| 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 |
1,947.25 |
1,916.75 |
-30.50 |
-1.6% |
1,986.25 |
| High |
1,949.25 |
1,968.75 |
19.50 |
1.0% |
1,987.75 |
| Low |
1,907.75 |
1,915.75 |
8.00 |
0.4% |
1,898.75 |
| Close |
1,921.75 |
1,965.75 |
44.00 |
2.3% |
1,921.75 |
| Range |
41.50 |
53.00 |
11.50 |
27.7% |
89.00 |
| ATR |
43.09 |
43.80 |
0.71 |
1.6% |
0.00 |
| Volume |
2,138,986 |
1,880,634 |
-258,352 |
-12.1% |
11,070,249 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.00 |
2,090.50 |
1,995.00 |
|
| R3 |
2,056.00 |
2,037.50 |
1,980.25 |
|
| R2 |
2,003.00 |
2,003.00 |
1,975.50 |
|
| R1 |
1,984.50 |
1,984.50 |
1,970.50 |
1,993.75 |
| PP |
1,950.00 |
1,950.00 |
1,950.00 |
1,954.75 |
| S1 |
1,931.50 |
1,931.50 |
1,961.00 |
1,940.75 |
| S2 |
1,897.00 |
1,897.00 |
1,956.00 |
|
| S3 |
1,844.00 |
1,878.50 |
1,951.25 |
|
| S4 |
1,791.00 |
1,825.50 |
1,936.50 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.00 |
2,151.50 |
1,970.75 |
|
| R3 |
2,114.00 |
2,062.50 |
1,946.25 |
|
| R2 |
2,025.00 |
2,025.00 |
1,938.00 |
|
| R1 |
1,973.50 |
1,973.50 |
1,930.00 |
1,954.75 |
| PP |
1,936.00 |
1,936.00 |
1,936.00 |
1,926.75 |
| S1 |
1,884.50 |
1,884.50 |
1,913.50 |
1,865.75 |
| S2 |
1,847.00 |
1,847.00 |
1,905.50 |
|
| S3 |
1,758.00 |
1,795.50 |
1,897.25 |
|
| S4 |
1,669.00 |
1,706.50 |
1,872.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,973.50 |
1,898.75 |
74.75 |
3.8% |
47.00 |
2.4% |
90% |
False |
False |
2,214,920 |
| 10 |
1,992.75 |
1,850.50 |
142.25 |
7.2% |
52.50 |
2.7% |
81% |
False |
False |
2,504,577 |
| 20 |
2,103.75 |
1,831.00 |
272.75 |
13.9% |
47.50 |
2.4% |
49% |
False |
False |
2,424,312 |
| 40 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
33.50 |
1.7% |
46% |
False |
False |
1,887,523 |
| 60 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
31.00 |
1.6% |
46% |
False |
False |
1,812,082 |
| 80 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
27.75 |
1.4% |
46% |
False |
False |
1,398,613 |
| 100 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
26.75 |
1.4% |
46% |
False |
False |
1,119,375 |
| 120 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
25.75 |
1.3% |
46% |
False |
False |
933,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.00 |
|
2.618 |
2,107.50 |
|
1.618 |
2,054.50 |
|
1.000 |
2,021.75 |
|
0.618 |
2,001.50 |
|
HIGH |
1,968.75 |
|
0.618 |
1,948.50 |
|
0.500 |
1,942.25 |
|
0.382 |
1,936.00 |
|
LOW |
1,915.75 |
|
0.618 |
1,883.00 |
|
1.000 |
1,862.75 |
|
1.618 |
1,830.00 |
|
2.618 |
1,777.00 |
|
4.250 |
1,690.50 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,958.00 |
1,957.50 |
| PP |
1,950.00 |
1,949.00 |
| S1 |
1,942.25 |
1,940.50 |
|