| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
16,738.08 |
16,674.74 |
-63.34 |
-0.4% |
16,450.86 |
| High |
16,933.43 |
16,674.74 |
-258.69 |
-1.5% |
16,933.43 |
| Low |
16,639.93 |
16,343.76 |
-296.17 |
-1.8% |
16,330.87 |
| Close |
16,674.74 |
16,384.58 |
-290.16 |
-1.7% |
16,384.58 |
| Range |
293.50 |
330.98 |
37.48 |
12.8% |
602.56 |
| ATR |
290.75 |
293.62 |
2.87 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,460.63 |
17,253.59 |
16,566.62 |
|
| R3 |
17,129.65 |
16,922.61 |
16,475.60 |
|
| R2 |
16,798.67 |
16,798.67 |
16,445.26 |
|
| R1 |
16,591.63 |
16,591.63 |
16,414.92 |
16,529.66 |
| PP |
16,467.69 |
16,467.69 |
16,467.69 |
16,436.71 |
| S1 |
16,260.65 |
16,260.65 |
16,354.24 |
16,198.68 |
| S2 |
16,136.71 |
16,136.71 |
16,323.90 |
|
| S3 |
15,805.73 |
15,929.67 |
16,293.56 |
|
| S4 |
15,474.75 |
15,598.69 |
16,202.54 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,357.31 |
17,973.50 |
16,715.99 |
|
| R3 |
17,754.75 |
17,370.94 |
16,550.28 |
|
| R2 |
17,152.19 |
17,152.19 |
16,495.05 |
|
| R1 |
16,768.38 |
16,768.38 |
16,439.81 |
16,659.01 |
| PP |
16,549.63 |
16,549.63 |
16,549.63 |
16,494.94 |
| S1 |
16,165.82 |
16,165.82 |
16,329.35 |
16,056.45 |
| S2 |
15,947.07 |
15,947.07 |
16,274.11 |
|
| S3 |
15,344.51 |
15,563.26 |
16,218.88 |
|
| S4 |
14,741.95 |
14,960.70 |
16,053.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,933.43 |
16,330.87 |
602.56 |
3.7% |
233.62 |
1.4% |
9% |
False |
False |
|
| 10 |
16,933.43 |
16,026.61 |
906.82 |
5.5% |
277.12 |
1.7% |
39% |
False |
False |
|
| 20 |
16,990.69 |
15,370.33 |
1,620.36 |
9.9% |
373.00 |
2.3% |
63% |
False |
False |
|
| 40 |
17,783.59 |
15,370.33 |
2,413.26 |
14.7% |
279.27 |
1.7% |
42% |
False |
False |
|
| 60 |
18,137.12 |
15,370.33 |
2,766.79 |
16.9% |
242.94 |
1.5% |
37% |
False |
False |
|
| 80 |
18,188.81 |
15,370.33 |
2,818.48 |
17.2% |
220.04 |
1.3% |
36% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.2% |
206.15 |
1.3% |
34% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.2% |
200.67 |
1.2% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,081.41 |
|
2.618 |
17,541.25 |
|
1.618 |
17,210.27 |
|
1.000 |
17,005.72 |
|
0.618 |
16,879.29 |
|
HIGH |
16,674.74 |
|
0.618 |
16,548.31 |
|
0.500 |
16,509.25 |
|
0.382 |
16,470.19 |
|
LOW |
16,343.76 |
|
0.618 |
16,139.21 |
|
1.000 |
16,012.78 |
|
1.618 |
15,808.23 |
|
2.618 |
15,477.25 |
|
4.250 |
14,937.10 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,509.25 |
16,638.60 |
| PP |
16,467.69 |
16,553.92 |
| S1 |
16,426.14 |
16,469.25 |
|