| 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 |
5,215.5 |
5,325.0 |
109.5 |
2.1% |
5,665.0 |
| High |
5,343.5 |
5,460.0 |
116.5 |
2.2% |
5,885.0 |
| Low |
5,164.0 |
5,288.0 |
124.0 |
2.4% |
5,517.0 |
| Close |
5,286.0 |
5,436.5 |
150.5 |
2.8% |
5,557.0 |
| Range |
179.5 |
172.0 |
-7.5 |
-4.2% |
368.0 |
| ATR |
237.4 |
232.9 |
-4.5 |
-1.9% |
0.0 |
| Volume |
5,289 |
4,243 |
-1,046 |
-19.8% |
6,907 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,910.8 |
5,845.7 |
5,531.1 |
|
| R3 |
5,738.8 |
5,673.7 |
5,483.8 |
|
| R2 |
5,566.8 |
5,566.8 |
5,468.0 |
|
| R1 |
5,501.7 |
5,501.7 |
5,452.3 |
5,534.3 |
| PP |
5,394.8 |
5,394.8 |
5,394.8 |
5,411.1 |
| S1 |
5,329.7 |
5,329.7 |
5,420.7 |
5,362.3 |
| S2 |
5,222.8 |
5,222.8 |
5,405.0 |
|
| S3 |
5,050.8 |
5,157.7 |
5,389.2 |
|
| S4 |
4,878.8 |
4,985.7 |
5,341.9 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,757.0 |
6,525.0 |
5,759.4 |
|
| R3 |
6,389.0 |
6,157.0 |
5,658.2 |
|
| R2 |
6,021.0 |
6,021.0 |
5,624.5 |
|
| R1 |
5,789.0 |
5,789.0 |
5,590.7 |
5,721.0 |
| PP |
5,653.0 |
5,653.0 |
5,653.0 |
5,619.0 |
| S1 |
5,421.0 |
5,421.0 |
5,523.3 |
5,353.0 |
| S2 |
5,285.0 |
5,285.0 |
5,489.5 |
|
| S3 |
4,917.0 |
5,053.0 |
5,455.8 |
|
| S4 |
4,549.0 |
4,685.0 |
5,354.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,885.0 |
5,164.0 |
721.0 |
13.3% |
171.4 |
3.2% |
38% |
False |
False |
2,746 |
| 10 |
5,885.0 |
5,164.0 |
721.0 |
13.3% |
184.3 |
3.4% |
38% |
False |
False |
1,895 |
| 20 |
6,135.0 |
5,164.0 |
971.0 |
17.9% |
229.0 |
4.2% |
28% |
False |
False |
1,385 |
| 40 |
7,425.0 |
5,164.0 |
2,261.0 |
41.6% |
218.3 |
4.0% |
12% |
False |
False |
1,042 |
| 60 |
7,575.5 |
5,164.0 |
2,411.5 |
44.4% |
180.9 |
3.3% |
11% |
False |
False |
1,491 |
| 80 |
7,575.5 |
5,164.0 |
2,411.5 |
44.4% |
155.8 |
2.9% |
11% |
False |
False |
1,318 |
| 100 |
7,680.0 |
5,164.0 |
2,516.0 |
46.3% |
142.3 |
2.6% |
11% |
False |
False |
1,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,191.0 |
|
2.618 |
5,910.3 |
|
1.618 |
5,738.3 |
|
1.000 |
5,632.0 |
|
0.618 |
5,566.3 |
|
HIGH |
5,460.0 |
|
0.618 |
5,394.3 |
|
0.500 |
5,374.0 |
|
0.382 |
5,353.7 |
|
LOW |
5,288.0 |
|
0.618 |
5,181.7 |
|
1.000 |
5,116.0 |
|
1.618 |
5,009.7 |
|
2.618 |
4,837.7 |
|
4.250 |
4,557.0 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,415.7 |
5,429.2 |
| PP |
5,394.8 |
5,421.8 |
| S1 |
5,374.0 |
5,414.5 |
|