| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,143.5 |
1,159.3 |
15.8 |
1.4% |
1,162.4 |
| High |
1,161.6 |
1,171.8 |
10.2 |
0.9% |
1,165.5 |
| Low |
1,142.6 |
1,145.2 |
2.6 |
0.2% |
1,121.5 |
| Close |
1,159.3 |
1,147.7 |
-11.6 |
-1.0% |
1,136.2 |
| Range |
19.0 |
26.6 |
7.6 |
40.0% |
44.0 |
| ATR |
25.2 |
25.3 |
0.1 |
0.4% |
0.0 |
| Volume |
105,415 |
132,034 |
26,619 |
25.3% |
661,621 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,234.8 |
1,217.8 |
1,162.3 |
|
| R3 |
1,208.0 |
1,191.3 |
1,155.0 |
|
| R2 |
1,181.5 |
1,181.5 |
1,152.5 |
|
| R1 |
1,164.5 |
1,164.5 |
1,150.3 |
1,159.8 |
| PP |
1,155.0 |
1,155.0 |
1,155.0 |
1,152.5 |
| S1 |
1,138.0 |
1,138.0 |
1,145.3 |
1,133.3 |
| S2 |
1,128.3 |
1,128.3 |
1,142.8 |
|
| S3 |
1,101.8 |
1,111.5 |
1,140.5 |
|
| S4 |
1,075.0 |
1,084.8 |
1,133.0 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.0 |
1,248.8 |
1,160.5 |
|
| R3 |
1,229.0 |
1,204.8 |
1,148.3 |
|
| R2 |
1,185.0 |
1,185.0 |
1,144.3 |
|
| R1 |
1,160.8 |
1,160.8 |
1,140.3 |
1,150.8 |
| PP |
1,141.0 |
1,141.0 |
1,141.0 |
1,136.3 |
| S1 |
1,116.8 |
1,116.8 |
1,132.3 |
1,106.8 |
| S2 |
1,097.0 |
1,097.0 |
1,128.3 |
|
| S3 |
1,053.0 |
1,072.8 |
1,124.0 |
|
| S4 |
1,009.0 |
1,028.8 |
1,112.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,171.8 |
1,125.8 |
46.0 |
4.0% |
20.0 |
1.8% |
48% |
True |
False |
126,776 |
| 10 |
1,171.8 |
1,097.1 |
74.7 |
6.5% |
23.3 |
2.0% |
68% |
True |
False |
140,483 |
| 20 |
1,224.8 |
1,071.6 |
153.2 |
13.3% |
27.3 |
2.4% |
50% |
False |
False |
142,629 |
| 40 |
1,274.2 |
1,071.6 |
202.6 |
17.7% |
22.3 |
1.9% |
38% |
False |
False |
116,321 |
| 60 |
1,292.3 |
1,071.6 |
220.7 |
19.2% |
20.8 |
1.8% |
34% |
False |
False |
109,469 |
| 80 |
1,292.3 |
1,071.6 |
220.7 |
19.2% |
18.5 |
1.6% |
34% |
False |
False |
87,592 |
| 100 |
1,292.3 |
1,071.6 |
220.7 |
19.2% |
16.3 |
1.4% |
34% |
False |
False |
70,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,284.8 |
|
2.618 |
1,241.5 |
|
1.618 |
1,214.8 |
|
1.000 |
1,198.5 |
|
0.618 |
1,188.3 |
|
HIGH |
1,171.8 |
|
0.618 |
1,161.8 |
|
0.500 |
1,158.5 |
|
0.382 |
1,155.3 |
|
LOW |
1,145.3 |
|
0.618 |
1,128.8 |
|
1.000 |
1,118.5 |
|
1.618 |
1,102.3 |
|
2.618 |
1,075.5 |
|
4.250 |
1,032.3 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,158.5 |
1,148.8 |
| PP |
1,155.0 |
1,148.5 |
| S1 |
1,151.3 |
1,148.0 |
|