| 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 |
10,235.5 |
10,250.0 |
14.5 |
0.1% |
10,145.5 |
| High |
10,327.0 |
10,250.5 |
-76.5 |
-0.7% |
10,524.0 |
| Low |
10,153.0 |
10,076.5 |
-76.5 |
-0.8% |
10,076.5 |
| Close |
10,215.0 |
10,138.5 |
-76.5 |
-0.7% |
10,138.5 |
| Range |
174.0 |
174.0 |
0.0 |
0.0% |
447.5 |
| ATR |
294.7 |
286.1 |
-8.6 |
-2.9% |
0.0 |
| Volume |
94,229 |
120,069 |
25,840 |
27.4% |
453,545 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,677.2 |
10,581.8 |
10,234.2 |
|
| R3 |
10,503.2 |
10,407.8 |
10,186.4 |
|
| R2 |
10,329.2 |
10,329.2 |
10,170.4 |
|
| R1 |
10,233.8 |
10,233.8 |
10,154.5 |
10,194.5 |
| PP |
10,155.2 |
10,155.2 |
10,155.2 |
10,135.5 |
| S1 |
10,059.8 |
10,059.8 |
10,122.6 |
10,020.5 |
| S2 |
9,981.2 |
9,981.2 |
10,106.6 |
|
| S3 |
9,807.2 |
9,885.8 |
10,090.7 |
|
| S4 |
9,633.2 |
9,711.8 |
10,042.8 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,588.8 |
11,311.2 |
10,384.6 |
|
| R3 |
11,141.3 |
10,863.7 |
10,261.6 |
|
| R2 |
10,693.8 |
10,693.8 |
10,220.5 |
|
| R1 |
10,416.2 |
10,416.2 |
10,179.5 |
10,331.3 |
| PP |
10,246.3 |
10,246.3 |
10,246.3 |
10,203.9 |
| S1 |
9,968.7 |
9,968.7 |
10,097.5 |
9,883.8 |
| S2 |
9,798.8 |
9,798.8 |
10,056.5 |
|
| S3 |
9,351.3 |
9,521.2 |
10,015.4 |
|
| S4 |
8,903.8 |
9,073.7 |
9,892.4 |
|
|
| 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% |
251.7 |
2.5% |
32% |
False |
False |
100,863 |
| 10 |
10,524.0 |
9,885.0 |
639.0 |
6.3% |
228.9 |
2.3% |
40% |
False |
False |
103,665 |
| 20 |
11,114.0 |
9,317.5 |
1,796.5 |
17.7% |
277.9 |
2.7% |
46% |
False |
False |
123,069 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.6% |
231.5 |
2.3% |
33% |
False |
False |
108,498 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.6% |
235.8 |
2.3% |
33% |
False |
False |
109,101 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
25.8% |
229.3 |
2.3% |
31% |
False |
False |
85,965 |
| 100 |
12,099.5 |
9,317.5 |
2,782.0 |
27.4% |
236.5 |
2.3% |
30% |
False |
False |
68,906 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.7% |
227.4 |
2.2% |
26% |
False |
False |
57,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,990.0 |
|
2.618 |
10,706.0 |
|
1.618 |
10,532.0 |
|
1.000 |
10,424.5 |
|
0.618 |
10,358.0 |
|
HIGH |
10,250.5 |
|
0.618 |
10,184.0 |
|
0.500 |
10,163.5 |
|
0.382 |
10,143.0 |
|
LOW |
10,076.5 |
|
0.618 |
9,969.0 |
|
1.000 |
9,902.5 |
|
1.618 |
9,795.0 |
|
2.618 |
9,621.0 |
|
4.250 |
9,337.0 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,163.5 |
10,300.3 |
| PP |
10,155.2 |
10,246.3 |
| S1 |
10,146.8 |
10,192.4 |
|