| 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 |
1,159.3 |
1,144.1 |
-15.2 |
-1.3% |
1,162.4 |
| High |
1,171.8 |
1,158.8 |
-13.0 |
-1.1% |
1,165.5 |
| Low |
1,145.2 |
1,139.4 |
-5.8 |
-0.5% |
1,121.5 |
| Close |
1,147.7 |
1,151.0 |
3.3 |
0.3% |
1,136.2 |
| Range |
26.6 |
19.4 |
-7.2 |
-27.1% |
44.0 |
| ATR |
25.3 |
24.9 |
-0.4 |
-1.7% |
0.0 |
| Volume |
132,034 |
200,066 |
68,032 |
51.5% |
661,621 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,208.0 |
1,198.8 |
1,161.8 |
|
| R3 |
1,188.5 |
1,179.5 |
1,156.3 |
|
| R2 |
1,169.3 |
1,169.3 |
1,154.5 |
|
| R1 |
1,160.0 |
1,160.0 |
1,152.8 |
1,164.5 |
| PP |
1,149.8 |
1,149.8 |
1,149.8 |
1,152.0 |
| S1 |
1,140.8 |
1,140.8 |
1,149.3 |
1,145.3 |
| S2 |
1,130.3 |
1,130.3 |
1,147.5 |
|
| S3 |
1,111.0 |
1,121.3 |
1,145.8 |
|
| S4 |
1,091.5 |
1,101.8 |
1,140.3 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.0 |
1,248.8 |
1,160.5 |
|
| R3 |
1,229.0 |
1,204.8 |
1,148.3 |
|
| R2 |
1,185.0 |
1,185.0 |
1,144.3 |
|
| R1 |
1,160.8 |
1,160.8 |
1,140.3 |
1,150.8 |
| PP |
1,141.0 |
1,141.0 |
1,141.0 |
1,136.3 |
| S1 |
1,116.8 |
1,116.8 |
1,132.3 |
1,106.8 |
| S2 |
1,097.0 |
1,097.0 |
1,128.3 |
|
| S3 |
1,053.0 |
1,072.8 |
1,124.0 |
|
| S4 |
1,009.0 |
1,028.8 |
1,112.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,171.8 |
1,125.8 |
46.0 |
4.0% |
20.0 |
1.7% |
55% |
False |
False |
140,927 |
| 10 |
1,171.8 |
1,121.5 |
50.3 |
4.4% |
21.5 |
1.9% |
59% |
False |
False |
138,816 |
| 20 |
1,224.8 |
1,071.6 |
153.2 |
13.3% |
26.8 |
2.3% |
52% |
False |
False |
146,344 |
| 40 |
1,274.2 |
1,071.6 |
202.6 |
17.6% |
22.5 |
1.9% |
39% |
False |
False |
119,645 |
| 60 |
1,292.3 |
1,071.6 |
220.7 |
19.2% |
20.8 |
1.8% |
36% |
False |
False |
110,266 |
| 80 |
1,292.3 |
1,071.6 |
220.7 |
19.2% |
18.5 |
1.6% |
36% |
False |
False |
90,093 |
| 100 |
1,292.3 |
1,071.6 |
220.7 |
19.2% |
16.3 |
1.4% |
36% |
False |
False |
72,078 |
| 120 |
1,292.3 |
1,071.6 |
220.7 |
19.2% |
14.0 |
1.2% |
36% |
False |
False |
60,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,241.3 |
|
2.618 |
1,209.5 |
|
1.618 |
1,190.3 |
|
1.000 |
1,178.3 |
|
0.618 |
1,170.8 |
|
HIGH |
1,158.8 |
|
0.618 |
1,151.5 |
|
0.500 |
1,149.0 |
|
0.382 |
1,146.8 |
|
LOW |
1,139.5 |
|
0.618 |
1,127.5 |
|
1.000 |
1,120.0 |
|
1.618 |
1,108.0 |
|
2.618 |
1,088.5 |
|
4.250 |
1,057.0 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,150.3 |
1,155.5 |
| PP |
1,149.8 |
1,154.0 |
| S1 |
1,149.0 |
1,152.5 |
|