| 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 |
3,193.0 |
3,281.0 |
88.0 |
2.8% |
3,234.0 |
| High |
3,265.0 |
3,315.0 |
50.0 |
1.5% |
3,285.0 |
| Low |
3,181.0 |
3,209.0 |
28.0 |
0.9% |
3,134.0 |
| Close |
3,224.0 |
3,260.0 |
36.0 |
1.1% |
3,173.0 |
| Range |
84.0 |
106.0 |
22.0 |
26.2% |
151.0 |
| ATR |
92.0 |
93.0 |
1.0 |
1.1% |
0.0 |
| Volume |
242,260 |
404,306 |
162,046 |
66.9% |
86,585 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,579.3 |
3,525.7 |
3,318.3 |
|
| R3 |
3,473.3 |
3,419.7 |
3,289.2 |
|
| R2 |
3,367.3 |
3,367.3 |
3,279.4 |
|
| R1 |
3,313.7 |
3,313.7 |
3,269.7 |
3,287.5 |
| PP |
3,261.3 |
3,261.3 |
3,261.3 |
3,248.3 |
| S1 |
3,207.7 |
3,207.7 |
3,250.3 |
3,181.5 |
| S2 |
3,155.3 |
3,155.3 |
3,240.6 |
|
| S3 |
3,049.3 |
3,101.7 |
3,230.9 |
|
| S4 |
2,943.3 |
2,995.7 |
3,201.7 |
|
|
| 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 |
3,315.0 |
3,140.0 |
175.0 |
5.4% |
84.0 |
2.6% |
69% |
True |
False |
143,111 |
| 10 |
3,315.0 |
3,115.0 |
200.0 |
6.1% |
77.1 |
2.4% |
73% |
True |
False |
74,039 |
| 20 |
3,601.0 |
2,950.0 |
651.0 |
20.0% |
90.0 |
2.8% |
48% |
False |
False |
41,668 |
| 40 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
69.0 |
2.1% |
41% |
False |
False |
21,326 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
72.9 |
2.2% |
41% |
False |
False |
15,823 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
66.3 |
2.0% |
41% |
False |
False |
11,973 |
| 100 |
3,706.0 |
2,950.0 |
756.0 |
23.2% |
62.6 |
1.9% |
41% |
False |
False |
9,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,765.5 |
|
2.618 |
3,592.5 |
|
1.618 |
3,486.5 |
|
1.000 |
3,421.0 |
|
0.618 |
3,380.5 |
|
HIGH |
3,315.0 |
|
0.618 |
3,274.5 |
|
0.500 |
3,262.0 |
|
0.382 |
3,249.5 |
|
LOW |
3,209.0 |
|
0.618 |
3,143.5 |
|
1.000 |
3,103.0 |
|
1.618 |
3,037.5 |
|
2.618 |
2,931.5 |
|
4.250 |
2,758.5 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,262.0 |
3,249.2 |
| PP |
3,261.3 |
3,238.3 |
| S1 |
3,260.7 |
3,227.5 |
|