| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
16,406.10 |
16,477.45 |
71.35 |
0.4% |
16,450.86 |
| High |
16,578.60 |
16,477.45 |
-101.15 |
-0.6% |
16,933.43 |
| Low |
16,391.88 |
16,221.73 |
-170.15 |
-1.0% |
16,330.87 |
| Close |
16,510.19 |
16,330.47 |
-179.72 |
-1.1% |
16,384.58 |
| Range |
186.72 |
255.72 |
69.00 |
37.0% |
602.56 |
| ATR |
286.50 |
286.64 |
0.14 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,110.38 |
16,976.14 |
16,471.12 |
|
| R3 |
16,854.66 |
16,720.42 |
16,400.79 |
|
| R2 |
16,598.94 |
16,598.94 |
16,377.35 |
|
| R1 |
16,464.70 |
16,464.70 |
16,353.91 |
16,403.96 |
| PP |
16,343.22 |
16,343.22 |
16,343.22 |
16,312.85 |
| S1 |
16,208.98 |
16,208.98 |
16,307.03 |
16,148.24 |
| S2 |
16,087.50 |
16,087.50 |
16,283.59 |
|
| S3 |
15,831.78 |
15,953.26 |
16,260.15 |
|
| S4 |
15,576.06 |
15,697.54 |
16,189.82 |
|
|
| 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 |
16,221.73 |
711.70 |
4.4% |
245.80 |
1.5% |
15% |
False |
True |
|
| 10 |
16,933.43 |
16,212.08 |
721.35 |
4.4% |
247.50 |
1.5% |
16% |
False |
False |
|
| 20 |
16,933.43 |
15,651.24 |
1,282.19 |
7.9% |
314.09 |
1.9% |
53% |
False |
False |
|
| 40 |
17,783.59 |
15,370.33 |
2,413.26 |
14.8% |
281.20 |
1.7% |
40% |
False |
False |
|
| 60 |
18,137.12 |
15,370.33 |
2,766.79 |
16.9% |
245.87 |
1.5% |
35% |
False |
False |
|
| 80 |
18,188.81 |
15,370.33 |
2,818.48 |
17.3% |
222.47 |
1.4% |
34% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
206.56 |
1.3% |
32% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
201.15 |
1.2% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,564.26 |
|
2.618 |
17,146.92 |
|
1.618 |
16,891.20 |
|
1.000 |
16,733.17 |
|
0.618 |
16,635.48 |
|
HIGH |
16,477.45 |
|
0.618 |
16,379.76 |
|
0.500 |
16,349.59 |
|
0.382 |
16,319.42 |
|
LOW |
16,221.73 |
|
0.618 |
16,063.70 |
|
1.000 |
15,966.01 |
|
1.618 |
15,807.98 |
|
2.618 |
15,552.26 |
|
4.250 |
15,134.92 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,349.59 |
16,448.24 |
| PP |
16,343.22 |
16,408.98 |
| S1 |
16,336.84 |
16,369.73 |
|