| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,966.50 |
1,943.75 |
-22.75 |
-1.2% |
1,986.25 |
| High |
1,992.00 |
1,967.25 |
-24.75 |
-1.2% |
1,987.75 |
| Low |
1,935.50 |
1,928.50 |
-7.00 |
-0.4% |
1,898.75 |
| Close |
1,942.75 |
1,949.50 |
6.75 |
0.3% |
1,921.75 |
| Range |
56.50 |
38.75 |
-17.75 |
-31.4% |
89.00 |
| ATR |
44.71 |
44.28 |
-0.43 |
-1.0% |
0.00 |
| Volume |
2,144,217 |
2,270,403 |
126,186 |
5.9% |
11,070,249 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.75 |
2,045.75 |
1,970.75 |
|
| R3 |
2,026.00 |
2,007.00 |
1,960.25 |
|
| R2 |
1,987.25 |
1,987.25 |
1,956.50 |
|
| R1 |
1,968.25 |
1,968.25 |
1,953.00 |
1,977.75 |
| PP |
1,948.50 |
1,948.50 |
1,948.50 |
1,953.00 |
| S1 |
1,929.50 |
1,929.50 |
1,946.00 |
1,939.00 |
| S2 |
1,909.75 |
1,909.75 |
1,942.50 |
|
| S3 |
1,871.00 |
1,890.75 |
1,938.75 |
|
| S4 |
1,832.25 |
1,852.00 |
1,928.25 |
|
|
| 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 |
1,992.00 |
1,907.75 |
84.25 |
4.3% |
44.25 |
2.3% |
50% |
False |
False |
2,097,709 |
| 10 |
1,992.75 |
1,898.75 |
94.00 |
4.8% |
44.00 |
2.3% |
54% |
False |
False |
2,227,427 |
| 20 |
2,103.75 |
1,831.00 |
272.75 |
14.0% |
48.75 |
2.5% |
43% |
False |
False |
2,437,660 |
| 40 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
35.25 |
1.8% |
40% |
False |
False |
1,945,310 |
| 60 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
32.00 |
1.6% |
40% |
False |
False |
1,824,705 |
| 80 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
28.50 |
1.5% |
40% |
False |
False |
1,453,707 |
| 100 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
27.25 |
1.4% |
40% |
False |
False |
1,163,489 |
| 120 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
26.25 |
1.3% |
40% |
False |
False |
969,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,132.00 |
|
2.618 |
2,068.75 |
|
1.618 |
2,030.00 |
|
1.000 |
2,006.00 |
|
0.618 |
1,991.25 |
|
HIGH |
1,967.25 |
|
0.618 |
1,952.50 |
|
0.500 |
1,948.00 |
|
0.382 |
1,943.25 |
|
LOW |
1,928.50 |
|
0.618 |
1,904.50 |
|
1.000 |
1,889.75 |
|
1.618 |
1,865.75 |
|
2.618 |
1,827.00 |
|
4.250 |
1,763.75 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,949.00 |
1,954.00 |
| PP |
1,948.50 |
1,952.50 |
| S1 |
1,948.00 |
1,951.00 |
|