
|
1.000 |
1,759.1 |
|
1.618 |
1,723.8 |
|
2.618 |
1,666.7 |
|
4.250 |
1,573.5 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,853.3 |
1,858.8 |
| PP |
1,849.0 |
1,858.3 |
| S1 |
1,844.8 |
1,857.9 |
|