| 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 |
1,143.8 |
1,155.8 |
12.0 |
1.0% |
1,140.0 |
| High |
1,156.3 |
1,162.1 |
5.8 |
0.5% |
1,166.1 |
| Low |
1,135.9 |
1,143.8 |
7.9 |
0.7% |
1,133.8 |
| Close |
1,154.3 |
1,147.0 |
-7.3 |
-0.6% |
1,154.3 |
| Range |
20.4 |
18.3 |
-2.1 |
-10.3% |
32.3 |
| ATR |
21.4 |
21.2 |
-0.2 |
-1.0% |
0.0 |
| Volume |
147,580 |
150,966 |
3,386 |
2.3% |
269,210 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,205.8 |
1,194.8 |
1,157.0 |
|
| R3 |
1,187.5 |
1,176.5 |
1,152.0 |
|
| R2 |
1,169.3 |
1,169.3 |
1,150.3 |
|
| R1 |
1,158.3 |
1,158.3 |
1,148.8 |
1,154.5 |
| PP |
1,151.0 |
1,151.0 |
1,151.0 |
1,149.3 |
| S1 |
1,139.8 |
1,139.8 |
1,145.3 |
1,136.3 |
| S2 |
1,132.8 |
1,132.8 |
1,143.8 |
|
| S3 |
1,114.3 |
1,121.5 |
1,142.0 |
|
| S4 |
1,096.0 |
1,103.3 |
1,137.0 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,248.3 |
1,233.5 |
1,172.0 |
|
| R3 |
1,216.0 |
1,201.3 |
1,163.3 |
|
| R2 |
1,183.8 |
1,183.8 |
1,160.3 |
|
| R1 |
1,169.0 |
1,169.0 |
1,157.3 |
1,176.3 |
| PP |
1,151.5 |
1,151.5 |
1,151.5 |
1,155.0 |
| S1 |
1,136.8 |
1,136.8 |
1,151.3 |
1,144.0 |
| S2 |
1,119.0 |
1,119.0 |
1,148.5 |
|
| S3 |
1,086.8 |
1,104.5 |
1,145.5 |
|
| S4 |
1,054.5 |
1,072.0 |
1,136.5 |
|
|
| 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 |
1,133.8 |
32.3 |
2.8% |
20.0 |
1.7% |
41% |
False |
False |
84,035 |
| 10 |
1,166.1 |
1,119.0 |
47.1 |
4.1% |
18.0 |
1.6% |
59% |
False |
False |
42,278 |
| 20 |
1,216.0 |
1,077.0 |
139.0 |
12.1% |
23.3 |
2.0% |
50% |
False |
False |
21,285 |
| 40 |
1,254.5 |
1,077.0 |
177.5 |
15.5% |
16.8 |
1.5% |
39% |
False |
False |
10,678 |
| 60 |
1,288.0 |
1,077.0 |
211.0 |
18.4% |
12.0 |
1.0% |
33% |
False |
False |
7,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,240.0 |
|
2.618 |
1,210.0 |
|
1.618 |
1,191.8 |
|
1.000 |
1,180.5 |
|
0.618 |
1,173.5 |
|
HIGH |
1,162.0 |
|
0.618 |
1,155.0 |
|
0.500 |
1,153.0 |
|
0.382 |
1,150.8 |
|
LOW |
1,143.8 |
|
0.618 |
1,132.5 |
|
1.000 |
1,125.5 |
|
1.618 |
1,114.3 |
|
2.618 |
1,096.0 |
|
4.250 |
1,066.0 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,153.0 |
1,148.0 |
| PP |
1,151.0 |
1,147.8 |
| S1 |
1,149.0 |
1,147.3 |
|