| 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 |
3,206.0 |
3,295.0 |
89.0 |
2.8% |
3,251.0 |
| High |
3,277.0 |
3,328.0 |
51.0 |
1.6% |
3,297.0 |
| Low |
3,192.0 |
3,218.0 |
26.0 |
0.8% |
3,143.0 |
| Close |
3,236.0 |
3,272.0 |
36.0 |
1.1% |
3,185.0 |
| Range |
85.0 |
110.0 |
25.0 |
29.4% |
154.0 |
| ATR |
95.3 |
96.4 |
1.0 |
1.1% |
0.0 |
| Volume |
1,648,497 |
1,631,782 |
-16,715 |
-1.0% |
6,311,442 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,602.7 |
3,547.3 |
3,332.5 |
|
| R3 |
3,492.7 |
3,437.3 |
3,302.3 |
|
| R2 |
3,382.7 |
3,382.7 |
3,292.2 |
|
| R1 |
3,327.3 |
3,327.3 |
3,282.1 |
3,300.0 |
| PP |
3,272.7 |
3,272.7 |
3,272.7 |
3,259.0 |
| S1 |
3,217.3 |
3,217.3 |
3,261.9 |
3,190.0 |
| S2 |
3,162.7 |
3,162.7 |
3,251.8 |
|
| S3 |
3,052.7 |
3,107.3 |
3,241.8 |
|
| S4 |
2,942.7 |
2,997.3 |
3,211.5 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,670.3 |
3,581.7 |
3,269.7 |
|
| R3 |
3,516.3 |
3,427.7 |
3,227.4 |
|
| R2 |
3,362.3 |
3,362.3 |
3,213.2 |
|
| R1 |
3,273.7 |
3,273.7 |
3,199.1 |
3,241.0 |
| PP |
3,208.3 |
3,208.3 |
3,208.3 |
3,192.0 |
| S1 |
3,119.7 |
3,119.7 |
3,170.9 |
3,087.0 |
| S2 |
3,054.3 |
3,054.3 |
3,156.8 |
|
| S3 |
2,900.3 |
2,965.7 |
3,142.7 |
|
| S4 |
2,746.3 |
2,811.7 |
3,100.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,328.0 |
3,152.0 |
176.0 |
5.4% |
85.6 |
2.6% |
68% |
True |
False |
1,335,361 |
| 10 |
3,328.0 |
3,122.0 |
206.0 |
6.3% |
80.4 |
2.5% |
73% |
True |
False |
1,324,271 |
| 20 |
3,585.0 |
2,951.0 |
634.0 |
19.4% |
92.8 |
2.8% |
51% |
False |
False |
1,491,586 |
| 40 |
3,714.0 |
2,951.0 |
763.0 |
23.3% |
72.4 |
2.2% |
42% |
False |
False |
1,168,857 |
| 60 |
3,714.0 |
2,951.0 |
763.0 |
23.3% |
77.6 |
2.4% |
42% |
False |
False |
1,242,489 |
| 80 |
3,714.0 |
2,951.0 |
763.0 |
23.3% |
74.5 |
2.3% |
42% |
False |
False |
977,569 |
| 100 |
3,718.0 |
2,951.0 |
767.0 |
23.4% |
75.0 |
2.3% |
42% |
False |
False |
783,416 |
| 120 |
3,761.0 |
2,951.0 |
810.0 |
24.8% |
69.6 |
2.1% |
40% |
False |
False |
653,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,795.5 |
|
2.618 |
3,616.0 |
|
1.618 |
3,506.0 |
|
1.000 |
3,438.0 |
|
0.618 |
3,396.0 |
|
HIGH |
3,328.0 |
|
0.618 |
3,286.0 |
|
0.500 |
3,273.0 |
|
0.382 |
3,260.0 |
|
LOW |
3,218.0 |
|
0.618 |
3,150.0 |
|
1.000 |
3,108.0 |
|
1.618 |
3,040.0 |
|
2.618 |
2,930.0 |
|
4.250 |
2,750.5 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,273.0 |
3,261.3 |
| PP |
3,272.7 |
3,250.7 |
| S1 |
3,272.3 |
3,240.0 |
|