| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,195.00 |
1,161.00 |
-34.00 |
-2.8% |
1,170.25 |
| High |
1,198.25 |
1,161.00 |
-37.25 |
-3.1% |
1,223.75 |
| Low |
1,163.00 |
1,130.50 |
-32.50 |
-2.8% |
1,163.00 |
| Close |
1,163.50 |
1,158.75 |
-4.75 |
-0.4% |
1,163.50 |
| Range |
35.25 |
30.50 |
-4.75 |
-13.5% |
60.75 |
| ATR |
36.46 |
36.22 |
-0.25 |
-0.7% |
0.00 |
| Volume |
33,677 |
62,357 |
28,680 |
85.2% |
114,222 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.50 |
1,230.75 |
1,175.50 |
|
| R3 |
1,211.00 |
1,200.25 |
1,167.25 |
|
| R2 |
1,180.50 |
1,180.50 |
1,164.25 |
|
| R1 |
1,169.75 |
1,169.75 |
1,161.50 |
1,160.00 |
| PP |
1,150.00 |
1,150.00 |
1,150.00 |
1,145.25 |
| S1 |
1,139.25 |
1,139.25 |
1,156.00 |
1,129.50 |
| S2 |
1,119.50 |
1,119.50 |
1,153.25 |
|
| S3 |
1,089.00 |
1,108.75 |
1,150.25 |
|
| S4 |
1,058.50 |
1,078.25 |
1,142.00 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,365.75 |
1,325.25 |
1,197.00 |
|
| R3 |
1,305.00 |
1,264.50 |
1,180.25 |
|
| R2 |
1,244.25 |
1,244.25 |
1,174.75 |
|
| R1 |
1,203.75 |
1,203.75 |
1,169.00 |
1,193.50 |
| PP |
1,183.50 |
1,183.50 |
1,183.50 |
1,178.25 |
| S1 |
1,143.00 |
1,143.00 |
1,158.00 |
1,133.00 |
| S2 |
1,122.75 |
1,122.75 |
1,152.25 |
|
| S3 |
1,062.00 |
1,082.25 |
1,146.75 |
|
| S4 |
1,001.25 |
1,021.50 |
1,130.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,223.75 |
1,130.50 |
93.25 |
8.0% |
29.00 |
2.5% |
30% |
False |
True |
33,712 |
| 10 |
1,223.75 |
1,113.00 |
110.75 |
9.6% |
33.75 |
2.9% |
41% |
False |
False |
22,820 |
| 20 |
1,223.75 |
1,071.50 |
152.25 |
13.1% |
41.25 |
3.6% |
57% |
False |
False |
15,168 |
| 40 |
1,342.00 |
1,071.50 |
270.50 |
23.3% |
35.25 |
3.1% |
32% |
False |
False |
9,185 |
| 60 |
1,348.75 |
1,071.50 |
277.25 |
23.9% |
30.00 |
2.6% |
31% |
False |
False |
6,455 |
| 80 |
1,348.75 |
1,071.50 |
277.25 |
23.9% |
26.25 |
2.3% |
31% |
False |
False |
4,871 |
| 100 |
1,361.00 |
1,071.50 |
289.50 |
25.0% |
23.75 |
2.0% |
30% |
False |
False |
3,946 |
| 120 |
1,361.00 |
1,071.50 |
289.50 |
25.0% |
22.00 |
1.9% |
30% |
False |
False |
3,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.50 |
|
2.618 |
1,240.75 |
|
1.618 |
1,210.25 |
|
1.000 |
1,191.50 |
|
0.618 |
1,179.75 |
|
HIGH |
1,161.00 |
|
0.618 |
1,149.25 |
|
0.500 |
1,145.75 |
|
0.382 |
1,142.25 |
|
LOW |
1,130.50 |
|
0.618 |
1,111.75 |
|
1.000 |
1,100.00 |
|
1.618 |
1,081.25 |
|
2.618 |
1,050.75 |
|
4.250 |
1,001.00 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,154.50 |
1,176.25 |
| PP |
1,150.00 |
1,170.50 |
| S1 |
1,145.75 |
1,164.50 |
|