| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
5,010.0 |
5,005.0 |
-5.0 |
-0.1% |
5,220.0 |
| High |
5,038.0 |
5,110.0 |
72.0 |
1.4% |
5,220.0 |
| Low |
4,954.0 |
5,005.0 |
51.0 |
1.0% |
4,968.0 |
| Close |
5,022.0 |
5,100.0 |
78.0 |
1.6% |
5,025.0 |
| Range |
84.0 |
105.0 |
21.0 |
25.0% |
252.0 |
| ATR |
113.9 |
113.3 |
-0.6 |
-0.6% |
0.0 |
| Volume |
26,999 |
29,328 |
2,329 |
8.6% |
183,562 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,386.7 |
5,348.3 |
5,157.8 |
|
| R3 |
5,281.7 |
5,243.3 |
5,128.9 |
|
| R2 |
5,176.7 |
5,176.7 |
5,119.3 |
|
| R1 |
5,138.3 |
5,138.3 |
5,109.6 |
5,157.5 |
| PP |
5,071.7 |
5,071.7 |
5,071.7 |
5,081.3 |
| S1 |
5,033.3 |
5,033.3 |
5,090.4 |
5,052.5 |
| S2 |
4,966.7 |
4,966.7 |
5,080.8 |
|
| S3 |
4,861.7 |
4,928.3 |
5,071.1 |
|
| S4 |
4,756.7 |
4,823.3 |
5,042.3 |
|
|
| 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 |
5,159.0 |
4,954.0 |
205.0 |
4.0% |
107.0 |
2.1% |
71% |
False |
False |
34,009 |
| 10 |
5,289.0 |
4,954.0 |
335.0 |
6.6% |
108.9 |
2.1% |
44% |
False |
False |
36,047 |
| 20 |
5,437.0 |
4,805.0 |
632.0 |
12.4% |
111.5 |
2.2% |
47% |
False |
False |
39,659 |
| 40 |
5,671.0 |
4,805.0 |
866.0 |
17.0% |
85.9 |
1.7% |
34% |
False |
False |
31,414 |
| 60 |
5,671.0 |
4,805.0 |
866.0 |
17.0% |
83.6 |
1.6% |
34% |
False |
False |
31,020 |
| 80 |
5,756.0 |
4,805.0 |
951.0 |
18.6% |
73.0 |
1.4% |
31% |
False |
False |
26,246 |
| 100 |
5,923.0 |
4,805.0 |
1,118.0 |
21.9% |
61.2 |
1.2% |
26% |
False |
False |
21,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,556.3 |
|
2.618 |
5,384.9 |
|
1.618 |
5,279.9 |
|
1.000 |
5,215.0 |
|
0.618 |
5,174.9 |
|
HIGH |
5,110.0 |
|
0.618 |
5,069.9 |
|
0.500 |
5,057.5 |
|
0.382 |
5,045.1 |
|
LOW |
5,005.0 |
|
0.618 |
4,940.1 |
|
1.000 |
4,900.0 |
|
1.618 |
4,835.1 |
|
2.618 |
4,730.1 |
|
4.250 |
4,558.8 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,085.8 |
5,077.3 |
| PP |
5,071.7 |
5,054.7 |
| S1 |
5,057.5 |
5,032.0 |
|