| 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 |
16,209 |
16,349 |
140 |
0.9% |
16,014 |
| High |
16,353 |
16,432 |
79 |
0.5% |
16,596 |
| Low |
16,112 |
16,225 |
113 |
0.7% |
15,958 |
| Close |
16,337 |
16,279 |
-58 |
-0.4% |
16,337 |
| Range |
241 |
207 |
-34 |
-14.1% |
638 |
| ATR |
342 |
332 |
-10 |
-2.8% |
0 |
| Volume |
113,804 |
129,390 |
15,586 |
13.7% |
179,940 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,933 |
16,813 |
16,393 |
|
| R3 |
16,726 |
16,606 |
16,336 |
|
| R2 |
16,519 |
16,519 |
16,317 |
|
| R1 |
16,399 |
16,399 |
16,298 |
16,356 |
| PP |
16,312 |
16,312 |
16,312 |
16,290 |
| S1 |
16,192 |
16,192 |
16,260 |
16,149 |
| S2 |
16,105 |
16,105 |
16,241 |
|
| S3 |
15,898 |
15,985 |
16,222 |
|
| S4 |
15,691 |
15,778 |
16,165 |
|
|
| 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 |
15,958 |
638 |
3.9% |
335 |
2.1% |
50% |
False |
False |
61,866 |
| 10 |
16,596 |
15,868 |
728 |
4.5% |
332 |
2.0% |
56% |
False |
False |
31,777 |
| 20 |
17,443 |
15,256 |
2,187 |
13.4% |
395 |
2.4% |
47% |
False |
False |
16,255 |
| 40 |
17,951 |
15,256 |
2,695 |
16.6% |
281 |
1.7% |
38% |
False |
False |
8,161 |
| 60 |
18,002 |
15,256 |
2,746 |
16.9% |
235 |
1.4% |
37% |
False |
False |
5,453 |
| 80 |
18,093 |
15,256 |
2,837 |
17.4% |
191 |
1.2% |
36% |
False |
False |
4,091 |
| 100 |
18,149 |
15,256 |
2,893 |
17.8% |
157 |
1.0% |
35% |
False |
False |
3,274 |
| 120 |
18,149 |
15,256 |
2,893 |
17.8% |
133 |
0.8% |
35% |
False |
False |
2,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,312 |
|
2.618 |
16,974 |
|
1.618 |
16,767 |
|
1.000 |
16,639 |
|
0.618 |
16,560 |
|
HIGH |
16,432 |
|
0.618 |
16,353 |
|
0.500 |
16,329 |
|
0.382 |
16,304 |
|
LOW |
16,225 |
|
0.618 |
16,097 |
|
1.000 |
16,018 |
|
1.618 |
15,890 |
|
2.618 |
15,683 |
|
4.250 |
15,345 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,329 |
16,267 |
| PP |
16,312 |
16,255 |
| S1 |
16,296 |
16,244 |
|