| 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 |
1,144.1 |
1,151.0 |
6.9 |
0.6% |
1,143.5 |
| High |
1,158.8 |
1,162.5 |
3.7 |
0.3% |
1,171.8 |
| Low |
1,139.4 |
1,142.2 |
2.8 |
0.2% |
1,139.4 |
| Close |
1,151.0 |
1,160.4 |
9.4 |
0.8% |
1,160.4 |
| Range |
19.4 |
20.3 |
0.9 |
4.6% |
32.4 |
| ATR |
24.9 |
24.6 |
-0.3 |
-1.3% |
0.0 |
| Volume |
200,066 |
108,408 |
-91,658 |
-45.8% |
545,923 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,216.0 |
1,208.5 |
1,171.5 |
|
| R3 |
1,195.8 |
1,188.3 |
1,166.0 |
|
| R2 |
1,175.3 |
1,175.3 |
1,164.0 |
|
| R1 |
1,167.8 |
1,167.8 |
1,162.3 |
1,171.5 |
| PP |
1,155.0 |
1,155.0 |
1,155.0 |
1,157.0 |
| S1 |
1,147.5 |
1,147.5 |
1,158.5 |
1,151.3 |
| S2 |
1,134.8 |
1,134.8 |
1,156.8 |
|
| S3 |
1,114.5 |
1,127.3 |
1,154.8 |
|
| S4 |
1,094.3 |
1,107.0 |
1,149.3 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,254.5 |
1,239.8 |
1,178.3 |
|
| R3 |
1,222.0 |
1,207.5 |
1,169.3 |
|
| R2 |
1,189.5 |
1,189.5 |
1,166.3 |
|
| R1 |
1,175.0 |
1,175.0 |
1,163.3 |
1,182.3 |
| PP |
1,157.3 |
1,157.3 |
1,157.3 |
1,160.8 |
| S1 |
1,142.5 |
1,142.5 |
1,157.5 |
1,150.0 |
| S2 |
1,124.8 |
1,124.8 |
1,154.5 |
|
| S3 |
1,092.5 |
1,110.3 |
1,151.5 |
|
| S4 |
1,060.0 |
1,077.8 |
1,142.5 |
|
|
| 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% |
20.8 |
1.8% |
75% |
False |
False |
133,508 |
| 10 |
1,171.8 |
1,121.5 |
50.3 |
4.3% |
20.8 |
1.8% |
77% |
False |
False |
132,209 |
| 20 |
1,224.8 |
1,071.6 |
153.2 |
13.2% |
27.3 |
2.3% |
58% |
False |
False |
147,175 |
| 40 |
1,272.5 |
1,071.6 |
200.9 |
17.3% |
22.8 |
2.0% |
44% |
False |
False |
120,730 |
| 60 |
1,292.3 |
1,071.6 |
220.7 |
19.0% |
21.0 |
1.8% |
40% |
False |
False |
110,113 |
| 80 |
1,292.3 |
1,071.6 |
220.7 |
19.0% |
18.8 |
1.6% |
40% |
False |
False |
91,448 |
| 100 |
1,292.3 |
1,071.6 |
220.7 |
19.0% |
16.5 |
1.4% |
40% |
False |
False |
73,162 |
| 120 |
1,292.3 |
1,071.6 |
220.7 |
19.0% |
14.0 |
1.2% |
40% |
False |
False |
60,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,248.8 |
|
2.618 |
1,215.8 |
|
1.618 |
1,195.3 |
|
1.000 |
1,182.8 |
|
0.618 |
1,175.0 |
|
HIGH |
1,162.5 |
|
0.618 |
1,154.8 |
|
0.500 |
1,152.3 |
|
0.382 |
1,150.0 |
|
LOW |
1,142.3 |
|
0.618 |
1,129.8 |
|
1.000 |
1,122.0 |
|
1.618 |
1,109.3 |
|
2.618 |
1,089.0 |
|
4.250 |
1,056.0 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,157.8 |
1,158.8 |
| PP |
1,155.0 |
1,157.3 |
| S1 |
1,152.3 |
1,155.5 |
|