| 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 |
10,253.0 |
10,172.0 |
-81.0 |
-0.8% |
10,145.5 |
| High |
10,253.0 |
10,225.5 |
-27.5 |
-0.3% |
10,521.5 |
| Low |
10,077.0 |
10,081.5 |
4.5 |
0.0% |
10,077.0 |
| Close |
10,138.5 |
10,166.5 |
28.0 |
0.3% |
10,138.5 |
| Range |
176.0 |
144.0 |
-32.0 |
-18.2% |
444.5 |
| ATR |
277.6 |
268.1 |
-9.5 |
-3.4% |
0.0 |
| Volume |
38,827 |
81,716 |
42,889 |
110.5% |
76,754 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,589.8 |
10,522.2 |
10,245.7 |
|
| R3 |
10,445.8 |
10,378.2 |
10,206.1 |
|
| R2 |
10,301.8 |
10,301.8 |
10,192.9 |
|
| R1 |
10,234.2 |
10,234.2 |
10,179.7 |
10,196.0 |
| PP |
10,157.8 |
10,157.8 |
10,157.8 |
10,138.8 |
| S1 |
10,090.2 |
10,090.2 |
10,153.3 |
10,052.0 |
| S2 |
10,013.8 |
10,013.8 |
10,140.1 |
|
| S3 |
9,869.8 |
9,946.2 |
10,126.9 |
|
| S4 |
9,725.8 |
9,802.2 |
10,087.3 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,579.2 |
11,303.3 |
10,383.0 |
|
| R3 |
11,134.7 |
10,858.8 |
10,260.7 |
|
| R2 |
10,690.2 |
10,690.2 |
10,220.0 |
|
| R1 |
10,414.3 |
10,414.3 |
10,179.2 |
10,330.0 |
| PP |
10,245.7 |
10,245.7 |
10,245.7 |
10,203.5 |
| S1 |
9,969.8 |
9,969.8 |
10,097.8 |
9,885.5 |
| S2 |
9,801.2 |
9,801.2 |
10,057.0 |
|
| S3 |
9,356.7 |
9,525.3 |
10,016.3 |
|
| S4 |
8,912.2 |
9,080.8 |
9,894.0 |
|
|
| 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 |
10,077.0 |
444.5 |
4.4% |
225.5 |
2.2% |
20% |
False |
False |
31,694 |
| 10 |
10,521.5 |
9,888.0 |
633.5 |
6.2% |
216.2 |
2.1% |
44% |
False |
False |
16,921 |
| 20 |
11,111.5 |
9,320.0 |
1,791.5 |
17.6% |
264.8 |
2.6% |
47% |
False |
False |
9,211 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.5% |
219.7 |
2.2% |
34% |
False |
False |
4,804 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.5% |
214.0 |
2.1% |
34% |
False |
False |
3,302 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.4% |
210.9 |
2.1% |
33% |
False |
False |
2,539 |
| 100 |
12,080.0 |
9,320.0 |
2,760.0 |
27.1% |
210.2 |
2.1% |
31% |
False |
False |
2,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,837.5 |
|
2.618 |
10,602.5 |
|
1.618 |
10,458.5 |
|
1.000 |
10,369.5 |
|
0.618 |
10,314.5 |
|
HIGH |
10,225.5 |
|
0.618 |
10,170.5 |
|
0.500 |
10,153.5 |
|
0.382 |
10,136.5 |
|
LOW |
10,081.5 |
|
0.618 |
9,992.5 |
|
1.000 |
9,937.5 |
|
1.618 |
9,848.5 |
|
2.618 |
9,704.5 |
|
4.250 |
9,469.5 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,162.2 |
10,201.0 |
| PP |
10,157.8 |
10,189.5 |
| S1 |
10,153.5 |
10,178.0 |
|