| 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 |
16,314 |
16,461 |
147 |
0.9% |
16,090 |
| High |
16,451 |
16,530 |
79 |
0.5% |
16,688 |
| Low |
16,215 |
16,323 |
108 |
0.7% |
16,011 |
| Close |
16,436 |
16,380 |
-56 |
-0.3% |
16,436 |
| Range |
236 |
207 |
-29 |
-12.3% |
677 |
| ATR |
355 |
345 |
-11 |
-3.0% |
0 |
| Volume |
82,181 |
43,789 |
-38,392 |
-46.7% |
763,408 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,032 |
16,913 |
16,494 |
|
| R3 |
16,825 |
16,706 |
16,437 |
|
| R2 |
16,618 |
16,618 |
16,418 |
|
| R1 |
16,499 |
16,499 |
16,399 |
16,455 |
| PP |
16,411 |
16,411 |
16,411 |
16,389 |
| S1 |
16,292 |
16,292 |
16,361 |
16,248 |
| S2 |
16,204 |
16,204 |
16,342 |
|
| S3 |
15,997 |
16,085 |
16,323 |
|
| S4 |
15,790 |
15,878 |
16,266 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,409 |
18,100 |
16,808 |
|
| R3 |
17,732 |
17,423 |
16,622 |
|
| R2 |
17,055 |
17,055 |
16,560 |
|
| R1 |
16,746 |
16,746 |
16,498 |
16,901 |
| PP |
16,378 |
16,378 |
16,378 |
16,456 |
| S1 |
16,069 |
16,069 |
16,374 |
16,224 |
| S2 |
15,701 |
15,701 |
16,312 |
|
| S3 |
15,024 |
15,392 |
16,250 |
|
| S4 |
14,347 |
14,715 |
16,064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,688 |
16,011 |
677 |
4.1% |
341 |
2.1% |
55% |
False |
False |
161,439 |
| 10 |
16,688 |
15,959 |
729 |
4.5% |
338 |
2.1% |
58% |
False |
False |
196,981 |
| 20 |
17,535 |
15,285 |
2,250 |
13.7% |
408 |
2.5% |
49% |
False |
False |
249,456 |
| 40 |
18,058 |
15,285 |
2,773 |
16.9% |
299 |
1.8% |
39% |
False |
False |
191,918 |
| 60 |
18,108 |
15,285 |
2,823 |
17.2% |
264 |
1.6% |
39% |
False |
False |
176,796 |
| 80 |
18,200 |
15,285 |
2,915 |
17.8% |
240 |
1.5% |
38% |
False |
False |
141,783 |
| 100 |
18,250 |
15,285 |
2,965 |
18.1% |
222 |
1.4% |
37% |
False |
False |
113,441 |
| 120 |
18,250 |
15,285 |
2,965 |
18.1% |
210 |
1.3% |
37% |
False |
False |
94,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,410 |
|
2.618 |
17,072 |
|
1.618 |
16,865 |
|
1.000 |
16,737 |
|
0.618 |
16,658 |
|
HIGH |
16,530 |
|
0.618 |
16,451 |
|
0.500 |
16,427 |
|
0.382 |
16,402 |
|
LOW |
16,323 |
|
0.618 |
16,195 |
|
1.000 |
16,116 |
|
1.618 |
15,988 |
|
2.618 |
15,781 |
|
4.250 |
15,443 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,427 |
16,367 |
| PP |
16,411 |
16,354 |
| S1 |
16,396 |
16,341 |
|