| 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 |
5,005.0 |
5,147.0 |
142.0 |
2.8% |
5,220.0 |
| High |
5,110.0 |
5,226.0 |
116.0 |
2.3% |
5,220.0 |
| Low |
5,005.0 |
5,140.0 |
135.0 |
2.7% |
4,968.0 |
| Close |
5,100.0 |
5,215.0 |
115.0 |
2.3% |
5,025.0 |
| Range |
105.0 |
86.0 |
-19.0 |
-18.1% |
252.0 |
| ATR |
113.3 |
114.2 |
0.9 |
0.8% |
0.0 |
| Volume |
29,328 |
43,460 |
14,132 |
48.2% |
183,562 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,451.7 |
5,419.3 |
5,262.3 |
|
| R3 |
5,365.7 |
5,333.3 |
5,238.7 |
|
| R2 |
5,279.7 |
5,279.7 |
5,230.8 |
|
| R1 |
5,247.3 |
5,247.3 |
5,222.9 |
5,263.5 |
| PP |
5,193.7 |
5,193.7 |
5,193.7 |
5,201.8 |
| S1 |
5,161.3 |
5,161.3 |
5,207.1 |
5,177.5 |
| S2 |
5,107.7 |
5,107.7 |
5,199.2 |
|
| S3 |
5,021.7 |
5,075.3 |
5,191.4 |
|
| S4 |
4,935.7 |
4,989.3 |
5,167.7 |
|
|
| 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 |
5,226.0 |
4,954.0 |
272.0 |
5.2% |
104.4 |
2.0% |
96% |
True |
False |
33,921 |
| 10 |
5,289.0 |
4,954.0 |
335.0 |
6.4% |
100.0 |
1.9% |
78% |
False |
False |
34,791 |
| 20 |
5,370.0 |
4,805.0 |
565.0 |
10.8% |
108.1 |
2.1% |
73% |
False |
False |
39,991 |
| 40 |
5,671.0 |
4,805.0 |
866.0 |
16.6% |
86.4 |
1.7% |
47% |
False |
False |
31,849 |
| 60 |
5,671.0 |
4,805.0 |
866.0 |
16.6% |
84.3 |
1.6% |
47% |
False |
False |
30,933 |
| 80 |
5,756.0 |
4,805.0 |
951.0 |
18.2% |
74.0 |
1.4% |
43% |
False |
False |
26,789 |
| 100 |
5,923.0 |
4,805.0 |
1,118.0 |
21.4% |
62.1 |
1.2% |
37% |
False |
False |
21,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,591.5 |
|
2.618 |
5,451.1 |
|
1.618 |
5,365.1 |
|
1.000 |
5,312.0 |
|
0.618 |
5,279.1 |
|
HIGH |
5,226.0 |
|
0.618 |
5,193.1 |
|
0.500 |
5,183.0 |
|
0.382 |
5,172.9 |
|
LOW |
5,140.0 |
|
0.618 |
5,086.9 |
|
1.000 |
5,054.0 |
|
1.618 |
5,000.9 |
|
2.618 |
4,914.9 |
|
4.250 |
4,774.5 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,204.3 |
5,173.3 |
| PP |
5,193.7 |
5,131.7 |
| S1 |
5,183.0 |
5,090.0 |
|