| 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 |
3,210.0 |
3,193.0 |
-17.0 |
-0.5% |
3,234.0 |
| High |
3,228.0 |
3,265.0 |
37.0 |
1.1% |
3,285.0 |
| Low |
3,140.0 |
3,181.0 |
41.0 |
1.3% |
3,134.0 |
| Close |
3,173.0 |
3,224.0 |
51.0 |
1.6% |
3,173.0 |
| Range |
88.0 |
84.0 |
-4.0 |
-4.5% |
151.0 |
| ATR |
92.0 |
92.0 |
0.0 |
0.0% |
0.0 |
| Volume |
30,863 |
242,260 |
211,397 |
685.0% |
86,585 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,475.3 |
3,433.7 |
3,270.2 |
|
| R3 |
3,391.3 |
3,349.7 |
3,247.1 |
|
| R2 |
3,307.3 |
3,307.3 |
3,239.4 |
|
| R1 |
3,265.7 |
3,265.7 |
3,231.7 |
3,286.5 |
| PP |
3,223.3 |
3,223.3 |
3,223.3 |
3,233.8 |
| S1 |
3,181.7 |
3,181.7 |
3,216.3 |
3,202.5 |
| S2 |
3,139.3 |
3,139.3 |
3,208.6 |
|
| S3 |
3,055.3 |
3,097.7 |
3,200.9 |
|
| S4 |
2,971.3 |
3,013.7 |
3,177.8 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,650.3 |
3,562.7 |
3,256.1 |
|
| R3 |
3,499.3 |
3,411.7 |
3,214.5 |
|
| R2 |
3,348.3 |
3,348.3 |
3,200.7 |
|
| R1 |
3,260.7 |
3,260.7 |
3,186.8 |
3,229.0 |
| PP |
3,197.3 |
3,197.3 |
3,197.3 |
3,181.5 |
| S1 |
3,109.7 |
3,109.7 |
3,159.2 |
3,078.0 |
| S2 |
3,046.3 |
3,046.3 |
3,145.3 |
|
| S3 |
2,895.3 |
2,958.7 |
3,131.5 |
|
| S4 |
2,744.3 |
2,807.7 |
3,090.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,285.0 |
3,134.0 |
151.0 |
4.7% |
79.0 |
2.5% |
60% |
False |
False |
63,975 |
| 10 |
3,287.0 |
3,081.0 |
206.0 |
6.4% |
81.0 |
2.5% |
69% |
False |
False |
40,918 |
| 20 |
3,656.0 |
2,950.0 |
706.0 |
21.9% |
88.1 |
2.7% |
39% |
False |
False |
21,471 |
| 40 |
3,699.0 |
2,950.0 |
749.0 |
23.2% |
67.5 |
2.1% |
37% |
False |
False |
11,222 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.2% |
72.3 |
2.2% |
37% |
False |
False |
9,136 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.2% |
65.3 |
2.0% |
37% |
False |
False |
6,920 |
| 100 |
3,706.0 |
2,950.0 |
756.0 |
23.4% |
62.4 |
1.9% |
36% |
False |
False |
5,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,622.0 |
|
2.618 |
3,484.9 |
|
1.618 |
3,400.9 |
|
1.000 |
3,349.0 |
|
0.618 |
3,316.9 |
|
HIGH |
3,265.0 |
|
0.618 |
3,232.9 |
|
0.500 |
3,223.0 |
|
0.382 |
3,213.1 |
|
LOW |
3,181.0 |
|
0.618 |
3,129.1 |
|
1.000 |
3,097.0 |
|
1.618 |
3,045.1 |
|
2.618 |
2,961.1 |
|
4.250 |
2,824.0 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,223.7 |
3,220.2 |
| PP |
3,223.3 |
3,216.3 |
| S1 |
3,223.0 |
3,212.5 |
|