| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,222.75 |
2,238.50 |
15.75 |
0.7% |
2,030.00 |
| High |
2,262.75 |
2,258.25 |
-4.50 |
-0.2% |
2,163.00 |
| Low |
2,216.25 |
2,212.25 |
-4.00 |
-0.2% |
2,019.25 |
| Close |
2,235.75 |
2,212.25 |
-23.50 |
-1.1% |
2,159.00 |
| Range |
46.50 |
46.00 |
-0.50 |
-1.1% |
143.75 |
| ATR |
67.51 |
65.97 |
-1.54 |
-2.3% |
0.00 |
| Volume |
1,448 |
1,031 |
-417 |
-28.8% |
3,556 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,365.50 |
2,335.00 |
2,237.50 |
|
| R3 |
2,319.50 |
2,289.00 |
2,225.00 |
|
| R2 |
2,273.50 |
2,273.50 |
2,220.75 |
|
| R1 |
2,243.00 |
2,243.00 |
2,216.50 |
2,235.25 |
| PP |
2,227.50 |
2,227.50 |
2,227.50 |
2,223.75 |
| S1 |
2,197.00 |
2,197.00 |
2,208.00 |
2,189.25 |
| S2 |
2,181.50 |
2,181.50 |
2,203.75 |
|
| S3 |
2,135.50 |
2,151.00 |
2,199.50 |
|
| S4 |
2,089.50 |
2,105.00 |
2,187.00 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,545.00 |
2,495.75 |
2,238.00 |
|
| R3 |
2,401.25 |
2,352.00 |
2,198.50 |
|
| R2 |
2,257.50 |
2,257.50 |
2,185.25 |
|
| R1 |
2,208.25 |
2,208.25 |
2,172.25 |
2,233.00 |
| PP |
2,113.75 |
2,113.75 |
2,113.75 |
2,126.00 |
| S1 |
2,064.50 |
2,064.50 |
2,145.75 |
2,089.00 |
| S2 |
1,970.00 |
1,970.00 |
2,132.75 |
|
| S3 |
1,826.25 |
1,920.75 |
2,119.50 |
|
| S4 |
1,682.50 |
1,777.00 |
2,080.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,262.75 |
2,076.50 |
186.25 |
8.4% |
56.50 |
2.5% |
73% |
False |
False |
788 |
| 10 |
2,262.75 |
2,019.25 |
243.50 |
11.0% |
60.00 |
2.7% |
79% |
False |
False |
757 |
| 20 |
2,262.75 |
1,964.00 |
298.75 |
13.5% |
79.50 |
3.6% |
83% |
False |
False |
663 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
64.75 |
2.9% |
53% |
False |
False |
552 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
53.25 |
2.4% |
53% |
False |
False |
385 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
40.50 |
1.8% |
53% |
False |
False |
289 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
33.00 |
1.5% |
53% |
False |
False |
232 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
28.75 |
1.3% |
53% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,453.75 |
|
2.618 |
2,378.75 |
|
1.618 |
2,332.75 |
|
1.000 |
2,304.25 |
|
0.618 |
2,286.75 |
|
HIGH |
2,258.25 |
|
0.618 |
2,240.75 |
|
0.500 |
2,235.25 |
|
0.382 |
2,229.75 |
|
LOW |
2,212.25 |
|
0.618 |
2,183.75 |
|
1.000 |
2,166.25 |
|
1.618 |
2,137.75 |
|
2.618 |
2,091.75 |
|
4.250 |
2,016.75 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,235.25 |
2,230.25 |
| PP |
2,227.50 |
2,224.25 |
| S1 |
2,220.00 |
2,218.25 |
|