| 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 |
10,148.5 |
10,145.5 |
-3.0 |
0.0% |
10,155.0 |
| High |
10,205.5 |
10,372.5 |
167.0 |
1.6% |
10,378.5 |
| Low |
9,960.0 |
10,095.0 |
135.0 |
1.4% |
9,888.0 |
| Close |
10,055.5 |
10,283.5 |
228.0 |
2.3% |
10,055.5 |
| Range |
245.5 |
277.5 |
32.0 |
13.0% |
490.5 |
| ATR |
287.1 |
289.2 |
2.1 |
0.7% |
0.0 |
| Volume |
2,907 |
5,219 |
2,312 |
79.5% |
10,741 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,082.8 |
10,960.7 |
10,436.1 |
|
| R3 |
10,805.3 |
10,683.2 |
10,359.8 |
|
| R2 |
10,527.8 |
10,527.8 |
10,334.4 |
|
| R1 |
10,405.7 |
10,405.7 |
10,308.9 |
10,466.8 |
| PP |
10,250.3 |
10,250.3 |
10,250.3 |
10,280.9 |
| S1 |
10,128.2 |
10,128.2 |
10,258.1 |
10,189.3 |
| S2 |
9,972.8 |
9,972.8 |
10,232.6 |
|
| S3 |
9,695.3 |
9,850.7 |
10,207.2 |
|
| S4 |
9,417.8 |
9,573.2 |
10,130.9 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,578.8 |
11,307.7 |
10,325.3 |
|
| R3 |
11,088.3 |
10,817.2 |
10,190.4 |
|
| R2 |
10,597.8 |
10,597.8 |
10,145.4 |
|
| R1 |
10,326.7 |
10,326.7 |
10,100.5 |
10,217.0 |
| PP |
10,107.3 |
10,107.3 |
10,107.3 |
10,052.5 |
| S1 |
9,836.2 |
9,836.2 |
10,010.5 |
9,726.5 |
| S2 |
9,616.8 |
9,616.8 |
9,965.6 |
|
| S3 |
9,126.3 |
9,345.7 |
9,920.6 |
|
| S4 |
8,635.8 |
8,855.2 |
9,785.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,378.5 |
9,888.0 |
490.5 |
4.8% |
228.9 |
2.2% |
81% |
False |
False |
2,793 |
| 10 |
10,380.0 |
9,700.0 |
680.0 |
6.6% |
248.6 |
2.4% |
86% |
False |
False |
2,164 |
| 20 |
11,566.0 |
9,320.0 |
2,246.0 |
21.8% |
269.3 |
2.6% |
43% |
False |
False |
1,663 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.2% |
210.4 |
2.0% |
39% |
False |
False |
994 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.2% |
219.6 |
2.1% |
39% |
False |
False |
803 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.1% |
206.9 |
2.0% |
37% |
False |
False |
625 |
| 100 |
12,097.0 |
9,320.0 |
2,777.0 |
27.0% |
209.7 |
2.0% |
35% |
False |
False |
512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,551.9 |
|
2.618 |
11,099.0 |
|
1.618 |
10,821.5 |
|
1.000 |
10,650.0 |
|
0.618 |
10,544.0 |
|
HIGH |
10,372.5 |
|
0.618 |
10,266.5 |
|
0.500 |
10,233.8 |
|
0.382 |
10,201.0 |
|
LOW |
10,095.0 |
|
0.618 |
9,923.5 |
|
1.000 |
9,817.5 |
|
1.618 |
9,646.0 |
|
2.618 |
9,368.5 |
|
4.250 |
8,915.6 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,266.9 |
10,245.4 |
| PP |
10,250.3 |
10,207.3 |
| S1 |
10,233.8 |
10,169.3 |
|