| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
16,252.57 |
16,330.40 |
77.83 |
0.5% |
16,109.93 |
| High |
16,441.94 |
16,434.76 |
-7.18 |
0.0% |
16,664.65 |
| Low |
16,212.08 |
16,244.65 |
32.57 |
0.2% |
16,109.93 |
| Close |
16,330.40 |
16,433.09 |
102.69 |
0.6% |
16,433.09 |
| Range |
229.86 |
190.11 |
-39.75 |
-17.3% |
554.72 |
| ATR |
326.28 |
316.55 |
-9.73 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,941.16 |
16,877.24 |
16,537.65 |
|
| R3 |
16,751.05 |
16,687.13 |
16,485.37 |
|
| R2 |
16,560.94 |
16,560.94 |
16,467.94 |
|
| R1 |
16,497.02 |
16,497.02 |
16,450.52 |
16,528.98 |
| PP |
16,370.83 |
16,370.83 |
16,370.83 |
16,386.82 |
| S1 |
16,306.91 |
16,306.91 |
16,415.66 |
16,338.87 |
| S2 |
16,180.72 |
16,180.72 |
16,398.24 |
|
| S3 |
15,990.61 |
16,116.80 |
16,380.81 |
|
| S4 |
15,800.50 |
15,926.69 |
16,328.53 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,066.72 |
17,804.62 |
16,738.19 |
|
| R3 |
17,512.00 |
17,249.90 |
16,585.64 |
|
| R2 |
16,957.28 |
16,957.28 |
16,534.79 |
|
| R1 |
16,695.18 |
16,695.18 |
16,483.94 |
16,826.23 |
| PP |
16,402.56 |
16,402.56 |
16,402.56 |
16,468.08 |
| S1 |
16,140.46 |
16,140.46 |
16,382.24 |
16,271.51 |
| S2 |
15,847.84 |
15,847.84 |
16,331.39 |
|
| S3 |
15,293.12 |
15,585.74 |
16,280.54 |
|
| S4 |
14,738.40 |
15,031.02 |
16,127.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,664.65 |
16,026.61 |
638.04 |
3.9% |
320.63 |
2.0% |
64% |
False |
False |
|
| 10 |
16,669.97 |
15,979.95 |
690.02 |
4.2% |
300.10 |
1.8% |
66% |
False |
False |
|
| 20 |
17,568.40 |
15,370.33 |
2,198.07 |
13.4% |
363.59 |
2.2% |
48% |
False |
False |
|
| 40 |
18,137.12 |
15,370.33 |
2,766.79 |
16.8% |
266.52 |
1.6% |
38% |
False |
False |
|
| 60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.2% |
235.89 |
1.4% |
38% |
False |
False |
|
| 80 |
18,350.13 |
15,370.33 |
2,979.80 |
18.1% |
212.91 |
1.3% |
36% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.1% |
202.34 |
1.2% |
36% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.1% |
199.46 |
1.2% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,242.73 |
|
2.618 |
16,932.47 |
|
1.618 |
16,742.36 |
|
1.000 |
16,624.87 |
|
0.618 |
16,552.25 |
|
HIGH |
16,434.76 |
|
0.618 |
16,362.14 |
|
0.500 |
16,339.71 |
|
0.382 |
16,317.27 |
|
LOW |
16,244.65 |
|
0.618 |
16,127.16 |
|
1.000 |
16,054.54 |
|
1.618 |
15,937.05 |
|
2.618 |
15,746.94 |
|
4.250 |
15,436.68 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,401.96 |
16,438.37 |
| PP |
16,370.83 |
16,436.61 |
| S1 |
16,339.71 |
16,434.85 |
|