| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
5,426.0 |
5,384.5 |
-41.5 |
-0.8% |
5,136.0 |
| High |
5,426.5 |
5,447.0 |
20.5 |
0.4% |
5,452.0 |
| Low |
5,376.0 |
5,360.0 |
-16.0 |
-0.3% |
5,123.5 |
| Close |
5,411.5 |
5,436.5 |
25.0 |
0.5% |
5,417.0 |
| Range |
50.5 |
87.0 |
36.5 |
72.3% |
328.5 |
| ATR |
91.8 |
91.5 |
-0.3 |
-0.4% |
0.0 |
| Volume |
112,134 |
108,994 |
-3,140 |
-2.8% |
430,348 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,675.5 |
5,643.0 |
5,484.5 |
|
| R3 |
5,588.5 |
5,556.0 |
5,460.5 |
|
| R2 |
5,501.5 |
5,501.5 |
5,452.5 |
|
| R1 |
5,469.0 |
5,469.0 |
5,444.5 |
5,485.0 |
| PP |
5,414.5 |
5,414.5 |
5,414.5 |
5,422.5 |
| S1 |
5,382.0 |
5,382.0 |
5,428.5 |
5,398.0 |
| S2 |
5,327.5 |
5,327.5 |
5,420.5 |
|
| S3 |
5,240.5 |
5,295.0 |
5,412.5 |
|
| S4 |
5,153.5 |
5,208.0 |
5,388.5 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,316.5 |
6,195.0 |
5,597.5 |
|
| R3 |
5,988.0 |
5,866.5 |
5,507.5 |
|
| R2 |
5,659.5 |
5,659.5 |
5,477.0 |
|
| R1 |
5,538.0 |
5,538.0 |
5,447.0 |
5,599.0 |
| PP |
5,331.0 |
5,331.0 |
5,331.0 |
5,361.0 |
| S1 |
5,209.5 |
5,209.5 |
5,387.0 |
5,270.0 |
| S2 |
5,002.5 |
5,002.5 |
5,357.0 |
|
| S3 |
4,674.0 |
4,881.0 |
5,326.5 |
|
| S4 |
4,345.5 |
4,552.5 |
5,236.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,459.0 |
5,338.0 |
121.0 |
2.2% |
61.5 |
1.1% |
81% |
False |
False |
87,346 |
| 10 |
5,459.0 |
5,062.0 |
397.0 |
7.3% |
85.0 |
1.6% |
94% |
False |
False |
96,245 |
| 20 |
5,459.0 |
5,062.0 |
397.0 |
7.3% |
88.5 |
1.6% |
94% |
False |
False |
95,049 |
| 40 |
5,459.0 |
5,056.5 |
402.5 |
7.4% |
89.5 |
1.6% |
94% |
False |
False |
93,130 |
| 60 |
5,459.0 |
4,757.0 |
702.0 |
12.9% |
93.5 |
1.7% |
97% |
False |
False |
102,195 |
| 80 |
5,459.0 |
4,757.0 |
702.0 |
12.9% |
98.0 |
1.8% |
97% |
False |
False |
79,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,817.0 |
|
2.618 |
5,675.0 |
|
1.618 |
5,588.0 |
|
1.000 |
5,534.0 |
|
0.618 |
5,501.0 |
|
HIGH |
5,447.0 |
|
0.618 |
5,414.0 |
|
0.500 |
5,403.5 |
|
0.382 |
5,393.0 |
|
LOW |
5,360.0 |
|
0.618 |
5,306.0 |
|
1.000 |
5,273.0 |
|
1.618 |
5,219.0 |
|
2.618 |
5,132.0 |
|
4.250 |
4,990.0 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,425.5 |
5,427.5 |
| PP |
5,414.5 |
5,418.5 |
| S1 |
5,403.5 |
5,409.5 |
|