| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,105.0 |
1,108.7 |
3.7 |
0.3% |
1,119.5 |
| High |
1,109.8 |
1,108.7 |
-1.1 |
-0.1% |
1,126.4 |
| Low |
1,104.2 |
1,103.0 |
-1.2 |
-0.1% |
1,098.6 |
| Close |
1,108.5 |
1,103.4 |
-5.1 |
-0.5% |
1,104.1 |
| Range |
5.6 |
5.7 |
0.1 |
1.8% |
27.8 |
| ATR |
13.8 |
13.2 |
-0.6 |
-4.2% |
0.0 |
| Volume |
1,239 |
462 |
-777 |
-62.7% |
19,134 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,122.1 |
1,118.5 |
1,106.5 |
|
| R3 |
1,116.4 |
1,112.8 |
1,105.0 |
|
| R2 |
1,110.7 |
1,110.7 |
1,104.4 |
|
| R1 |
1,107.1 |
1,107.1 |
1,103.9 |
1,106.1 |
| PP |
1,105.0 |
1,105.0 |
1,105.0 |
1,104.5 |
| S1 |
1,101.4 |
1,101.4 |
1,102.9 |
1,100.4 |
| S2 |
1,099.3 |
1,099.3 |
1,102.4 |
|
| S3 |
1,093.6 |
1,095.7 |
1,101.8 |
|
| S4 |
1,087.9 |
1,090.0 |
1,100.3 |
|
|
| 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 |
1,124.5 |
1,098.6 |
25.9 |
2.3% |
11.1 |
1.0% |
19% |
False |
False |
3,445 |
| 10 |
1,147.7 |
1,098.6 |
49.1 |
4.4% |
11.1 |
1.0% |
10% |
False |
False |
2,469 |
| 20 |
1,169.7 |
1,098.6 |
71.1 |
6.4% |
14.1 |
1.3% |
7% |
False |
False |
2,107 |
| 40 |
1,169.7 |
1,077.9 |
91.8 |
8.3% |
13.5 |
1.2% |
28% |
False |
False |
2,150 |
| 60 |
1,202.7 |
1,077.9 |
124.8 |
11.3% |
12.6 |
1.1% |
20% |
False |
False |
1,811 |
| 80 |
1,216.0 |
1,077.9 |
138.1 |
12.5% |
12.0 |
1.1% |
18% |
False |
False |
1,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,132.9 |
|
2.618 |
1,123.6 |
|
1.618 |
1,117.9 |
|
1.000 |
1,114.4 |
|
0.618 |
1,112.2 |
|
HIGH |
1,108.7 |
|
0.618 |
1,106.5 |
|
0.500 |
1,105.9 |
|
0.382 |
1,105.2 |
|
LOW |
1,103.0 |
|
0.618 |
1,099.5 |
|
1.000 |
1,097.3 |
|
1.618 |
1,093.8 |
|
2.618 |
1,088.1 |
|
4.250 |
1,078.8 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,105.9 |
1,104.8 |
| PP |
1,105.0 |
1,104.3 |
| S1 |
1,104.2 |
1,103.9 |
|