| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
16,382.58 |
16,599.51 |
216.93 |
1.3% |
16,109.93 |
| High |
16,644.11 |
16,755.98 |
111.87 |
0.7% |
16,664.65 |
| Low |
16,382.58 |
16,593.90 |
211.32 |
1.3% |
16,109.93 |
| Close |
16,599.85 |
16,739.95 |
140.10 |
0.8% |
16,433.09 |
| Range |
261.53 |
162.08 |
-99.45 |
-38.0% |
554.72 |
| ATR |
300.41 |
290.53 |
-9.88 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,182.85 |
17,123.48 |
16,829.09 |
|
| R3 |
17,020.77 |
16,961.40 |
16,784.52 |
|
| R2 |
16,858.69 |
16,858.69 |
16,769.66 |
|
| R1 |
16,799.32 |
16,799.32 |
16,754.81 |
16,829.01 |
| PP |
16,696.61 |
16,696.61 |
16,696.61 |
16,711.45 |
| S1 |
16,637.24 |
16,637.24 |
16,725.09 |
16,666.93 |
| S2 |
16,534.53 |
16,534.53 |
16,710.24 |
|
| S3 |
16,372.45 |
16,475.16 |
16,695.38 |
|
| S4 |
16,210.37 |
16,313.08 |
16,650.81 |
|
|
| 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 |
16,755.98 |
16,212.08 |
543.90 |
3.2% |
192.71 |
1.2% |
97% |
True |
False |
|
| 10 |
16,755.98 |
16,026.61 |
729.37 |
4.4% |
267.37 |
1.6% |
98% |
True |
False |
|
| 20 |
17,517.19 |
15,370.33 |
2,146.86 |
12.8% |
371.25 |
2.2% |
64% |
False |
False |
|
| 40 |
17,919.35 |
15,370.33 |
2,549.02 |
15.2% |
270.36 |
1.6% |
54% |
False |
False |
|
| 60 |
18,188.81 |
15,370.33 |
2,818.48 |
16.8% |
236.76 |
1.4% |
49% |
False |
False |
|
| 80 |
18,229.75 |
15,370.33 |
2,859.42 |
17.1% |
217.05 |
1.3% |
48% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
17.8% |
203.43 |
1.2% |
46% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.8% |
198.64 |
1.2% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,444.82 |
|
2.618 |
17,180.31 |
|
1.618 |
17,018.23 |
|
1.000 |
16,918.06 |
|
0.618 |
16,856.15 |
|
HIGH |
16,755.98 |
|
0.618 |
16,694.07 |
|
0.500 |
16,674.94 |
|
0.382 |
16,655.81 |
|
LOW |
16,593.90 |
|
0.618 |
16,493.73 |
|
1.000 |
16,431.82 |
|
1.618 |
16,331.65 |
|
2.618 |
16,169.57 |
|
4.250 |
15,905.06 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,718.28 |
16,674.44 |
| PP |
16,696.61 |
16,608.93 |
| S1 |
16,674.94 |
16,543.43 |
|