| 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 |
16,281 |
16,314 |
33 |
0.2% |
16,090 |
| High |
16,453 |
16,451 |
-2 |
0.0% |
16,688 |
| Low |
16,151 |
16,215 |
64 |
0.4% |
16,011 |
| Close |
16,306 |
16,436 |
130 |
0.8% |
16,436 |
| Range |
302 |
236 |
-66 |
-21.9% |
677 |
| ATR |
365 |
355 |
-9 |
-2.5% |
0 |
| Volume |
248,019 |
82,181 |
-165,838 |
-66.9% |
763,408 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,075 |
16,992 |
16,566 |
|
| R3 |
16,839 |
16,756 |
16,501 |
|
| R2 |
16,603 |
16,603 |
16,479 |
|
| R1 |
16,520 |
16,520 |
16,458 |
16,562 |
| PP |
16,367 |
16,367 |
16,367 |
16,388 |
| S1 |
16,284 |
16,284 |
16,414 |
16,326 |
| S2 |
16,131 |
16,131 |
16,393 |
|
| S3 |
15,895 |
16,048 |
16,371 |
|
| S4 |
15,659 |
15,812 |
16,306 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,409 |
18,100 |
16,808 |
|
| R3 |
17,732 |
17,423 |
16,622 |
|
| R2 |
17,055 |
17,055 |
16,560 |
|
| R1 |
16,746 |
16,746 |
16,498 |
16,901 |
| PP |
16,378 |
16,378 |
16,378 |
16,456 |
| S1 |
16,069 |
16,069 |
16,374 |
16,224 |
| S2 |
15,701 |
15,701 |
16,312 |
|
| S3 |
15,024 |
15,392 |
16,250 |
|
| S4 |
14,347 |
14,715 |
16,064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,688 |
16,009 |
679 |
4.1% |
371 |
2.3% |
63% |
False |
False |
199,117 |
| 10 |
16,688 |
15,959 |
729 |
4.4% |
339 |
2.1% |
65% |
False |
False |
212,836 |
| 20 |
17,535 |
15,285 |
2,250 |
13.7% |
404 |
2.5% |
51% |
False |
False |
252,130 |
| 40 |
18,058 |
15,285 |
2,773 |
16.9% |
296 |
1.8% |
42% |
False |
False |
192,655 |
| 60 |
18,108 |
15,285 |
2,823 |
17.2% |
266 |
1.6% |
41% |
False |
False |
178,838 |
| 80 |
18,234 |
15,285 |
2,949 |
17.9% |
239 |
1.5% |
39% |
False |
False |
141,237 |
| 100 |
18,250 |
15,285 |
2,965 |
18.0% |
222 |
1.3% |
39% |
False |
False |
113,004 |
| 120 |
18,250 |
15,285 |
2,965 |
18.0% |
210 |
1.3% |
39% |
False |
False |
94,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,454 |
|
2.618 |
17,069 |
|
1.618 |
16,833 |
|
1.000 |
16,687 |
|
0.618 |
16,597 |
|
HIGH |
16,451 |
|
0.618 |
16,361 |
|
0.500 |
16,333 |
|
0.382 |
16,305 |
|
LOW |
16,215 |
|
0.618 |
16,069 |
|
1.000 |
15,979 |
|
1.618 |
15,833 |
|
2.618 |
15,597 |
|
4.250 |
15,212 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,402 |
16,431 |
| PP |
16,367 |
16,425 |
| S1 |
16,333 |
16,420 |
|