| 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 |
16,330.40 |
16,450.86 |
120.46 |
0.7% |
16,109.93 |
| High |
16,434.76 |
16,450.86 |
16.10 |
0.1% |
16,664.65 |
| Low |
16,244.65 |
16,330.87 |
86.22 |
0.5% |
16,109.93 |
| Close |
16,433.09 |
16,370.96 |
-62.13 |
-0.4% |
16,433.09 |
| Range |
190.11 |
119.99 |
-70.12 |
-36.9% |
554.72 |
| ATR |
316.55 |
302.51 |
-14.04 |
-4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,744.20 |
16,677.57 |
16,436.95 |
|
| R3 |
16,624.21 |
16,557.58 |
16,403.96 |
|
| R2 |
16,504.22 |
16,504.22 |
16,392.96 |
|
| R1 |
16,437.59 |
16,437.59 |
16,381.96 |
16,410.91 |
| PP |
16,384.23 |
16,384.23 |
16,384.23 |
16,370.89 |
| S1 |
16,317.60 |
16,317.60 |
16,359.96 |
16,290.92 |
| S2 |
16,264.24 |
16,264.24 |
16,348.96 |
|
| S3 |
16,144.25 |
16,197.61 |
16,337.96 |
|
| S4 |
16,024.26 |
16,077.62 |
16,304.97 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,066.72 |
17,804.62 |
16,738.19 |
|
| R3 |
17,512.00 |
17,249.90 |
16,585.64 |
|
| R2 |
16,957.28 |
16,957.28 |
16,534.79 |
|
| R1 |
16,695.18 |
16,695.18 |
16,483.94 |
16,826.23 |
| PP |
16,402.56 |
16,402.56 |
16,402.56 |
16,468.08 |
| S1 |
16,140.46 |
16,140.46 |
16,382.24 |
16,271.51 |
| S2 |
15,847.84 |
15,847.84 |
16,331.39 |
|
| S3 |
15,293.12 |
15,585.74 |
16,280.54 |
|
| S4 |
14,738.40 |
15,031.02 |
16,127.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,664.65 |
16,109.93 |
554.72 |
3.4% |
275.60 |
1.7% |
47% |
False |
False |
|
| 10 |
16,664.65 |
15,979.95 |
684.70 |
4.2% |
298.62 |
1.8% |
57% |
False |
False |
|
| 20 |
17,568.40 |
15,370.33 |
2,198.07 |
13.4% |
364.65 |
2.2% |
46% |
False |
False |
|
| 40 |
18,137.12 |
15,370.33 |
2,766.79 |
16.9% |
267.29 |
1.6% |
36% |
False |
False |
|
| 60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.2% |
234.06 |
1.4% |
36% |
False |
False |
|
| 80 |
18,314.89 |
15,370.33 |
2,944.56 |
18.0% |
213.44 |
1.3% |
34% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.2% |
201.86 |
1.2% |
34% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.2% |
199.30 |
1.2% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,960.82 |
|
2.618 |
16,764.99 |
|
1.618 |
16,645.00 |
|
1.000 |
16,570.85 |
|
0.618 |
16,525.01 |
|
HIGH |
16,450.86 |
|
0.618 |
16,405.02 |
|
0.500 |
16,390.87 |
|
0.382 |
16,376.71 |
|
LOW |
16,330.87 |
|
0.618 |
16,256.72 |
|
1.000 |
16,210.88 |
|
1.618 |
16,136.73 |
|
2.618 |
16,016.74 |
|
4.250 |
15,820.91 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,390.87 |
16,357.80 |
| PP |
16,384.23 |
16,344.63 |
| S1 |
16,377.60 |
16,331.47 |
|