| 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 |
4,225.25 |
4,184.50 |
-40.75 |
-1.0% |
4,321.00 |
| High |
4,230.00 |
4,296.75 |
66.75 |
1.6% |
4,321.00 |
| Low |
4,147.75 |
4,177.00 |
29.25 |
0.7% |
4,111.25 |
| Close |
4,186.00 |
4,290.25 |
104.25 |
2.5% |
4,186.00 |
| Range |
82.25 |
119.75 |
37.50 |
45.6% |
209.75 |
| ATR |
104.91 |
105.97 |
1.06 |
1.0% |
0.00 |
| Volume |
4,878 |
14,786 |
9,908 |
203.1% |
23,666 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,614.00 |
4,571.75 |
4,356.00 |
|
| R3 |
4,494.25 |
4,452.00 |
4,323.25 |
|
| R2 |
4,374.50 |
4,374.50 |
4,312.25 |
|
| R1 |
4,332.25 |
4,332.25 |
4,301.25 |
4,353.50 |
| PP |
4,254.75 |
4,254.75 |
4,254.75 |
4,265.25 |
| S1 |
4,212.50 |
4,212.50 |
4,279.25 |
4,233.50 |
| S2 |
4,135.00 |
4,135.00 |
4,268.25 |
|
| S3 |
4,015.25 |
4,092.75 |
4,257.25 |
|
| S4 |
3,895.50 |
3,973.00 |
4,224.50 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,835.25 |
4,720.50 |
4,301.25 |
|
| R3 |
4,625.50 |
4,510.75 |
4,243.75 |
|
| R2 |
4,415.75 |
4,415.75 |
4,224.50 |
|
| R1 |
4,301.00 |
4,301.00 |
4,205.25 |
4,253.50 |
| PP |
4,206.00 |
4,206.00 |
4,206.00 |
4,182.50 |
| S1 |
4,091.25 |
4,091.25 |
4,166.75 |
4,043.75 |
| S2 |
3,996.25 |
3,996.25 |
4,147.50 |
|
| S3 |
3,786.50 |
3,881.50 |
4,128.25 |
|
| S4 |
3,576.75 |
3,671.75 |
4,070.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,296.75 |
4,111.25 |
185.50 |
4.3% |
110.50 |
2.6% |
96% |
True |
False |
7,293 |
| 10 |
4,331.25 |
3,953.00 |
378.25 |
8.8% |
126.50 |
3.0% |
89% |
False |
False |
5,119 |
| 20 |
4,577.00 |
3,901.00 |
676.00 |
15.8% |
115.50 |
2.7% |
58% |
False |
False |
2,925 |
| 40 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
84.25 |
2.0% |
50% |
False |
False |
1,530 |
| 60 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
73.50 |
1.7% |
50% |
False |
False |
1,036 |
| 80 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
58.50 |
1.4% |
50% |
False |
False |
777 |
| 100 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
47.50 |
1.1% |
50% |
False |
False |
622 |
| 120 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
41.00 |
1.0% |
50% |
False |
False |
519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,805.75 |
|
2.618 |
4,610.25 |
|
1.618 |
4,490.50 |
|
1.000 |
4,416.50 |
|
0.618 |
4,370.75 |
|
HIGH |
4,296.75 |
|
0.618 |
4,251.00 |
|
0.500 |
4,237.00 |
|
0.382 |
4,222.75 |
|
LOW |
4,177.00 |
|
0.618 |
4,103.00 |
|
1.000 |
4,057.25 |
|
1.618 |
3,983.25 |
|
2.618 |
3,863.50 |
|
4.250 |
3,668.00 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,272.50 |
4,267.50 |
| PP |
4,254.75 |
4,245.00 |
| S1 |
4,237.00 |
4,222.25 |
|