| 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 |
10,447.5 |
10,235.5 |
-212.0 |
-2.0% |
10,191.5 |
| High |
10,524.0 |
10,327.0 |
-197.0 |
-1.9% |
10,380.5 |
| Low |
10,155.5 |
10,153.0 |
-2.5 |
0.0% |
9,885.0 |
| Close |
10,305.5 |
10,215.0 |
-90.5 |
-0.9% |
10,053.5 |
| Range |
368.5 |
174.0 |
-194.5 |
-52.8% |
495.5 |
| ATR |
304.0 |
294.7 |
-9.3 |
-3.1% |
0.0 |
| Volume |
123,135 |
94,229 |
-28,906 |
-23.5% |
506,334 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,753.7 |
10,658.3 |
10,310.7 |
|
| R3 |
10,579.7 |
10,484.3 |
10,262.9 |
|
| R2 |
10,405.7 |
10,405.7 |
10,246.9 |
|
| R1 |
10,310.3 |
10,310.3 |
10,231.0 |
10,271.0 |
| PP |
10,231.7 |
10,231.7 |
10,231.7 |
10,212.0 |
| S1 |
10,136.3 |
10,136.3 |
10,199.1 |
10,097.0 |
| S2 |
10,057.7 |
10,057.7 |
10,183.1 |
|
| S3 |
9,883.7 |
9,962.3 |
10,167.2 |
|
| S4 |
9,709.7 |
9,788.3 |
10,119.3 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,592.8 |
11,318.7 |
10,326.0 |
|
| R3 |
11,097.3 |
10,823.2 |
10,189.8 |
|
| R2 |
10,601.8 |
10,601.8 |
10,144.3 |
|
| R1 |
10,327.7 |
10,327.7 |
10,098.9 |
10,217.0 |
| PP |
10,106.3 |
10,106.3 |
10,106.3 |
10,051.0 |
| S1 |
9,832.2 |
9,832.2 |
10,008.1 |
9,721.5 |
| S2 |
9,610.8 |
9,610.8 |
9,962.7 |
|
| S3 |
9,115.3 |
9,336.7 |
9,917.2 |
|
| S4 |
8,619.8 |
8,841.2 |
9,781.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,524.0 |
9,955.0 |
569.0 |
5.6% |
270.8 |
2.7% |
46% |
False |
False |
98,438 |
| 10 |
10,524.0 |
9,885.0 |
639.0 |
6.3% |
233.2 |
2.3% |
52% |
False |
False |
100,110 |
| 20 |
11,156.5 |
9,317.5 |
1,839.0 |
18.0% |
278.2 |
2.7% |
49% |
False |
False |
121,264 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.4% |
231.9 |
2.3% |
36% |
False |
False |
107,252 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.4% |
237.0 |
2.3% |
36% |
False |
False |
108,419 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
25.6% |
229.9 |
2.3% |
34% |
False |
False |
84,476 |
| 100 |
12,099.5 |
9,317.5 |
2,782.0 |
27.2% |
236.8 |
2.3% |
32% |
False |
False |
67,707 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.5% |
227.6 |
2.2% |
29% |
False |
False |
56,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,066.5 |
|
2.618 |
10,782.5 |
|
1.618 |
10,608.5 |
|
1.000 |
10,501.0 |
|
0.618 |
10,434.5 |
|
HIGH |
10,327.0 |
|
0.618 |
10,260.5 |
|
0.500 |
10,240.0 |
|
0.382 |
10,219.5 |
|
LOW |
10,153.0 |
|
0.618 |
10,045.5 |
|
1.000 |
9,979.0 |
|
1.618 |
9,871.5 |
|
2.618 |
9,697.5 |
|
4.250 |
9,413.5 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,240.0 |
10,308.3 |
| PP |
10,231.7 |
10,277.2 |
| S1 |
10,223.3 |
10,246.1 |
|