| 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 |
10,250.0 |
10,179.0 |
-71.0 |
-0.7% |
10,145.5 |
| High |
10,250.5 |
10,227.0 |
-23.5 |
-0.2% |
10,524.0 |
| Low |
10,076.5 |
10,081.5 |
5.0 |
0.0% |
10,076.5 |
| Close |
10,138.5 |
10,166.5 |
28.0 |
0.3% |
10,138.5 |
| Range |
174.0 |
145.5 |
-28.5 |
-16.4% |
447.5 |
| ATR |
286.1 |
276.0 |
-10.0 |
-3.5% |
0.0 |
| Volume |
120,069 |
163,099 |
43,030 |
35.8% |
453,545 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,594.8 |
10,526.2 |
10,246.5 |
|
| R3 |
10,449.3 |
10,380.7 |
10,206.5 |
|
| R2 |
10,303.8 |
10,303.8 |
10,193.2 |
|
| R1 |
10,235.2 |
10,235.2 |
10,179.8 |
10,196.8 |
| PP |
10,158.3 |
10,158.3 |
10,158.3 |
10,139.1 |
| S1 |
10,089.7 |
10,089.7 |
10,153.2 |
10,051.3 |
| S2 |
10,012.8 |
10,012.8 |
10,139.8 |
|
| S3 |
9,867.3 |
9,944.2 |
10,126.5 |
|
| S4 |
9,721.8 |
9,798.7 |
10,086.5 |
|
|
| 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 |
10,076.5 |
447.5 |
4.4% |
228.4 |
2.2% |
20% |
False |
False |
123,328 |
| 10 |
10,524.0 |
9,885.0 |
639.0 |
6.3% |
226.4 |
2.2% |
44% |
False |
False |
112,297 |
| 20 |
11,114.0 |
9,317.5 |
1,796.5 |
17.7% |
276.0 |
2.7% |
47% |
False |
False |
126,001 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.5% |
232.2 |
2.3% |
34% |
False |
False |
111,162 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.5% |
230.1 |
2.3% |
34% |
False |
False |
109,861 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
25.7% |
230.0 |
2.3% |
32% |
False |
False |
87,984 |
| 100 |
12,080.0 |
9,317.5 |
2,762.5 |
27.2% |
236.5 |
2.3% |
31% |
False |
False |
70,530 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.6% |
227.3 |
2.2% |
27% |
False |
False |
58,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,845.4 |
|
2.618 |
10,607.9 |
|
1.618 |
10,462.4 |
|
1.000 |
10,372.5 |
|
0.618 |
10,316.9 |
|
HIGH |
10,227.0 |
|
0.618 |
10,171.4 |
|
0.500 |
10,154.3 |
|
0.382 |
10,137.1 |
|
LOW |
10,081.5 |
|
0.618 |
9,991.6 |
|
1.000 |
9,936.0 |
|
1.618 |
9,846.1 |
|
2.618 |
9,700.6 |
|
4.250 |
9,463.1 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,162.4 |
10,201.8 |
| PP |
10,158.3 |
10,190.0 |
| S1 |
10,154.3 |
10,178.3 |
|