| 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 |
1,121.0 |
1,105.7 |
-15.3 |
-1.4% |
1,132.7 |
| High |
1,124.7 |
1,114.1 |
-10.6 |
-0.9% |
1,147.3 |
| Low |
1,100.1 |
1,102.5 |
2.4 |
0.2% |
1,115.7 |
| Close |
1,102.0 |
1,109.3 |
7.3 |
0.7% |
1,121.4 |
| Range |
24.6 |
11.6 |
-13.0 |
-52.8% |
31.6 |
| ATR |
16.8 |
16.4 |
-0.3 |
-2.0% |
0.0 |
| Volume |
178,299 |
121,431 |
-56,868 |
-31.9% |
559,378 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,143.4 |
1,138.0 |
1,115.7 |
|
| R3 |
1,131.8 |
1,126.4 |
1,112.5 |
|
| R2 |
1,120.2 |
1,120.2 |
1,111.4 |
|
| R1 |
1,114.8 |
1,114.8 |
1,110.4 |
1,117.5 |
| PP |
1,108.6 |
1,108.6 |
1,108.6 |
1,110.0 |
| S1 |
1,103.2 |
1,103.2 |
1,108.2 |
1,105.9 |
| S2 |
1,097.0 |
1,097.0 |
1,107.2 |
|
| S3 |
1,085.4 |
1,091.6 |
1,106.1 |
|
| S4 |
1,073.8 |
1,080.0 |
1,102.9 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,222.9 |
1,203.8 |
1,138.8 |
|
| R3 |
1,191.3 |
1,172.2 |
1,130.1 |
|
| R2 |
1,159.7 |
1,159.7 |
1,127.2 |
|
| R1 |
1,140.6 |
1,140.6 |
1,124.3 |
1,134.4 |
| PP |
1,128.1 |
1,128.1 |
1,128.1 |
1,125.0 |
| S1 |
1,109.0 |
1,109.0 |
1,118.5 |
1,102.8 |
| S2 |
1,096.5 |
1,096.5 |
1,115.6 |
|
| S3 |
1,064.9 |
1,077.4 |
1,112.7 |
|
| S4 |
1,033.3 |
1,045.8 |
1,104.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,133.8 |
1,100.1 |
33.7 |
3.0% |
15.5 |
1.4% |
27% |
False |
False |
132,447 |
| 10 |
1,147.3 |
1,100.1 |
47.2 |
4.3% |
14.2 |
1.3% |
19% |
False |
False |
129,677 |
| 20 |
1,169.8 |
1,100.1 |
69.7 |
6.3% |
16.1 |
1.5% |
13% |
False |
False |
147,464 |
| 40 |
1,169.8 |
1,073.7 |
96.1 |
8.7% |
17.0 |
1.5% |
37% |
False |
False |
123,613 |
| 60 |
1,207.3 |
1,073.7 |
133.6 |
12.0% |
15.5 |
1.4% |
27% |
False |
False |
85,185 |
| 80 |
1,227.2 |
1,073.7 |
153.5 |
13.8% |
14.8 |
1.3% |
23% |
False |
False |
64,756 |
| 100 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.9 |
1.3% |
22% |
False |
False |
52,406 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.6 |
1.3% |
22% |
False |
False |
44,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,163.4 |
|
2.618 |
1,144.5 |
|
1.618 |
1,132.9 |
|
1.000 |
1,125.7 |
|
0.618 |
1,121.3 |
|
HIGH |
1,114.1 |
|
0.618 |
1,109.7 |
|
0.500 |
1,108.3 |
|
0.382 |
1,106.9 |
|
LOW |
1,102.5 |
|
0.618 |
1,095.3 |
|
1.000 |
1,090.9 |
|
1.618 |
1,083.7 |
|
2.618 |
1,072.1 |
|
4.250 |
1,053.2 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,109.0 |
1,113.1 |
| PP |
1,108.6 |
1,111.8 |
| S1 |
1,108.3 |
1,110.6 |
|