| 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 |
16,195 |
16,209 |
14 |
0.1% |
16,014 |
| High |
16,360 |
16,353 |
-7 |
0.0% |
16,596 |
| Low |
16,055 |
16,112 |
57 |
0.4% |
15,958 |
| Close |
16,205 |
16,337 |
132 |
0.8% |
16,337 |
| Range |
305 |
241 |
-64 |
-21.0% |
638 |
| ATR |
350 |
342 |
-8 |
-2.2% |
0 |
| Volume |
47,182 |
113,804 |
66,622 |
141.2% |
179,940 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,990 |
16,905 |
16,470 |
|
| R3 |
16,749 |
16,664 |
16,403 |
|
| R2 |
16,508 |
16,508 |
16,381 |
|
| R1 |
16,423 |
16,423 |
16,359 |
16,466 |
| PP |
16,267 |
16,267 |
16,267 |
16,289 |
| S1 |
16,182 |
16,182 |
16,315 |
16,225 |
| S2 |
16,026 |
16,026 |
16,293 |
|
| S3 |
15,785 |
15,941 |
16,271 |
|
| S4 |
15,544 |
15,700 |
16,205 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,211 |
17,912 |
16,688 |
|
| R3 |
17,573 |
17,274 |
16,513 |
|
| R2 |
16,935 |
16,935 |
16,454 |
|
| R1 |
16,636 |
16,636 |
16,396 |
16,786 |
| PP |
16,297 |
16,297 |
16,297 |
16,372 |
| S1 |
15,998 |
15,998 |
16,279 |
16,148 |
| S2 |
15,659 |
15,659 |
16,220 |
|
| S3 |
15,021 |
15,360 |
16,162 |
|
| S4 |
14,383 |
14,722 |
15,986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,596 |
15,917 |
679 |
4.2% |
365 |
2.2% |
62% |
False |
False |
36,398 |
| 10 |
16,596 |
15,868 |
728 |
4.5% |
332 |
2.0% |
64% |
False |
False |
18,888 |
| 20 |
17,443 |
15,256 |
2,187 |
13.4% |
391 |
2.4% |
49% |
False |
False |
9,794 |
| 40 |
17,951 |
15,256 |
2,695 |
16.5% |
277 |
1.7% |
40% |
False |
False |
4,926 |
| 60 |
18,002 |
15,256 |
2,746 |
16.8% |
233 |
1.4% |
39% |
False |
False |
3,297 |
| 80 |
18,093 |
15,256 |
2,837 |
17.4% |
188 |
1.2% |
38% |
False |
False |
2,474 |
| 100 |
18,149 |
15,256 |
2,893 |
17.7% |
155 |
0.9% |
37% |
False |
False |
1,980 |
| 120 |
18,149 |
15,256 |
2,893 |
17.7% |
131 |
0.8% |
37% |
False |
False |
1,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,377 |
|
2.618 |
16,984 |
|
1.618 |
16,743 |
|
1.000 |
16,594 |
|
0.618 |
16,502 |
|
HIGH |
16,353 |
|
0.618 |
16,261 |
|
0.500 |
16,233 |
|
0.382 |
16,204 |
|
LOW |
16,112 |
|
0.618 |
15,963 |
|
1.000 |
15,871 |
|
1.618 |
15,722 |
|
2.618 |
15,481 |
|
4.250 |
15,088 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,302 |
16,333 |
| PP |
16,267 |
16,329 |
| S1 |
16,233 |
16,326 |
|