| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,119.5 |
1,124.5 |
5.0 |
0.4% |
1,133.6 |
| High |
1,126.4 |
1,124.5 |
-1.9 |
-0.2% |
1,147.7 |
| Low |
1,118.4 |
1,101.4 |
-17.0 |
-1.5% |
1,116.9 |
| Close |
1,121.9 |
1,102.8 |
-19.1 |
-1.7% |
1,122.4 |
| Range |
8.0 |
23.1 |
15.1 |
188.8% |
30.8 |
| ATR |
14.1 |
14.8 |
0.6 |
4.5% |
0.0 |
| Volume |
3,608 |
10,596 |
6,988 |
193.7% |
4,601 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.9 |
1,163.9 |
1,115.5 |
|
| R3 |
1,155.8 |
1,140.8 |
1,109.2 |
|
| R2 |
1,132.7 |
1,132.7 |
1,107.0 |
|
| R1 |
1,117.7 |
1,117.7 |
1,104.9 |
1,113.7 |
| PP |
1,109.6 |
1,109.6 |
1,109.6 |
1,107.5 |
| S1 |
1,094.6 |
1,094.6 |
1,100.7 |
1,090.6 |
| S2 |
1,086.5 |
1,086.5 |
1,098.6 |
|
| S3 |
1,063.4 |
1,071.5 |
1,096.4 |
|
| S4 |
1,040.3 |
1,048.4 |
1,090.1 |
|
|
| 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 |
1,142.2 |
1,101.4 |
40.8 |
3.7% |
13.1 |
1.2% |
3% |
False |
True |
3,439 |
| 10 |
1,147.7 |
1,101.4 |
46.3 |
4.2% |
14.1 |
1.3% |
3% |
False |
True |
2,162 |
| 20 |
1,169.7 |
1,101.4 |
68.3 |
6.2% |
14.5 |
1.3% |
2% |
False |
True |
1,980 |
| 40 |
1,169.7 |
1,077.9 |
91.8 |
8.3% |
14.3 |
1.3% |
27% |
False |
False |
2,107 |
| 60 |
1,207.5 |
1,077.9 |
129.6 |
11.8% |
12.9 |
1.2% |
19% |
False |
False |
1,808 |
| 80 |
1,234.3 |
1,077.9 |
156.4 |
14.2% |
12.1 |
1.1% |
16% |
False |
False |
1,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,222.7 |
|
2.618 |
1,185.0 |
|
1.618 |
1,161.9 |
|
1.000 |
1,147.6 |
|
0.618 |
1,138.8 |
|
HIGH |
1,124.5 |
|
0.618 |
1,115.7 |
|
0.500 |
1,113.0 |
|
0.382 |
1,110.2 |
|
LOW |
1,101.4 |
|
0.618 |
1,087.1 |
|
1.000 |
1,078.3 |
|
1.618 |
1,064.0 |
|
2.618 |
1,040.9 |
|
4.250 |
1,003.2 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,113.0 |
1,115.9 |
| PP |
1,109.6 |
1,111.5 |
| S1 |
1,106.2 |
1,107.2 |
|