| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
3,295.0 |
3,243.0 |
-52.0 |
-1.6% |
3,251.0 |
| High |
3,328.0 |
3,268.0 |
-60.0 |
-1.8% |
3,297.0 |
| Low |
3,218.0 |
3,208.0 |
-10.0 |
-0.3% |
3,143.0 |
| Close |
3,272.0 |
3,224.0 |
-48.0 |
-1.5% |
3,185.0 |
| Range |
110.0 |
60.0 |
-50.0 |
-45.5% |
154.0 |
| ATR |
96.4 |
94.1 |
-2.3 |
-2.4% |
0.0 |
| Volume |
1,631,782 |
1,789,003 |
157,221 |
9.6% |
6,311,442 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,413.3 |
3,378.7 |
3,257.0 |
|
| R3 |
3,353.3 |
3,318.7 |
3,240.5 |
|
| R2 |
3,293.3 |
3,293.3 |
3,235.0 |
|
| R1 |
3,258.7 |
3,258.7 |
3,229.5 |
3,246.0 |
| PP |
3,233.3 |
3,233.3 |
3,233.3 |
3,227.0 |
| S1 |
3,198.7 |
3,198.7 |
3,218.5 |
3,186.0 |
| S2 |
3,173.3 |
3,173.3 |
3,213.0 |
|
| S3 |
3,113.3 |
3,138.7 |
3,207.5 |
|
| S4 |
3,053.3 |
3,078.7 |
3,191.0 |
|
|
| 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 |
5.5% |
84.4 |
2.6% |
41% |
False |
False |
1,411,090 |
| 10 |
3,328.0 |
3,143.0 |
185.0 |
5.7% |
75.1 |
2.3% |
44% |
False |
False |
1,327,337 |
| 20 |
3,560.0 |
2,951.0 |
609.0 |
18.9% |
90.2 |
2.8% |
45% |
False |
False |
1,527,189 |
| 40 |
3,714.0 |
2,951.0 |
763.0 |
23.7% |
72.9 |
2.3% |
36% |
False |
False |
1,181,241 |
| 60 |
3,714.0 |
2,951.0 |
763.0 |
23.7% |
77.2 |
2.4% |
36% |
False |
False |
1,248,360 |
| 80 |
3,714.0 |
2,951.0 |
763.0 |
23.7% |
74.5 |
2.3% |
36% |
False |
False |
999,928 |
| 100 |
3,718.0 |
2,951.0 |
767.0 |
23.8% |
74.6 |
2.3% |
36% |
False |
False |
801,300 |
| 120 |
3,761.0 |
2,951.0 |
810.0 |
25.1% |
69.8 |
2.2% |
34% |
False |
False |
668,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,523.0 |
|
2.618 |
3,425.1 |
|
1.618 |
3,365.1 |
|
1.000 |
3,328.0 |
|
0.618 |
3,305.1 |
|
HIGH |
3,268.0 |
|
0.618 |
3,245.1 |
|
0.500 |
3,238.0 |
|
0.382 |
3,230.9 |
|
LOW |
3,208.0 |
|
0.618 |
3,170.9 |
|
1.000 |
3,148.0 |
|
1.618 |
3,110.9 |
|
2.618 |
3,050.9 |
|
4.250 |
2,953.0 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,238.0 |
3,260.0 |
| PP |
3,233.3 |
3,248.0 |
| S1 |
3,228.7 |
3,236.0 |
|