| Trading Metrics calculated at close of trading on 06-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4,556.0 |
4,589.0 |
33.0 |
0.7% |
4,396.0 |
| High |
4,558.0 |
4,594.0 |
36.0 |
0.8% |
4,568.0 |
| Low |
4,518.0 |
4,545.0 |
27.0 |
0.6% |
4,379.0 |
| Close |
4,536.0 |
4,592.0 |
56.0 |
1.2% |
4,536.0 |
| Range |
40.0 |
49.0 |
9.0 |
22.5% |
189.0 |
| ATR |
63.4 |
63.0 |
-0.4 |
-0.6% |
0.0 |
| Volume |
24,509 |
27,937 |
3,428 |
14.0% |
187,085 |
|
| Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,724.0 |
4,707.0 |
4,619.0 |
|
| R3 |
4,675.0 |
4,658.0 |
4,605.5 |
|
| R2 |
4,626.0 |
4,626.0 |
4,601.0 |
|
| R1 |
4,609.0 |
4,609.0 |
4,596.5 |
4,617.5 |
| PP |
4,577.0 |
4,577.0 |
4,577.0 |
4,581.3 |
| S1 |
4,560.0 |
4,560.0 |
4,587.5 |
4,568.5 |
| S2 |
4,528.0 |
4,528.0 |
4,583.0 |
|
| S3 |
4,479.0 |
4,511.0 |
4,578.5 |
|
| S4 |
4,430.0 |
4,462.0 |
4,565.1 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,061.3 |
4,987.7 |
4,640.0 |
|
| R3 |
4,872.3 |
4,798.7 |
4,588.0 |
|
| R2 |
4,683.3 |
4,683.3 |
4,570.7 |
|
| R1 |
4,609.7 |
4,609.7 |
4,553.3 |
4,646.5 |
| PP |
4,494.3 |
4,494.3 |
4,494.3 |
4,512.8 |
| S1 |
4,420.7 |
4,420.7 |
4,518.7 |
4,457.5 |
| S2 |
4,305.3 |
4,305.3 |
4,501.4 |
|
| S3 |
4,116.3 |
4,231.7 |
4,484.0 |
|
| S4 |
3,927.3 |
4,042.7 |
4,432.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,594.0 |
4,379.0 |
215.0 |
4.7% |
55.4 |
1.2% |
99% |
True |
False |
34,870 |
| 10 |
4,594.0 |
4,296.0 |
298.0 |
6.5% |
52.3 |
1.1% |
99% |
True |
False |
34,811 |
| 20 |
4,594.0 |
4,296.0 |
298.0 |
6.5% |
53.0 |
1.2% |
99% |
True |
False |
34,921 |
| 40 |
4,594.0 |
4,296.0 |
298.0 |
6.5% |
47.4 |
1.0% |
99% |
True |
False |
29,268 |
| 60 |
4,630.0 |
4,163.0 |
467.0 |
10.2% |
49.6 |
1.1% |
92% |
False |
False |
30,448 |
| 80 |
4,630.0 |
4,163.0 |
467.0 |
10.2% |
48.4 |
1.1% |
92% |
False |
False |
23,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,802.3 |
|
2.618 |
4,722.3 |
|
1.618 |
4,673.3 |
|
1.000 |
4,643.0 |
|
0.618 |
4,624.3 |
|
HIGH |
4,594.0 |
|
0.618 |
4,575.3 |
|
0.500 |
4,569.5 |
|
0.382 |
4,563.7 |
|
LOW |
4,545.0 |
|
0.618 |
4,514.7 |
|
1.000 |
4,496.0 |
|
1.618 |
4,465.7 |
|
2.618 |
4,416.7 |
|
4.250 |
4,336.8 |
|
|
| Fisher Pivots for day following 06-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,584.5 |
4,578.2 |
| PP |
4,577.0 |
4,564.3 |
| S1 |
4,569.5 |
4,550.5 |
|