| 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 |
4,300.50 |
4,259.00 |
-41.50 |
-1.0% |
4,324.00 |
| High |
4,369.50 |
4,327.25 |
-42.25 |
-1.0% |
4,330.25 |
| Low |
4,240.25 |
4,226.50 |
-13.75 |
-0.3% |
4,118.25 |
| Close |
4,255.00 |
4,295.00 |
40.00 |
0.9% |
4,194.00 |
| Range |
129.25 |
100.75 |
-28.50 |
-22.1% |
212.00 |
| ATR |
110.96 |
110.23 |
-0.73 |
-0.7% |
0.00 |
| Volume |
354,129 |
410,492 |
56,363 |
15.9% |
1,811,528 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,585.25 |
4,540.75 |
4,350.50 |
|
| R3 |
4,484.50 |
4,440.00 |
4,322.75 |
|
| R2 |
4,383.75 |
4,383.75 |
4,313.50 |
|
| R1 |
4,339.25 |
4,339.25 |
4,304.25 |
4,361.50 |
| PP |
4,283.00 |
4,283.00 |
4,283.00 |
4,294.00 |
| S1 |
4,238.50 |
4,238.50 |
4,285.75 |
4,260.75 |
| S2 |
4,182.25 |
4,182.25 |
4,276.50 |
|
| S3 |
4,081.50 |
4,137.75 |
4,267.25 |
|
| S4 |
3,980.75 |
4,037.00 |
4,239.50 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,850.25 |
4,734.00 |
4,310.50 |
|
| R3 |
4,638.25 |
4,522.00 |
4,252.25 |
|
| R2 |
4,426.25 |
4,426.25 |
4,232.75 |
|
| R1 |
4,310.00 |
4,310.00 |
4,213.50 |
4,262.00 |
| PP |
4,214.25 |
4,214.25 |
4,214.25 |
4,190.25 |
| S1 |
4,098.00 |
4,098.00 |
4,174.50 |
4,050.00 |
| S2 |
4,002.25 |
4,002.25 |
4,155.25 |
|
| S3 |
3,790.25 |
3,886.00 |
4,135.75 |
|
| S4 |
3,578.25 |
3,674.00 |
4,077.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,369.50 |
4,155.00 |
214.50 |
5.0% |
104.50 |
2.4% |
65% |
False |
False |
349,043 |
| 10 |
4,369.50 |
4,118.25 |
251.25 |
5.8% |
105.75 |
2.5% |
70% |
False |
False |
366,750 |
| 20 |
4,573.50 |
3,908.25 |
665.25 |
15.5% |
120.50 |
2.8% |
58% |
False |
False |
391,853 |
| 40 |
4,686.00 |
3,908.25 |
777.75 |
18.1% |
92.75 |
2.2% |
50% |
False |
False |
316,679 |
| 60 |
4,686.00 |
3,908.25 |
777.75 |
18.1% |
82.75 |
1.9% |
50% |
False |
False |
286,881 |
| 80 |
4,686.00 |
3,908.25 |
777.75 |
18.1% |
74.25 |
1.7% |
50% |
False |
False |
225,409 |
| 100 |
4,686.00 |
3,908.25 |
777.75 |
18.1% |
69.50 |
1.6% |
50% |
False |
False |
180,342 |
| 120 |
4,686.00 |
3,908.25 |
777.75 |
18.1% |
65.75 |
1.5% |
50% |
False |
False |
150,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,755.50 |
|
2.618 |
4,591.00 |
|
1.618 |
4,490.25 |
|
1.000 |
4,428.00 |
|
0.618 |
4,389.50 |
|
HIGH |
4,327.25 |
|
0.618 |
4,288.75 |
|
0.500 |
4,277.00 |
|
0.382 |
4,265.00 |
|
LOW |
4,226.50 |
|
0.618 |
4,164.25 |
|
1.000 |
4,125.75 |
|
1.618 |
4,063.50 |
|
2.618 |
3,962.75 |
|
4.250 |
3,798.25 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,289.00 |
4,288.25 |
| PP |
4,283.00 |
4,281.50 |
| S1 |
4,277.00 |
4,274.75 |
|