| 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 |
10,270.0 |
10,253.0 |
-17.0 |
-0.2% |
10,145.5 |
| High |
10,325.0 |
10,253.0 |
-72.0 |
-0.7% |
10,521.5 |
| Low |
10,156.5 |
10,077.0 |
-79.5 |
-0.8% |
10,077.0 |
| Close |
10,216.0 |
10,138.5 |
-77.5 |
-0.8% |
10,138.5 |
| Range |
168.5 |
176.0 |
7.5 |
4.5% |
444.5 |
| ATR |
285.4 |
277.6 |
-7.8 |
-2.7% |
0.0 |
| Volume |
13,993 |
38,827 |
24,834 |
177.5% |
76,754 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,684.2 |
10,587.3 |
10,235.3 |
|
| R3 |
10,508.2 |
10,411.3 |
10,186.9 |
|
| R2 |
10,332.2 |
10,332.2 |
10,170.8 |
|
| R1 |
10,235.3 |
10,235.3 |
10,154.6 |
10,195.8 |
| PP |
10,156.2 |
10,156.2 |
10,156.2 |
10,136.4 |
| S1 |
10,059.3 |
10,059.3 |
10,122.4 |
10,019.8 |
| S2 |
9,980.2 |
9,980.2 |
10,106.2 |
|
| S3 |
9,804.2 |
9,883.3 |
10,090.1 |
|
| S4 |
9,628.2 |
9,707.3 |
10,041.7 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,579.2 |
11,303.3 |
10,383.0 |
|
| R3 |
11,134.7 |
10,858.8 |
10,260.7 |
|
| R2 |
10,690.2 |
10,690.2 |
10,220.0 |
|
| R1 |
10,414.3 |
10,414.3 |
10,179.2 |
10,330.0 |
| PP |
10,245.7 |
10,245.7 |
10,245.7 |
10,203.5 |
| S1 |
9,969.8 |
9,969.8 |
10,097.8 |
9,885.5 |
| S2 |
9,801.2 |
9,801.2 |
10,057.0 |
|
| S3 |
9,356.7 |
9,525.3 |
10,016.3 |
|
| S4 |
8,912.2 |
9,080.8 |
9,894.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,521.5 |
9,960.0 |
561.5 |
5.5% |
245.8 |
2.4% |
32% |
False |
False |
15,932 |
| 10 |
10,521.5 |
9,888.0 |
633.5 |
6.2% |
217.5 |
2.1% |
40% |
False |
False |
8,958 |
| 20 |
11,111.5 |
9,320.0 |
1,791.5 |
17.7% |
266.0 |
2.6% |
46% |
False |
False |
5,139 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.6% |
218.8 |
2.2% |
33% |
False |
False |
2,764 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.6% |
215.7 |
2.1% |
33% |
False |
False |
1,948 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.5% |
210.5 |
2.1% |
32% |
False |
False |
1,517 |
| 100 |
12,080.0 |
9,320.0 |
2,760.0 |
27.2% |
210.3 |
2.1% |
30% |
False |
False |
1,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,001.0 |
|
2.618 |
10,713.8 |
|
1.618 |
10,537.8 |
|
1.000 |
10,429.0 |
|
0.618 |
10,361.8 |
|
HIGH |
10,253.0 |
|
0.618 |
10,185.8 |
|
0.500 |
10,165.0 |
|
0.382 |
10,144.2 |
|
LOW |
10,077.0 |
|
0.618 |
9,968.2 |
|
1.000 |
9,901.0 |
|
1.618 |
9,792.2 |
|
2.618 |
9,616.2 |
|
4.250 |
9,329.0 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,165.0 |
10,299.3 |
| PP |
10,156.2 |
10,245.7 |
| S1 |
10,147.3 |
10,192.1 |
|