| 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 |
5,325.0 |
5,430.5 |
105.5 |
2.0% |
5,665.0 |
| High |
5,460.0 |
5,483.5 |
23.5 |
0.4% |
5,885.0 |
| Low |
5,288.0 |
5,323.5 |
35.5 |
0.7% |
5,517.0 |
| Close |
5,436.5 |
5,365.0 |
-71.5 |
-1.3% |
5,557.0 |
| Range |
172.0 |
160.0 |
-12.0 |
-7.0% |
368.0 |
| ATR |
232.9 |
227.7 |
-5.2 |
-2.2% |
0.0 |
| Volume |
4,243 |
16,342 |
12,099 |
285.2% |
6,907 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,870.7 |
5,777.8 |
5,453.0 |
|
| R3 |
5,710.7 |
5,617.8 |
5,409.0 |
|
| R2 |
5,550.7 |
5,550.7 |
5,394.3 |
|
| R1 |
5,457.8 |
5,457.8 |
5,379.7 |
5,424.3 |
| PP |
5,390.7 |
5,390.7 |
5,390.7 |
5,373.9 |
| S1 |
5,297.8 |
5,297.8 |
5,350.3 |
5,264.3 |
| S2 |
5,230.7 |
5,230.7 |
5,335.7 |
|
| S3 |
5,070.7 |
5,137.8 |
5,321.0 |
|
| S4 |
4,910.7 |
4,977.8 |
5,277.0 |
|
|
| 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 |
5,809.5 |
5,164.0 |
645.5 |
12.0% |
160.8 |
3.0% |
31% |
False |
False |
5,859 |
| 10 |
5,885.0 |
5,164.0 |
721.0 |
13.4% |
178.8 |
3.3% |
28% |
False |
False |
3,440 |
| 20 |
6,126.5 |
5,164.0 |
962.5 |
17.9% |
208.8 |
3.9% |
21% |
False |
False |
2,137 |
| 40 |
7,425.0 |
5,164.0 |
2,261.0 |
42.1% |
219.3 |
4.1% |
9% |
False |
False |
1,445 |
| 60 |
7,575.5 |
5,164.0 |
2,411.5 |
44.9% |
181.6 |
3.4% |
8% |
False |
False |
1,528 |
| 80 |
7,575.5 |
5,164.0 |
2,411.5 |
44.9% |
157.4 |
2.9% |
8% |
False |
False |
1,521 |
| 100 |
7,680.0 |
5,164.0 |
2,516.0 |
46.9% |
142.8 |
2.7% |
8% |
False |
False |
1,235 |
| 120 |
7,680.0 |
5,164.0 |
2,516.0 |
46.9% |
126.2 |
2.4% |
8% |
False |
False |
1,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,163.5 |
|
2.618 |
5,902.4 |
|
1.618 |
5,742.4 |
|
1.000 |
5,643.5 |
|
0.618 |
5,582.4 |
|
HIGH |
5,483.5 |
|
0.618 |
5,422.4 |
|
0.500 |
5,403.5 |
|
0.382 |
5,384.6 |
|
LOW |
5,323.5 |
|
0.618 |
5,224.6 |
|
1.000 |
5,163.5 |
|
1.618 |
5,064.6 |
|
2.618 |
4,904.6 |
|
4.250 |
4,643.5 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,403.5 |
5,351.3 |
| PP |
5,390.7 |
5,337.5 |
| S1 |
5,377.8 |
5,323.8 |
|