| 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 |
2,150.00 |
2,161.50 |
11.50 |
0.5% |
2,160.75 |
| High |
2,164.50 |
2,219.25 |
54.75 |
2.5% |
2,262.75 |
| Low |
2,103.25 |
2,161.50 |
58.25 |
2.8% |
2,151.50 |
| Close |
2,160.25 |
2,217.00 |
56.75 |
2.6% |
2,159.75 |
| Range |
61.25 |
57.75 |
-3.50 |
-5.7% |
111.25 |
| ATR |
65.42 |
64.96 |
-0.46 |
-0.7% |
0.00 |
| Volume |
2,511 |
3,744 |
1,233 |
49.1% |
5,249 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,372.50 |
2,352.50 |
2,248.75 |
|
| R3 |
2,314.75 |
2,294.75 |
2,233.00 |
|
| R2 |
2,257.00 |
2,257.00 |
2,227.50 |
|
| R1 |
2,237.00 |
2,237.00 |
2,222.25 |
2,247.00 |
| PP |
2,199.25 |
2,199.25 |
2,199.25 |
2,204.25 |
| S1 |
2,179.25 |
2,179.25 |
2,211.75 |
2,189.25 |
| S2 |
2,141.50 |
2,141.50 |
2,206.50 |
|
| S3 |
2,083.75 |
2,121.50 |
2,201.00 |
|
| S4 |
2,026.00 |
2,063.75 |
2,185.25 |
|
|
| 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 |
7.2% |
54.75 |
2.5% |
71% |
False |
False |
2,056 |
| 10 |
2,262.75 |
2,076.50 |
186.25 |
8.4% |
56.25 |
2.5% |
75% |
False |
False |
1,334 |
| 20 |
2,262.75 |
2,019.25 |
243.50 |
11.0% |
66.75 |
3.0% |
81% |
False |
False |
899 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
66.00 |
3.0% |
54% |
False |
False |
740 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
56.00 |
2.5% |
54% |
False |
False |
515 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
42.75 |
1.9% |
54% |
False |
False |
386 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
34.75 |
1.6% |
54% |
False |
False |
310 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
29.25 |
1.3% |
54% |
False |
False |
259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.75 |
|
2.618 |
2,370.50 |
|
1.618 |
2,312.75 |
|
1.000 |
2,277.00 |
|
0.618 |
2,255.00 |
|
HIGH |
2,219.25 |
|
0.618 |
2,197.25 |
|
0.500 |
2,190.50 |
|
0.382 |
2,183.50 |
|
LOW |
2,161.50 |
|
0.618 |
2,125.75 |
|
1.000 |
2,103.75 |
|
1.618 |
2,068.00 |
|
2.618 |
2,010.25 |
|
4.250 |
1,916.00 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,208.00 |
2,198.50 |
| PP |
2,199.25 |
2,179.75 |
| S1 |
2,190.50 |
2,161.25 |
|