| 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% |
10,155.0 |
| High |
10,372.5 |
10,521.5 |
149.0 |
1.4% |
10,378.5 |
| Low |
10,095.0 |
10,160.0 |
65.0 |
0.6% |
9,888.0 |
| Close |
10,283.5 |
10,307.5 |
24.0 |
0.2% |
10,055.5 |
| Range |
277.5 |
361.5 |
84.0 |
30.3% |
490.5 |
| ATR |
289.2 |
294.4 |
5.2 |
1.8% |
0.0 |
| Volume |
5,219 |
18,715 |
13,496 |
258.6% |
10,741 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,414.2 |
11,222.3 |
10,506.3 |
|
| R3 |
11,052.7 |
10,860.8 |
10,406.9 |
|
| R2 |
10,691.2 |
10,691.2 |
10,373.8 |
|
| R1 |
10,499.3 |
10,499.3 |
10,340.6 |
10,414.5 |
| PP |
10,329.7 |
10,329.7 |
10,329.7 |
10,287.3 |
| S1 |
10,137.8 |
10,137.8 |
10,274.4 |
10,053.0 |
| S2 |
9,968.2 |
9,968.2 |
10,241.2 |
|
| S3 |
9,606.7 |
9,776.3 |
10,208.1 |
|
| S4 |
9,245.2 |
9,414.8 |
10,108.7 |
|
|
| 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 |
10,521.5 |
9,960.0 |
561.5 |
5.4% |
256.6 |
2.5% |
62% |
True |
False |
5,766 |
| 10 |
10,521.5 |
9,858.5 |
663.0 |
6.4% |
236.7 |
2.3% |
68% |
True |
False |
3,976 |
| 20 |
11,210.0 |
9,320.0 |
1,890.0 |
18.3% |
272.7 |
2.6% |
52% |
False |
False |
2,540 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.2% |
216.5 |
2.1% |
40% |
False |
False |
1,457 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.2% |
221.8 |
2.2% |
40% |
False |
False |
1,112 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.0% |
208.4 |
2.0% |
38% |
False |
False |
858 |
| 100 |
12,097.0 |
9,320.0 |
2,777.0 |
26.9% |
210.0 |
2.0% |
36% |
False |
False |
699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,057.9 |
|
2.618 |
11,467.9 |
|
1.618 |
11,106.4 |
|
1.000 |
10,883.0 |
|
0.618 |
10,744.9 |
|
HIGH |
10,521.5 |
|
0.618 |
10,383.4 |
|
0.500 |
10,340.8 |
|
0.382 |
10,298.1 |
|
LOW |
10,160.0 |
|
0.618 |
9,936.6 |
|
1.000 |
9,798.5 |
|
1.618 |
9,575.1 |
|
2.618 |
9,213.6 |
|
4.250 |
8,623.6 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,340.8 |
10,285.3 |
| PP |
10,329.7 |
10,263.0 |
| S1 |
10,318.6 |
10,240.8 |
|