| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
10,143.0 |
10,145.5 |
2.5 |
0.0% |
10,191.5 |
| High |
10,217.0 |
10,372.5 |
155.5 |
1.5% |
10,380.5 |
| Low |
9,955.0 |
10,092.5 |
137.5 |
1.4% |
9,885.0 |
| Close |
10,053.5 |
10,280.5 |
227.0 |
2.3% |
10,053.5 |
| Range |
262.0 |
280.0 |
18.0 |
6.9% |
495.5 |
| ATR |
297.5 |
299.0 |
1.5 |
0.5% |
0.0 |
| Volume |
50,774 |
116,112 |
65,338 |
128.7% |
506,334 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,088.5 |
10,964.5 |
10,434.5 |
|
| R3 |
10,808.5 |
10,684.5 |
10,357.5 |
|
| R2 |
10,528.5 |
10,528.5 |
10,331.8 |
|
| R1 |
10,404.5 |
10,404.5 |
10,306.2 |
10,466.5 |
| PP |
10,248.5 |
10,248.5 |
10,248.5 |
10,279.5 |
| S1 |
10,124.5 |
10,124.5 |
10,254.8 |
10,186.5 |
| S2 |
9,968.5 |
9,968.5 |
10,229.2 |
|
| S3 |
9,688.5 |
9,844.5 |
10,203.5 |
|
| S4 |
9,408.5 |
9,564.5 |
10,126.5 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,592.8 |
11,318.7 |
10,326.0 |
|
| R3 |
11,097.3 |
10,823.2 |
10,189.8 |
|
| R2 |
10,601.8 |
10,601.8 |
10,144.3 |
|
| R1 |
10,327.7 |
10,327.7 |
10,098.9 |
10,217.0 |
| PP |
10,106.3 |
10,106.3 |
10,106.3 |
10,051.0 |
| S1 |
9,832.2 |
9,832.2 |
10,008.1 |
9,721.5 |
| S2 |
9,610.8 |
9,610.8 |
9,962.7 |
|
| S3 |
9,115.3 |
9,336.7 |
9,917.2 |
|
| S4 |
8,619.8 |
8,841.2 |
9,781.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,380.5 |
9,885.0 |
495.5 |
4.8% |
244.5 |
2.4% |
80% |
False |
False |
98,767 |
| 10 |
10,383.0 |
9,701.5 |
681.5 |
6.6% |
263.1 |
2.6% |
85% |
False |
False |
105,528 |
| 20 |
11,573.5 |
9,317.5 |
2,256.0 |
21.9% |
282.1 |
2.7% |
43% |
False |
False |
122,480 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.2% |
224.0 |
2.2% |
39% |
False |
False |
105,675 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.2% |
235.3 |
2.3% |
39% |
False |
False |
107,214 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
25.5% |
229.2 |
2.2% |
37% |
False |
False |
81,768 |
| 100 |
12,250.0 |
9,317.5 |
2,932.5 |
28.5% |
237.6 |
2.3% |
33% |
False |
False |
65,541 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.3% |
226.8 |
2.2% |
31% |
False |
False |
54,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,562.5 |
|
2.618 |
11,105.5 |
|
1.618 |
10,825.5 |
|
1.000 |
10,652.5 |
|
0.618 |
10,545.5 |
|
HIGH |
10,372.5 |
|
0.618 |
10,265.5 |
|
0.500 |
10,232.5 |
|
0.382 |
10,199.5 |
|
LOW |
10,092.5 |
|
0.618 |
9,919.5 |
|
1.000 |
9,812.5 |
|
1.618 |
9,639.5 |
|
2.618 |
9,359.5 |
|
4.250 |
8,902.5 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,264.5 |
10,242.9 |
| PP |
10,248.5 |
10,205.3 |
| S1 |
10,232.5 |
10,167.8 |
|