| 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 |
3,217.0 |
3,206.0 |
-11.0 |
-0.3% |
3,251.0 |
| High |
3,240.0 |
3,277.0 |
37.0 |
1.1% |
3,297.0 |
| Low |
3,152.0 |
3,192.0 |
40.0 |
1.3% |
3,143.0 |
| Close |
3,185.0 |
3,236.0 |
51.0 |
1.6% |
3,185.0 |
| Range |
88.0 |
85.0 |
-3.0 |
-3.4% |
154.0 |
| ATR |
95.6 |
95.3 |
-0.3 |
-0.3% |
0.0 |
| Volume |
566,158 |
1,648,497 |
1,082,339 |
191.2% |
6,311,442 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,490.0 |
3,448.0 |
3,282.8 |
|
| R3 |
3,405.0 |
3,363.0 |
3,259.4 |
|
| R2 |
3,320.0 |
3,320.0 |
3,251.6 |
|
| R1 |
3,278.0 |
3,278.0 |
3,243.8 |
3,299.0 |
| PP |
3,235.0 |
3,235.0 |
3,235.0 |
3,245.5 |
| S1 |
3,193.0 |
3,193.0 |
3,228.2 |
3,214.0 |
| S2 |
3,150.0 |
3,150.0 |
3,220.4 |
|
| S3 |
3,065.0 |
3,108.0 |
3,212.6 |
|
| S4 |
2,980.0 |
3,023.0 |
3,189.3 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,670.3 |
3,581.7 |
3,269.7 |
|
| R3 |
3,516.3 |
3,427.7 |
3,227.4 |
|
| R2 |
3,362.3 |
3,362.3 |
3,213.2 |
|
| R1 |
3,273.7 |
3,273.7 |
3,199.1 |
3,241.0 |
| PP |
3,208.3 |
3,208.3 |
3,208.3 |
3,192.0 |
| S1 |
3,119.7 |
3,119.7 |
3,170.9 |
3,087.0 |
| S2 |
3,054.3 |
3,054.3 |
3,156.8 |
|
| S3 |
2,900.3 |
2,965.7 |
3,142.7 |
|
| S4 |
2,746.3 |
2,811.7 |
3,100.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,297.0 |
3,143.0 |
154.0 |
4.8% |
81.0 |
2.5% |
60% |
False |
False |
1,264,185 |
| 10 |
3,302.0 |
3,088.0 |
214.0 |
6.6% |
84.5 |
2.6% |
69% |
False |
False |
1,375,381 |
| 20 |
3,670.0 |
2,951.0 |
719.0 |
22.2% |
90.9 |
2.8% |
40% |
False |
False |
1,459,707 |
| 40 |
3,714.0 |
2,951.0 |
763.0 |
23.6% |
70.9 |
2.2% |
37% |
False |
False |
1,151,207 |
| 60 |
3,714.0 |
2,951.0 |
763.0 |
23.6% |
76.7 |
2.4% |
37% |
False |
False |
1,239,767 |
| 80 |
3,714.0 |
2,951.0 |
763.0 |
23.6% |
74.0 |
2.3% |
37% |
False |
False |
957,199 |
| 100 |
3,731.0 |
2,951.0 |
780.0 |
24.1% |
74.4 |
2.3% |
37% |
False |
False |
767,099 |
| 120 |
3,761.0 |
2,951.0 |
810.0 |
25.0% |
69.0 |
2.1% |
35% |
False |
False |
639,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,638.3 |
|
2.618 |
3,499.5 |
|
1.618 |
3,414.5 |
|
1.000 |
3,362.0 |
|
0.618 |
3,329.5 |
|
HIGH |
3,277.0 |
|
0.618 |
3,244.5 |
|
0.500 |
3,234.5 |
|
0.382 |
3,224.5 |
|
LOW |
3,192.0 |
|
0.618 |
3,139.5 |
|
1.000 |
3,107.0 |
|
1.618 |
3,054.5 |
|
2.618 |
2,969.5 |
|
4.250 |
2,830.8 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,235.5 |
3,232.2 |
| PP |
3,235.0 |
3,228.3 |
| S1 |
3,234.5 |
3,224.5 |
|