| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,151.0 |
1,162.3 |
11.3 |
1.0% |
1,143.5 |
| High |
1,162.5 |
1,167.4 |
4.9 |
0.4% |
1,171.8 |
| Low |
1,142.2 |
1,150.3 |
8.1 |
0.7% |
1,139.4 |
| Close |
1,160.4 |
1,153.2 |
-7.2 |
-0.6% |
1,160.4 |
| Range |
20.3 |
17.1 |
-3.2 |
-15.8% |
32.4 |
| ATR |
24.6 |
24.0 |
-0.5 |
-2.2% |
0.0 |
| Volume |
108,408 |
107,318 |
-1,090 |
-1.0% |
545,923 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,208.3 |
1,197.8 |
1,162.5 |
|
| R3 |
1,191.3 |
1,180.8 |
1,158.0 |
|
| R2 |
1,174.0 |
1,174.0 |
1,156.3 |
|
| R1 |
1,163.8 |
1,163.8 |
1,154.8 |
1,160.3 |
| PP |
1,157.0 |
1,157.0 |
1,157.0 |
1,155.3 |
| S1 |
1,146.5 |
1,146.5 |
1,151.8 |
1,143.3 |
| S2 |
1,139.8 |
1,139.8 |
1,150.0 |
|
| S3 |
1,122.8 |
1,129.5 |
1,148.5 |
|
| S4 |
1,105.8 |
1,112.3 |
1,143.8 |
|
|
| 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 |
1,139.4 |
32.4 |
2.8% |
20.5 |
1.8% |
43% |
False |
False |
130,648 |
| 10 |
1,171.8 |
1,121.5 |
50.3 |
4.4% |
20.3 |
1.8% |
63% |
False |
False |
131,486 |
| 20 |
1,224.8 |
1,071.6 |
153.2 |
13.3% |
27.3 |
2.4% |
53% |
False |
False |
148,949 |
| 40 |
1,266.5 |
1,071.6 |
194.9 |
16.9% |
22.8 |
2.0% |
42% |
False |
False |
121,868 |
| 60 |
1,292.3 |
1,071.6 |
220.7 |
19.1% |
20.8 |
1.8% |
37% |
False |
False |
109,916 |
| 80 |
1,292.3 |
1,071.6 |
220.7 |
19.1% |
19.0 |
1.7% |
37% |
False |
False |
92,789 |
| 100 |
1,292.3 |
1,071.6 |
220.7 |
19.1% |
16.5 |
1.4% |
37% |
False |
False |
74,235 |
| 120 |
1,292.3 |
1,071.6 |
220.7 |
19.1% |
14.3 |
1.2% |
37% |
False |
False |
61,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,240.0 |
|
2.618 |
1,212.3 |
|
1.618 |
1,195.0 |
|
1.000 |
1,184.5 |
|
0.618 |
1,178.0 |
|
HIGH |
1,167.5 |
|
0.618 |
1,160.8 |
|
0.500 |
1,158.8 |
|
0.382 |
1,156.8 |
|
LOW |
1,150.3 |
|
0.618 |
1,139.8 |
|
1.000 |
1,133.3 |
|
1.618 |
1,122.8 |
|
2.618 |
1,105.5 |
|
4.250 |
1,077.5 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,158.8 |
1,153.5 |
| PP |
1,157.0 |
1,153.3 |
| S1 |
1,155.0 |
1,153.3 |
|