| 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 |
1,153.9 |
1,143.4 |
-10.5 |
-0.9% |
1,149.5 |
| High |
1,166.1 |
1,152.8 |
-13.3 |
-1.1% |
1,158.5 |
| Low |
1,139.4 |
1,133.8 |
-5.6 |
-0.5% |
1,119.0 |
| Close |
1,141.8 |
1,144.8 |
3.0 |
0.3% |
1,130.6 |
| Range |
26.7 |
19.0 |
-7.7 |
-28.8% |
39.5 |
| ATR |
21.7 |
21.5 |
-0.2 |
-0.9% |
0.0 |
| Volume |
9,569 |
106,379 |
96,810 |
1,011.7% |
2,604 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,200.8 |
1,191.8 |
1,155.3 |
|
| R3 |
1,181.8 |
1,172.8 |
1,150.0 |
|
| R2 |
1,162.8 |
1,162.8 |
1,148.3 |
|
| R1 |
1,153.8 |
1,153.8 |
1,146.5 |
1,158.3 |
| PP |
1,143.8 |
1,143.8 |
1,143.8 |
1,146.0 |
| S1 |
1,134.8 |
1,134.8 |
1,143.0 |
1,139.3 |
| S2 |
1,124.8 |
1,124.8 |
1,141.3 |
|
| S3 |
1,105.8 |
1,115.8 |
1,139.5 |
|
| S4 |
1,086.8 |
1,096.8 |
1,134.3 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,254.5 |
1,232.0 |
1,152.3 |
|
| R3 |
1,215.0 |
1,192.5 |
1,141.5 |
|
| R2 |
1,175.5 |
1,175.5 |
1,137.8 |
|
| R1 |
1,153.0 |
1,153.0 |
1,134.3 |
1,144.5 |
| PP |
1,136.0 |
1,136.0 |
1,136.0 |
1,131.8 |
| S1 |
1,113.5 |
1,113.5 |
1,127.0 |
1,105.0 |
| S2 |
1,096.5 |
1,096.5 |
1,123.3 |
|
| S3 |
1,057.0 |
1,074.0 |
1,119.8 |
|
| S4 |
1,017.5 |
1,034.5 |
1,109.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,166.1 |
1,123.0 |
43.1 |
3.8% |
17.5 |
1.5% |
51% |
False |
False |
24,479 |
| 10 |
1,166.1 |
1,119.0 |
47.1 |
4.1% |
18.5 |
1.6% |
55% |
False |
False |
12,435 |
| 20 |
1,216.0 |
1,077.0 |
139.0 |
12.1% |
22.5 |
2.0% |
49% |
False |
False |
6,384 |
| 40 |
1,264.7 |
1,077.0 |
187.7 |
16.4% |
16.0 |
1.4% |
36% |
False |
False |
3,215 |
| 60 |
1,288.0 |
1,077.0 |
211.0 |
18.4% |
11.3 |
1.0% |
32% |
False |
False |
2,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,233.5 |
|
2.618 |
1,202.5 |
|
1.618 |
1,183.5 |
|
1.000 |
1,171.8 |
|
0.618 |
1,164.5 |
|
HIGH |
1,152.8 |
|
0.618 |
1,145.5 |
|
0.500 |
1,143.3 |
|
0.382 |
1,141.0 |
|
LOW |
1,133.8 |
|
0.618 |
1,122.0 |
|
1.000 |
1,114.8 |
|
1.618 |
1,103.0 |
|
2.618 |
1,084.0 |
|
4.250 |
1,053.0 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,144.3 |
1,150.0 |
| PP |
1,143.8 |
1,148.3 |
| S1 |
1,143.3 |
1,146.5 |
|