| 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 |
10,145.5 |
10,447.5 |
302.0 |
3.0% |
10,191.5 |
| High |
10,372.5 |
10,524.0 |
151.5 |
1.5% |
10,380.5 |
| Low |
10,092.5 |
10,155.5 |
63.0 |
0.6% |
9,885.0 |
| Close |
10,280.5 |
10,305.5 |
25.0 |
0.2% |
10,053.5 |
| Range |
280.0 |
368.5 |
88.5 |
31.6% |
495.5 |
| ATR |
299.0 |
304.0 |
5.0 |
1.7% |
0.0 |
| Volume |
116,112 |
123,135 |
7,023 |
6.0% |
506,334 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,433.8 |
11,238.2 |
10,508.2 |
|
| R3 |
11,065.3 |
10,869.7 |
10,406.8 |
|
| R2 |
10,696.8 |
10,696.8 |
10,373.1 |
|
| R1 |
10,501.2 |
10,501.2 |
10,339.3 |
10,414.8 |
| PP |
10,328.3 |
10,328.3 |
10,328.3 |
10,285.1 |
| S1 |
10,132.7 |
10,132.7 |
10,271.7 |
10,046.3 |
| S2 |
9,959.8 |
9,959.8 |
10,237.9 |
|
| S3 |
9,591.3 |
9,764.2 |
10,204.2 |
|
| S4 |
9,222.8 |
9,395.7 |
10,102.8 |
|
|
| 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 |
10,524.0 |
9,955.0 |
569.0 |
5.5% |
271.6 |
2.6% |
62% |
True |
False |
102,765 |
| 10 |
10,524.0 |
9,849.0 |
675.0 |
6.5% |
251.3 |
2.4% |
68% |
True |
False |
102,981 |
| 20 |
11,202.0 |
9,317.5 |
1,884.5 |
18.3% |
285.0 |
2.8% |
52% |
False |
False |
122,144 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.2% |
229.9 |
2.2% |
40% |
False |
False |
107,136 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.2% |
238.7 |
2.3% |
40% |
False |
False |
108,063 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
25.4% |
230.9 |
2.2% |
38% |
False |
False |
83,304 |
| 100 |
12,099.5 |
9,317.5 |
2,782.0 |
27.0% |
238.8 |
2.3% |
36% |
False |
False |
66,769 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.2% |
227.7 |
2.2% |
32% |
False |
False |
55,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,090.1 |
|
2.618 |
11,488.7 |
|
1.618 |
11,120.2 |
|
1.000 |
10,892.5 |
|
0.618 |
10,751.7 |
|
HIGH |
10,524.0 |
|
0.618 |
10,383.2 |
|
0.500 |
10,339.8 |
|
0.382 |
10,296.3 |
|
LOW |
10,155.5 |
|
0.618 |
9,927.8 |
|
1.000 |
9,787.0 |
|
1.618 |
9,559.3 |
|
2.618 |
9,190.8 |
|
4.250 |
8,589.4 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,339.8 |
10,283.5 |
| PP |
10,328.3 |
10,261.5 |
| S1 |
10,316.9 |
10,239.5 |
|