| 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 |
10,447.5 |
10,270.0 |
-177.5 |
-1.7% |
10,155.0 |
| High |
10,521.5 |
10,325.0 |
-196.5 |
-1.9% |
10,378.5 |
| Low |
10,160.0 |
10,156.5 |
-3.5 |
0.0% |
9,888.0 |
| Close |
10,307.5 |
10,216.0 |
-91.5 |
-0.9% |
10,055.5 |
| Range |
361.5 |
168.5 |
-193.0 |
-53.4% |
490.5 |
| ATR |
294.4 |
285.4 |
-9.0 |
-3.1% |
0.0 |
| Volume |
18,715 |
13,993 |
-4,722 |
-25.2% |
10,741 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,738.0 |
10,645.5 |
10,308.7 |
|
| R3 |
10,569.5 |
10,477.0 |
10,262.3 |
|
| R2 |
10,401.0 |
10,401.0 |
10,246.9 |
|
| R1 |
10,308.5 |
10,308.5 |
10,231.4 |
10,270.5 |
| PP |
10,232.5 |
10,232.5 |
10,232.5 |
10,213.5 |
| S1 |
10,140.0 |
10,140.0 |
10,200.6 |
10,102.0 |
| S2 |
10,064.0 |
10,064.0 |
10,185.1 |
|
| S3 |
9,895.5 |
9,971.5 |
10,169.7 |
|
| S4 |
9,727.0 |
9,803.0 |
10,123.3 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,578.8 |
11,307.7 |
10,325.3 |
|
| R3 |
11,088.3 |
10,817.2 |
10,190.4 |
|
| R2 |
10,597.8 |
10,597.8 |
10,145.4 |
|
| R1 |
10,326.7 |
10,326.7 |
10,100.5 |
10,217.0 |
| PP |
10,107.3 |
10,107.3 |
10,107.3 |
10,052.5 |
| S1 |
9,836.2 |
9,836.2 |
10,010.5 |
9,726.5 |
| S2 |
9,616.8 |
9,616.8 |
9,965.6 |
|
| S3 |
9,126.3 |
9,345.7 |
9,920.6 |
|
| S4 |
8,635.8 |
8,855.2 |
9,785.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,521.5 |
9,960.0 |
561.5 |
5.5% |
259.3 |
2.5% |
46% |
False |
False |
8,362 |
| 10 |
10,521.5 |
9,888.0 |
633.5 |
6.2% |
220.9 |
2.2% |
52% |
False |
False |
5,318 |
| 20 |
11,160.0 |
9,320.0 |
1,840.0 |
18.0% |
265.5 |
2.6% |
49% |
False |
False |
3,219 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.4% |
218.7 |
2.1% |
36% |
False |
False |
1,804 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.4% |
220.8 |
2.2% |
36% |
False |
False |
1,318 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.3% |
208.9 |
2.0% |
35% |
False |
False |
1,032 |
| 100 |
12,097.0 |
9,320.0 |
2,777.0 |
27.2% |
209.8 |
2.1% |
32% |
False |
False |
838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,041.1 |
|
2.618 |
10,766.1 |
|
1.618 |
10,597.6 |
|
1.000 |
10,493.5 |
|
0.618 |
10,429.1 |
|
HIGH |
10,325.0 |
|
0.618 |
10,260.6 |
|
0.500 |
10,240.8 |
|
0.382 |
10,220.9 |
|
LOW |
10,156.5 |
|
0.618 |
10,052.4 |
|
1.000 |
9,988.0 |
|
1.618 |
9,883.9 |
|
2.618 |
9,715.4 |
|
4.250 |
9,440.4 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,240.8 |
10,308.3 |
| PP |
10,232.5 |
10,277.5 |
| S1 |
10,224.3 |
10,246.8 |
|