| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,105.9 |
1,111.0 |
5.1 |
0.5% |
1,119.5 |
| High |
1,114.2 |
1,111.0 |
-3.2 |
-0.3% |
1,126.4 |
| Low |
1,105.7 |
1,098.6 |
-7.1 |
-0.6% |
1,098.6 |
| Close |
1,110.1 |
1,104.1 |
-6.0 |
-0.5% |
1,104.1 |
| Range |
8.5 |
12.4 |
3.9 |
45.9% |
27.8 |
| ATR |
14.5 |
14.4 |
-0.2 |
-1.0% |
0.0 |
| Volume |
1,070 |
3,860 |
2,790 |
260.7% |
19,134 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,141.8 |
1,135.3 |
1,110.9 |
|
| R3 |
1,129.4 |
1,122.9 |
1,107.5 |
|
| R2 |
1,117.0 |
1,117.0 |
1,106.4 |
|
| R1 |
1,110.5 |
1,110.5 |
1,105.2 |
1,107.6 |
| PP |
1,104.6 |
1,104.6 |
1,104.6 |
1,103.1 |
| S1 |
1,098.1 |
1,098.1 |
1,103.0 |
1,095.2 |
| S2 |
1,092.2 |
1,092.2 |
1,101.8 |
|
| S3 |
1,079.8 |
1,085.7 |
1,100.7 |
|
| S4 |
1,067.4 |
1,073.3 |
1,097.3 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.1 |
1,176.4 |
1,119.4 |
|
| R3 |
1,165.3 |
1,148.6 |
1,111.7 |
|
| R2 |
1,137.5 |
1,137.5 |
1,109.2 |
|
| R1 |
1,120.8 |
1,120.8 |
1,106.6 |
1,115.3 |
| PP |
1,109.7 |
1,109.7 |
1,109.7 |
1,106.9 |
| S1 |
1,093.0 |
1,093.0 |
1,101.6 |
1,087.5 |
| S2 |
1,081.9 |
1,081.9 |
1,099.0 |
|
| S3 |
1,054.1 |
1,065.2 |
1,096.5 |
|
| S4 |
1,026.3 |
1,037.4 |
1,088.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,130.3 |
1,098.6 |
31.7 |
2.9% |
13.1 |
1.2% |
17% |
False |
True |
4,148 |
| 10 |
1,147.7 |
1,098.6 |
49.1 |
4.4% |
12.5 |
1.1% |
11% |
False |
True |
2,471 |
| 20 |
1,169.7 |
1,098.6 |
71.1 |
6.4% |
14.4 |
1.3% |
8% |
False |
True |
2,083 |
| 40 |
1,169.7 |
1,077.9 |
91.8 |
8.3% |
14.6 |
1.3% |
29% |
False |
False |
2,191 |
| 60 |
1,207.5 |
1,077.9 |
129.6 |
11.7% |
12.8 |
1.2% |
20% |
False |
False |
1,849 |
| 80 |
1,216.0 |
1,077.9 |
138.1 |
12.5% |
12.1 |
1.1% |
19% |
False |
False |
1,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,163.7 |
|
2.618 |
1,143.5 |
|
1.618 |
1,131.1 |
|
1.000 |
1,123.4 |
|
0.618 |
1,118.7 |
|
HIGH |
1,111.0 |
|
0.618 |
1,106.3 |
|
0.500 |
1,104.8 |
|
0.382 |
1,103.3 |
|
LOW |
1,098.6 |
|
0.618 |
1,090.9 |
|
1.000 |
1,086.2 |
|
1.618 |
1,078.5 |
|
2.618 |
1,066.1 |
|
4.250 |
1,045.9 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,104.8 |
1,111.6 |
| PP |
1,104.6 |
1,109.1 |
| S1 |
1,104.3 |
1,106.6 |
|