| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,321.92 |
10,446.80 |
124.88 |
1.2% |
10,145.58 |
| High |
10,451.15 |
10,446.80 |
-4.35 |
0.0% |
10,451.15 |
| Low |
10,321.84 |
10,332.40 |
10.56 |
0.1% |
9,941.84 |
| Close |
10,447.93 |
10,340.69 |
-107.24 |
-1.0% |
10,447.93 |
| Range |
129.31 |
114.40 |
-14.91 |
-11.5% |
509.31 |
| ATR |
151.91 |
149.31 |
-2.60 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,716.50 |
10,642.99 |
10,403.61 |
|
| R3 |
10,602.10 |
10,528.59 |
10,372.15 |
|
| R2 |
10,487.70 |
10,487.70 |
10,361.66 |
|
| R1 |
10,414.19 |
10,414.19 |
10,351.18 |
10,393.75 |
| PP |
10,373.30 |
10,373.30 |
10,373.30 |
10,363.07 |
| S1 |
10,299.79 |
10,299.79 |
10,330.20 |
10,279.35 |
| S2 |
10,258.90 |
10,258.90 |
10,319.72 |
|
| S3 |
10,144.50 |
10,185.39 |
10,309.23 |
|
| S4 |
10,030.10 |
10,070.99 |
10,277.77 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,808.24 |
11,637.39 |
10,728.05 |
|
| R3 |
11,298.93 |
11,128.08 |
10,587.99 |
|
| R2 |
10,789.62 |
10,789.62 |
10,541.30 |
|
| R1 |
10,618.77 |
10,618.77 |
10,494.62 |
10,704.20 |
| PP |
10,280.31 |
10,280.31 |
10,280.31 |
10,323.02 |
| S1 |
10,109.46 |
10,109.46 |
10,401.24 |
10,194.89 |
| S2 |
9,771.00 |
9,771.00 |
10,354.56 |
|
| S3 |
9,261.69 |
9,600.15 |
10,307.87 |
|
| S4 |
8,752.38 |
9,090.84 |
10,167.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,451.15 |
9,941.84 |
509.31 |
4.9% |
140.95 |
1.4% |
78% |
False |
False |
|
| 10 |
10,451.15 |
9,936.62 |
514.53 |
5.0% |
154.88 |
1.5% |
79% |
False |
False |
|
| 20 |
10,700.71 |
9,936.62 |
764.09 |
7.4% |
151.34 |
1.5% |
53% |
False |
False |
|
| 40 |
10,719.94 |
9,936.62 |
783.32 |
7.6% |
149.31 |
1.4% |
52% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.7% |
152.09 |
1.5% |
66% |
False |
False |
|
| 80 |
10,780.75 |
9,614.32 |
1,166.43 |
11.3% |
171.38 |
1.7% |
62% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
180.54 |
1.7% |
44% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
164.69 |
1.6% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,933.00 |
|
2.618 |
10,746.30 |
|
1.618 |
10,631.90 |
|
1.000 |
10,561.20 |
|
0.618 |
10,517.50 |
|
HIGH |
10,446.80 |
|
0.618 |
10,403.10 |
|
0.500 |
10,389.60 |
|
0.382 |
10,376.10 |
|
LOW |
10,332.40 |
|
0.618 |
10,261.70 |
|
1.000 |
10,218.00 |
|
1.618 |
10,147.30 |
|
2.618 |
10,032.90 |
|
4.250 |
9,846.20 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,389.60 |
10,352.56 |
| PP |
10,373.30 |
10,348.60 |
| S1 |
10,356.99 |
10,344.65 |
|