| 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 |
1,125.2 |
1,119.5 |
-5.7 |
-0.5% |
1,133.6 |
| High |
1,130.3 |
1,126.4 |
-3.9 |
-0.3% |
1,147.7 |
| Low |
1,116.9 |
1,118.4 |
1.5 |
0.1% |
1,116.9 |
| Close |
1,122.4 |
1,121.9 |
-0.5 |
0.0% |
1,122.4 |
| Range |
13.4 |
8.0 |
-5.4 |
-40.3% |
30.8 |
| ATR |
14.6 |
14.1 |
-0.5 |
-3.2% |
0.0 |
| Volume |
1,610 |
3,608 |
1,998 |
124.1% |
4,601 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,146.2 |
1,142.1 |
1,126.3 |
|
| R3 |
1,138.2 |
1,134.1 |
1,124.1 |
|
| R2 |
1,130.2 |
1,130.2 |
1,123.4 |
|
| R1 |
1,126.1 |
1,126.1 |
1,122.6 |
1,128.2 |
| PP |
1,122.2 |
1,122.2 |
1,122.2 |
1,123.3 |
| S1 |
1,118.1 |
1,118.1 |
1,121.2 |
1,120.2 |
| S2 |
1,114.2 |
1,114.2 |
1,120.4 |
|
| S3 |
1,106.2 |
1,110.1 |
1,119.7 |
|
| S4 |
1,098.2 |
1,102.1 |
1,117.5 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,221.4 |
1,202.7 |
1,139.3 |
|
| R3 |
1,190.6 |
1,171.9 |
1,130.9 |
|
| R2 |
1,159.8 |
1,159.8 |
1,128.0 |
|
| R1 |
1,141.1 |
1,141.1 |
1,125.2 |
1,135.1 |
| PP |
1,129.0 |
1,129.0 |
1,129.0 |
1,126.0 |
| S1 |
1,110.3 |
1,110.3 |
1,119.6 |
1,104.3 |
| S2 |
1,098.2 |
1,098.2 |
1,116.8 |
|
| S3 |
1,067.4 |
1,079.5 |
1,113.9 |
|
| S4 |
1,036.6 |
1,048.7 |
1,105.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,147.7 |
1,116.9 |
30.8 |
2.7% |
11.1 |
1.0% |
16% |
False |
False |
1,493 |
| 10 |
1,156.2 |
1,116.9 |
39.3 |
3.5% |
13.9 |
1.2% |
13% |
False |
False |
1,229 |
| 20 |
1,169.7 |
1,098.3 |
71.4 |
6.4% |
14.3 |
1.3% |
33% |
False |
False |
1,497 |
| 40 |
1,169.7 |
1,077.9 |
91.8 |
8.2% |
13.8 |
1.2% |
48% |
False |
False |
1,908 |
| 60 |
1,207.5 |
1,077.9 |
129.6 |
11.6% |
12.8 |
1.1% |
34% |
False |
False |
1,637 |
| 80 |
1,234.3 |
1,077.9 |
156.4 |
13.9% |
11.9 |
1.1% |
28% |
False |
False |
1,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,160.4 |
|
2.618 |
1,147.3 |
|
1.618 |
1,139.3 |
|
1.000 |
1,134.4 |
|
0.618 |
1,131.3 |
|
HIGH |
1,126.4 |
|
0.618 |
1,123.3 |
|
0.500 |
1,122.4 |
|
0.382 |
1,121.5 |
|
LOW |
1,118.4 |
|
0.618 |
1,113.5 |
|
1.000 |
1,110.4 |
|
1.618 |
1,105.5 |
|
2.618 |
1,097.5 |
|
4.250 |
1,084.4 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,122.4 |
1,125.7 |
| PP |
1,122.2 |
1,124.4 |
| S1 |
1,122.1 |
1,123.2 |
|