| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
16,371.76 |
16,109.93 |
-261.83 |
-1.6% |
16,632.02 |
| High |
16,371.76 |
16,503.41 |
131.65 |
0.8% |
16,632.02 |
| Low |
16,026.61 |
16,109.93 |
83.32 |
0.5% |
15,979.95 |
| Close |
16,102.38 |
16,492.68 |
390.30 |
2.4% |
16,102.38 |
| Range |
345.15 |
393.48 |
48.33 |
14.0% |
652.07 |
| ATR |
319.33 |
325.17 |
5.84 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,549.11 |
17,414.38 |
16,709.09 |
|
| R3 |
17,155.63 |
17,020.90 |
16,600.89 |
|
| R2 |
16,762.15 |
16,762.15 |
16,564.82 |
|
| R1 |
16,627.42 |
16,627.42 |
16,528.75 |
16,694.79 |
| PP |
16,368.67 |
16,368.67 |
16,368.67 |
16,402.36 |
| S1 |
16,233.94 |
16,233.94 |
16,456.61 |
16,301.31 |
| S2 |
15,975.19 |
15,975.19 |
16,420.54 |
|
| S3 |
15,581.71 |
15,840.46 |
16,384.47 |
|
| S4 |
15,188.23 |
15,446.98 |
16,276.27 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,194.33 |
17,800.42 |
16,461.02 |
|
| R3 |
17,542.26 |
17,148.35 |
16,281.70 |
|
| R2 |
16,890.19 |
16,890.19 |
16,221.93 |
|
| R1 |
16,496.28 |
16,496.28 |
16,162.15 |
16,367.20 |
| PP |
16,238.12 |
16,238.12 |
16,238.12 |
16,173.58 |
| S1 |
15,844.21 |
15,844.21 |
16,042.61 |
15,715.13 |
| S2 |
15,586.05 |
15,586.05 |
15,982.83 |
|
| S3 |
14,933.98 |
15,192.14 |
15,923.06 |
|
| S4 |
14,281.91 |
14,540.07 |
15,743.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,550.07 |
15,979.95 |
570.12 |
3.5% |
362.74 |
2.2% |
90% |
False |
False |
|
| 10 |
16,669.97 |
15,651.24 |
1,018.73 |
6.2% |
380.68 |
2.3% |
83% |
False |
False |
|
| 20 |
17,593.59 |
15,370.33 |
2,223.26 |
13.5% |
354.34 |
2.1% |
50% |
False |
False |
|
| 40 |
18,137.12 |
15,370.33 |
2,766.79 |
16.8% |
251.48 |
1.5% |
41% |
False |
False |
|
| 60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.1% |
229.75 |
1.4% |
40% |
False |
False |
|
| 80 |
18,351.36 |
15,370.33 |
2,981.03 |
18.1% |
204.97 |
1.2% |
38% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.1% |
201.55 |
1.2% |
38% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.1% |
196.13 |
1.2% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,175.70 |
|
2.618 |
17,533.54 |
|
1.618 |
17,140.06 |
|
1.000 |
16,896.89 |
|
0.618 |
16,746.58 |
|
HIGH |
16,503.41 |
|
0.618 |
16,353.10 |
|
0.500 |
16,306.67 |
|
0.382 |
16,260.24 |
|
LOW |
16,109.93 |
|
0.618 |
15,866.76 |
|
1.000 |
15,716.45 |
|
1.618 |
15,473.28 |
|
2.618 |
15,079.80 |
|
4.250 |
14,437.64 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,430.68 |
16,424.57 |
| PP |
16,368.67 |
16,356.45 |
| S1 |
16,306.67 |
16,288.34 |
|