| Trading Metrics calculated at close of trading on 07-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
07-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
5,039.0 |
5,010.0 |
-29.0 |
-0.6% |
5,220.0 |
| High |
5,052.0 |
5,038.0 |
-14.0 |
-0.3% |
5,220.0 |
| Low |
4,968.0 |
4,954.0 |
-14.0 |
-0.3% |
4,968.0 |
| Close |
5,025.0 |
5,022.0 |
-3.0 |
-0.1% |
5,025.0 |
| Range |
84.0 |
84.0 |
0.0 |
0.0% |
252.0 |
| ATR |
116.2 |
113.9 |
-2.3 |
-2.0% |
0.0 |
| Volume |
33,979 |
26,999 |
-6,980 |
-20.5% |
183,562 |
|
| Daily Pivots for day following 07-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,256.7 |
5,223.3 |
5,068.2 |
|
| R3 |
5,172.7 |
5,139.3 |
5,045.1 |
|
| R2 |
5,088.7 |
5,088.7 |
5,037.4 |
|
| R1 |
5,055.3 |
5,055.3 |
5,029.7 |
5,072.0 |
| PP |
5,004.7 |
5,004.7 |
5,004.7 |
5,013.0 |
| S1 |
4,971.3 |
4,971.3 |
5,014.3 |
4,988.0 |
| S2 |
4,920.7 |
4,920.7 |
5,006.6 |
|
| S3 |
4,836.7 |
4,887.3 |
4,998.9 |
|
| S4 |
4,752.7 |
4,803.3 |
4,975.8 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,827.0 |
5,678.0 |
5,163.6 |
|
| R3 |
5,575.0 |
5,426.0 |
5,094.3 |
|
| R2 |
5,323.0 |
5,323.0 |
5,071.2 |
|
| R1 |
5,174.0 |
5,174.0 |
5,048.1 |
5,122.5 |
| PP |
5,071.0 |
5,071.0 |
5,071.0 |
5,045.3 |
| S1 |
4,922.0 |
4,922.0 |
5,001.9 |
4,870.5 |
| S2 |
4,819.0 |
4,819.0 |
4,978.8 |
|
| S3 |
4,567.0 |
4,670.0 |
4,955.7 |
|
| S4 |
4,315.0 |
4,418.0 |
4,886.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,190.0 |
4,954.0 |
236.0 |
4.7% |
113.6 |
2.3% |
29% |
False |
True |
35,243 |
| 10 |
5,289.0 |
4,805.0 |
484.0 |
9.6% |
130.8 |
2.6% |
45% |
False |
False |
42,629 |
| 20 |
5,495.0 |
4,805.0 |
690.0 |
13.7% |
111.2 |
2.2% |
31% |
False |
False |
40,097 |
| 40 |
5,671.0 |
4,805.0 |
866.0 |
17.2% |
84.5 |
1.7% |
25% |
False |
False |
31,485 |
| 60 |
5,671.0 |
4,805.0 |
866.0 |
17.2% |
82.8 |
1.6% |
25% |
False |
False |
32,594 |
| 80 |
5,756.0 |
4,805.0 |
951.0 |
18.9% |
72.5 |
1.4% |
23% |
False |
False |
25,879 |
| 100 |
5,923.0 |
4,805.0 |
1,118.0 |
22.3% |
60.2 |
1.2% |
19% |
False |
False |
20,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,395.0 |
|
2.618 |
5,257.9 |
|
1.618 |
5,173.9 |
|
1.000 |
5,122.0 |
|
0.618 |
5,089.9 |
|
HIGH |
5,038.0 |
|
0.618 |
5,005.9 |
|
0.500 |
4,996.0 |
|
0.382 |
4,986.1 |
|
LOW |
4,954.0 |
|
0.618 |
4,902.1 |
|
1.000 |
4,870.0 |
|
1.618 |
4,818.1 |
|
2.618 |
4,734.1 |
|
4.250 |
4,597.0 |
|
|
| Fisher Pivots for day following 07-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,013.3 |
5,056.5 |
| PP |
5,004.7 |
5,045.0 |
| S1 |
4,996.0 |
5,033.5 |
|