| 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 |
3,281.0 |
3,231.0 |
-50.0 |
-1.5% |
3,234.0 |
| High |
3,315.0 |
3,255.0 |
-60.0 |
-1.8% |
3,285.0 |
| Low |
3,209.0 |
3,196.0 |
-13.0 |
-0.4% |
3,134.0 |
| Close |
3,260.0 |
3,212.0 |
-48.0 |
-1.5% |
3,173.0 |
| Range |
106.0 |
59.0 |
-47.0 |
-44.3% |
151.0 |
| ATR |
93.0 |
90.9 |
-2.1 |
-2.2% |
0.0 |
| Volume |
404,306 |
763,961 |
359,655 |
89.0% |
86,585 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,398.0 |
3,364.0 |
3,244.5 |
|
| R3 |
3,339.0 |
3,305.0 |
3,228.2 |
|
| R2 |
3,280.0 |
3,280.0 |
3,222.8 |
|
| R1 |
3,246.0 |
3,246.0 |
3,217.4 |
3,233.5 |
| PP |
3,221.0 |
3,221.0 |
3,221.0 |
3,214.8 |
| S1 |
3,187.0 |
3,187.0 |
3,206.6 |
3,174.5 |
| S2 |
3,162.0 |
3,162.0 |
3,201.2 |
|
| S3 |
3,103.0 |
3,128.0 |
3,195.8 |
|
| S4 |
3,044.0 |
3,069.0 |
3,179.6 |
|
|
| 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% |
83.0 |
2.6% |
41% |
False |
False |
293,410 |
| 10 |
3,315.0 |
3,134.0 |
181.0 |
5.6% |
72.3 |
2.3% |
43% |
False |
False |
150,196 |
| 20 |
3,548.0 |
2,950.0 |
598.0 |
18.6% |
86.2 |
2.7% |
44% |
False |
False |
79,815 |
| 40 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
69.6 |
2.2% |
35% |
False |
False |
40,418 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
72.9 |
2.3% |
35% |
False |
False |
28,476 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
66.3 |
2.1% |
35% |
False |
False |
21,496 |
| 100 |
3,706.0 |
2,950.0 |
756.0 |
23.5% |
63.0 |
2.0% |
35% |
False |
False |
17,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,505.8 |
|
2.618 |
3,409.5 |
|
1.618 |
3,350.5 |
|
1.000 |
3,314.0 |
|
0.618 |
3,291.5 |
|
HIGH |
3,255.0 |
|
0.618 |
3,232.5 |
|
0.500 |
3,225.5 |
|
0.382 |
3,218.5 |
|
LOW |
3,196.0 |
|
0.618 |
3,159.5 |
|
1.000 |
3,137.0 |
|
1.618 |
3,100.5 |
|
2.618 |
3,041.5 |
|
4.250 |
2,945.3 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,225.5 |
3,248.0 |
| PP |
3,221.0 |
3,236.0 |
| S1 |
3,216.5 |
3,224.0 |
|