| 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 |
1,943.75 |
1,949.50 |
5.75 |
0.3% |
1,916.75 |
| High |
1,967.25 |
1,962.50 |
-4.75 |
-0.2% |
1,992.00 |
| Low |
1,928.50 |
1,937.25 |
8.75 |
0.5% |
1,915.75 |
| Close |
1,949.50 |
1,960.25 |
10.75 |
0.6% |
1,960.25 |
| Range |
38.75 |
25.25 |
-13.50 |
-34.8% |
76.25 |
| ATR |
44.28 |
42.92 |
-1.36 |
-3.1% |
0.00 |
| Volume |
2,270,403 |
1,045,267 |
-1,225,136 |
-54.0% |
7,340,521 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,029.00 |
2,020.00 |
1,974.25 |
|
| R3 |
2,003.75 |
1,994.75 |
1,967.25 |
|
| R2 |
1,978.50 |
1,978.50 |
1,965.00 |
|
| R1 |
1,969.50 |
1,969.50 |
1,962.50 |
1,974.00 |
| PP |
1,953.25 |
1,953.25 |
1,953.25 |
1,955.50 |
| S1 |
1,944.25 |
1,944.25 |
1,958.00 |
1,948.75 |
| S2 |
1,928.00 |
1,928.00 |
1,955.50 |
|
| S3 |
1,902.75 |
1,919.00 |
1,953.25 |
|
| S4 |
1,877.50 |
1,893.75 |
1,946.25 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,184.75 |
2,148.75 |
2,002.25 |
|
| R3 |
2,108.50 |
2,072.50 |
1,981.25 |
|
| R2 |
2,032.25 |
2,032.25 |
1,974.25 |
|
| R1 |
1,996.25 |
1,996.25 |
1,967.25 |
2,014.25 |
| PP |
1,956.00 |
1,956.00 |
1,956.00 |
1,965.00 |
| S1 |
1,920.00 |
1,920.00 |
1,953.25 |
1,938.00 |
| S2 |
1,879.75 |
1,879.75 |
1,946.25 |
|
| S3 |
1,803.50 |
1,843.75 |
1,939.25 |
|
| S4 |
1,727.25 |
1,767.50 |
1,918.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,992.00 |
1,907.75 |
84.25 |
4.3% |
43.00 |
2.2% |
62% |
False |
False |
1,895,901 |
| 10 |
1,992.75 |
1,898.75 |
94.00 |
4.8% |
41.00 |
2.1% |
65% |
False |
False |
2,037,928 |
| 20 |
2,103.75 |
1,831.00 |
272.75 |
13.9% |
49.25 |
2.5% |
47% |
False |
False |
2,415,120 |
| 40 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
35.50 |
1.8% |
44% |
False |
False |
1,943,757 |
| 60 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
32.00 |
1.6% |
44% |
False |
False |
1,815,810 |
| 80 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
28.75 |
1.5% |
44% |
False |
False |
1,466,735 |
| 100 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
27.25 |
1.4% |
44% |
False |
False |
1,173,920 |
| 120 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
26.25 |
1.3% |
44% |
False |
False |
978,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,069.75 |
|
2.618 |
2,028.50 |
|
1.618 |
2,003.25 |
|
1.000 |
1,987.75 |
|
0.618 |
1,978.00 |
|
HIGH |
1,962.50 |
|
0.618 |
1,952.75 |
|
0.500 |
1,950.00 |
|
0.382 |
1,947.00 |
|
LOW |
1,937.25 |
|
0.618 |
1,921.75 |
|
1.000 |
1,912.00 |
|
1.618 |
1,896.50 |
|
2.618 |
1,871.25 |
|
4.250 |
1,830.00 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,956.75 |
1,960.25 |
| PP |
1,953.25 |
1,960.25 |
| S1 |
1,950.00 |
1,960.25 |
|