| 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 |
1,124.5 |
1,105.9 |
-18.6 |
-1.7% |
1,133.6 |
| High |
1,124.5 |
1,114.2 |
-10.3 |
-0.9% |
1,147.7 |
| Low |
1,101.4 |
1,105.7 |
4.3 |
0.4% |
1,116.9 |
| Close |
1,102.8 |
1,110.1 |
7.3 |
0.7% |
1,122.4 |
| Range |
23.1 |
8.5 |
-14.6 |
-63.2% |
30.8 |
| ATR |
14.8 |
14.5 |
-0.2 |
-1.6% |
0.0 |
| Volume |
10,596 |
1,070 |
-9,526 |
-89.9% |
4,601 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,135.5 |
1,131.3 |
1,114.8 |
|
| R3 |
1,127.0 |
1,122.8 |
1,112.4 |
|
| R2 |
1,118.5 |
1,118.5 |
1,111.7 |
|
| R1 |
1,114.3 |
1,114.3 |
1,110.9 |
1,116.4 |
| PP |
1,110.0 |
1,110.0 |
1,110.0 |
1,111.1 |
| S1 |
1,105.8 |
1,105.8 |
1,109.3 |
1,107.9 |
| S2 |
1,101.5 |
1,101.5 |
1,108.5 |
|
| S3 |
1,093.0 |
1,097.3 |
1,107.8 |
|
| S4 |
1,084.5 |
1,088.8 |
1,105.4 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,221.4 |
1,202.7 |
1,139.3 |
|
| R3 |
1,190.6 |
1,171.9 |
1,130.9 |
|
| R2 |
1,159.8 |
1,159.8 |
1,128.0 |
|
| R1 |
1,141.1 |
1,141.1 |
1,125.2 |
1,135.1 |
| PP |
1,129.0 |
1,129.0 |
1,129.0 |
1,126.0 |
| S1 |
1,110.3 |
1,110.3 |
1,119.6 |
1,104.3 |
| S2 |
1,098.2 |
1,098.2 |
1,116.8 |
|
| S3 |
1,067.4 |
1,079.5 |
1,113.9 |
|
| S4 |
1,036.6 |
1,048.7 |
1,105.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,134.4 |
1,101.4 |
33.0 |
3.0% |
12.9 |
1.2% |
26% |
False |
False |
3,519 |
| 10 |
1,147.7 |
1,101.4 |
46.3 |
4.2% |
12.3 |
1.1% |
19% |
False |
False |
2,186 |
| 20 |
1,169.7 |
1,101.4 |
68.3 |
6.2% |
14.3 |
1.3% |
13% |
False |
False |
1,966 |
| 40 |
1,169.7 |
1,077.9 |
91.8 |
8.3% |
14.3 |
1.3% |
35% |
False |
False |
2,106 |
| 60 |
1,207.5 |
1,077.9 |
129.6 |
11.7% |
12.8 |
1.2% |
25% |
False |
False |
1,810 |
| 80 |
1,225.1 |
1,077.9 |
147.2 |
13.3% |
12.1 |
1.1% |
22% |
False |
False |
1,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,150.3 |
|
2.618 |
1,136.5 |
|
1.618 |
1,128.0 |
|
1.000 |
1,122.7 |
|
0.618 |
1,119.5 |
|
HIGH |
1,114.2 |
|
0.618 |
1,111.0 |
|
0.500 |
1,110.0 |
|
0.382 |
1,108.9 |
|
LOW |
1,105.7 |
|
0.618 |
1,100.4 |
|
1.000 |
1,097.2 |
|
1.618 |
1,091.9 |
|
2.618 |
1,083.4 |
|
4.250 |
1,069.6 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,110.1 |
1,113.9 |
| PP |
1,110.0 |
1,112.6 |
| S1 |
1,110.0 |
1,111.4 |
|