| 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 |
2,213.25 |
2,150.00 |
-63.25 |
-2.9% |
2,160.75 |
| High |
2,214.25 |
2,164.50 |
-49.75 |
-2.2% |
2,262.75 |
| Low |
2,151.50 |
2,103.25 |
-48.25 |
-2.2% |
2,151.50 |
| Close |
2,159.75 |
2,160.25 |
0.50 |
0.0% |
2,159.75 |
| Range |
62.75 |
61.25 |
-1.50 |
-2.4% |
111.25 |
| ATR |
65.74 |
65.42 |
-0.32 |
-0.5% |
0.00 |
| Volume |
1,548 |
2,511 |
963 |
62.2% |
5,249 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,326.50 |
2,304.50 |
2,194.00 |
|
| R3 |
2,265.25 |
2,243.25 |
2,177.00 |
|
| R2 |
2,204.00 |
2,204.00 |
2,171.50 |
|
| R1 |
2,182.00 |
2,182.00 |
2,165.75 |
2,193.00 |
| PP |
2,142.75 |
2,142.75 |
2,142.75 |
2,148.00 |
| S1 |
2,120.75 |
2,120.75 |
2,154.75 |
2,131.75 |
| S2 |
2,081.50 |
2,081.50 |
2,149.00 |
|
| S3 |
2,020.25 |
2,059.50 |
2,143.50 |
|
| S4 |
1,959.00 |
1,998.25 |
2,126.50 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,525.00 |
2,453.75 |
2,221.00 |
|
| R3 |
2,413.75 |
2,342.50 |
2,190.25 |
|
| R2 |
2,302.50 |
2,302.50 |
2,180.25 |
|
| R1 |
2,231.25 |
2,231.25 |
2,170.00 |
2,211.25 |
| PP |
2,191.25 |
2,191.25 |
2,191.25 |
2,181.50 |
| S1 |
2,120.00 |
2,120.00 |
2,149.50 |
2,100.00 |
| S2 |
2,080.00 |
2,080.00 |
2,139.25 |
|
| S3 |
1,968.75 |
2,008.75 |
2,129.25 |
|
| S4 |
1,857.50 |
1,897.50 |
2,098.50 |
|
|
| 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 |
2,103.25 |
159.50 |
7.4% |
52.50 |
2.4% |
36% |
False |
True |
1,522 |
| 10 |
2,262.75 |
2,032.50 |
230.25 |
10.7% |
59.75 |
2.8% |
55% |
False |
False |
990 |
| 20 |
2,262.75 |
1,964.00 |
298.75 |
13.8% |
73.50 |
3.4% |
66% |
False |
False |
772 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
65.50 |
3.0% |
42% |
False |
False |
649 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
55.00 |
2.5% |
42% |
False |
False |
452 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
42.00 |
1.9% |
42% |
False |
False |
340 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
34.25 |
1.6% |
42% |
False |
False |
272 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
29.00 |
1.3% |
42% |
False |
False |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,424.75 |
|
2.618 |
2,324.75 |
|
1.618 |
2,263.50 |
|
1.000 |
2,225.75 |
|
0.618 |
2,202.25 |
|
HIGH |
2,164.50 |
|
0.618 |
2,141.00 |
|
0.500 |
2,134.00 |
|
0.382 |
2,126.75 |
|
LOW |
2,103.25 |
|
0.618 |
2,065.50 |
|
1.000 |
2,042.00 |
|
1.618 |
2,004.25 |
|
2.618 |
1,943.00 |
|
4.250 |
1,843.00 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,151.50 |
2,180.75 |
| PP |
2,142.75 |
2,174.00 |
| S1 |
2,134.00 |
2,167.00 |
|