| 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 |
2,161.50 |
2,220.00 |
58.50 |
2.7% |
2,160.75 |
| High |
2,219.25 |
2,239.00 |
19.75 |
0.9% |
2,262.75 |
| Low |
2,161.50 |
2,200.75 |
39.25 |
1.8% |
2,151.50 |
| Close |
2,217.00 |
2,212.00 |
-5.00 |
-0.2% |
2,159.75 |
| Range |
57.75 |
38.25 |
-19.50 |
-33.8% |
111.25 |
| ATR |
64.96 |
63.06 |
-1.91 |
-2.9% |
0.00 |
| Volume |
3,744 |
120,990 |
117,246 |
3,131.6% |
5,249 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,332.00 |
2,310.25 |
2,233.00 |
|
| R3 |
2,293.75 |
2,272.00 |
2,222.50 |
|
| R2 |
2,255.50 |
2,255.50 |
2,219.00 |
|
| R1 |
2,233.75 |
2,233.75 |
2,215.50 |
2,225.50 |
| PP |
2,217.25 |
2,217.25 |
2,217.25 |
2,213.00 |
| S1 |
2,195.50 |
2,195.50 |
2,208.50 |
2,187.25 |
| S2 |
2,179.00 |
2,179.00 |
2,205.00 |
|
| S3 |
2,140.75 |
2,157.25 |
2,201.50 |
|
| S4 |
2,102.50 |
2,119.00 |
2,191.00 |
|
|
| 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 |
2,258.25 |
2,103.25 |
155.00 |
7.0% |
53.25 |
2.4% |
70% |
False |
False |
25,964 |
| 10 |
2,262.75 |
2,076.50 |
186.25 |
8.4% |
55.25 |
2.5% |
73% |
False |
False |
13,297 |
| 20 |
2,262.75 |
2,019.25 |
243.50 |
11.0% |
63.50 |
2.9% |
79% |
False |
False |
6,891 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
66.25 |
3.0% |
53% |
False |
False |
3,761 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
56.25 |
2.5% |
53% |
False |
False |
2,531 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
43.25 |
2.0% |
53% |
False |
False |
1,899 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
35.00 |
1.6% |
53% |
False |
False |
1,519 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
29.50 |
1.3% |
53% |
False |
False |
1,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,401.50 |
|
2.618 |
2,339.25 |
|
1.618 |
2,301.00 |
|
1.000 |
2,277.25 |
|
0.618 |
2,262.75 |
|
HIGH |
2,239.00 |
|
0.618 |
2,224.50 |
|
0.500 |
2,220.00 |
|
0.382 |
2,215.25 |
|
LOW |
2,200.75 |
|
0.618 |
2,177.00 |
|
1.000 |
2,162.50 |
|
1.618 |
2,138.75 |
|
2.618 |
2,100.50 |
|
4.250 |
2,038.25 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.00 |
2,198.50 |
| PP |
2,217.25 |
2,184.75 |
| S1 |
2,214.50 |
2,171.00 |
|