| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
16,674.74 |
16,406.10 |
-268.64 |
-1.6% |
16,450.86 |
| High |
16,674.74 |
16,578.60 |
-96.14 |
-0.6% |
16,933.43 |
| Low |
16,343.76 |
16,391.88 |
48.12 |
0.3% |
16,330.87 |
| Close |
16,384.58 |
16,510.19 |
125.61 |
0.8% |
16,384.58 |
| Range |
330.98 |
186.72 |
-144.26 |
-43.6% |
602.56 |
| ATR |
293.62 |
286.50 |
-7.11 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,053.72 |
16,968.67 |
16,612.89 |
|
| R3 |
16,867.00 |
16,781.95 |
16,561.54 |
|
| R2 |
16,680.28 |
16,680.28 |
16,544.42 |
|
| R1 |
16,595.23 |
16,595.23 |
16,527.31 |
16,637.76 |
| PP |
16,493.56 |
16,493.56 |
16,493.56 |
16,514.82 |
| S1 |
16,408.51 |
16,408.51 |
16,493.07 |
16,451.04 |
| S2 |
16,306.84 |
16,306.84 |
16,475.96 |
|
| S3 |
16,120.12 |
16,221.79 |
16,458.84 |
|
| S4 |
15,933.40 |
16,035.07 |
16,407.49 |
|
|
| 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 |
16,343.76 |
589.67 |
3.6% |
246.96 |
1.5% |
28% |
False |
False |
|
| 10 |
16,933.43 |
16,109.93 |
823.50 |
5.0% |
261.28 |
1.6% |
49% |
False |
False |
|
| 20 |
16,933.43 |
15,370.33 |
1,563.10 |
9.5% |
355.78 |
2.2% |
73% |
False |
False |
|
| 40 |
17,783.59 |
15,370.33 |
2,413.26 |
14.6% |
278.87 |
1.7% |
47% |
False |
False |
|
| 60 |
18,137.12 |
15,370.33 |
2,766.79 |
16.8% |
243.63 |
1.5% |
41% |
False |
False |
|
| 80 |
18,188.81 |
15,370.33 |
2,818.48 |
17.1% |
221.28 |
1.3% |
40% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.1% |
206.59 |
1.3% |
38% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.1% |
200.63 |
1.2% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,372.16 |
|
2.618 |
17,067.43 |
|
1.618 |
16,880.71 |
|
1.000 |
16,765.32 |
|
0.618 |
16,693.99 |
|
HIGH |
16,578.60 |
|
0.618 |
16,507.27 |
|
0.500 |
16,485.24 |
|
0.382 |
16,463.21 |
|
LOW |
16,391.88 |
|
0.618 |
16,276.49 |
|
1.000 |
16,205.16 |
|
1.618 |
16,089.77 |
|
2.618 |
15,903.05 |
|
4.250 |
15,598.32 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,501.87 |
16,638.60 |
| PP |
16,493.56 |
16,595.79 |
| S1 |
16,485.24 |
16,552.99 |
|