| 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 |
1,953.25 |
1,979.75 |
26.50 |
1.4% |
1,916.75 |
| High |
1,983.00 |
1,999.00 |
16.00 |
0.8% |
1,992.00 |
| Low |
1,945.00 |
1,972.75 |
27.75 |
1.4% |
1,915.75 |
| Close |
1,979.75 |
1,998.25 |
18.50 |
0.9% |
1,960.25 |
| Range |
38.00 |
26.25 |
-11.75 |
-30.9% |
76.25 |
| ATR |
41.56 |
40.47 |
-1.09 |
-2.6% |
0.00 |
| Volume |
1,034,822 |
595,804 |
-439,018 |
-42.4% |
7,340,521 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.75 |
2,059.75 |
2,012.75 |
|
| R3 |
2,042.50 |
2,033.50 |
2,005.50 |
|
| R2 |
2,016.25 |
2,016.25 |
2,003.00 |
|
| R1 |
2,007.25 |
2,007.25 |
2,000.75 |
2,011.75 |
| PP |
1,990.00 |
1,990.00 |
1,990.00 |
1,992.25 |
| S1 |
1,981.00 |
1,981.00 |
1,995.75 |
1,985.50 |
| S2 |
1,963.75 |
1,963.75 |
1,993.50 |
|
| S3 |
1,937.50 |
1,954.75 |
1,991.00 |
|
| S4 |
1,911.25 |
1,928.50 |
1,983.75 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,184.75 |
2,148.75 |
2,002.25 |
|
| R3 |
2,108.50 |
2,072.50 |
1,981.25 |
|
| R2 |
2,032.25 |
2,032.25 |
1,974.25 |
|
| R1 |
1,996.25 |
1,996.25 |
1,967.25 |
2,014.25 |
| PP |
1,956.00 |
1,956.00 |
1,956.00 |
1,965.00 |
| S1 |
1,920.00 |
1,920.00 |
1,953.25 |
1,938.00 |
| S2 |
1,879.75 |
1,879.75 |
1,946.25 |
|
| S3 |
1,803.50 |
1,843.75 |
1,939.25 |
|
| S4 |
1,727.25 |
1,767.50 |
1,918.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,999.00 |
1,928.50 |
70.50 |
3.5% |
31.25 |
1.6% |
99% |
True |
False |
1,167,932 |
| 10 |
1,999.00 |
1,907.25 |
91.75 |
4.6% |
38.00 |
1.9% |
99% |
True |
False |
1,623,643 |
| 20 |
2,098.00 |
1,831.00 |
267.00 |
13.4% |
51.00 |
2.5% |
63% |
False |
False |
2,366,447 |
| 40 |
2,113.75 |
1,831.00 |
282.75 |
14.1% |
36.75 |
1.8% |
59% |
False |
False |
1,930,592 |
| 60 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
32.25 |
1.6% |
57% |
False |
False |
1,787,258 |
| 80 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
29.50 |
1.5% |
57% |
False |
False |
1,498,141 |
| 100 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
27.50 |
1.4% |
57% |
False |
False |
1,199,013 |
| 120 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
26.50 |
1.3% |
57% |
False |
False |
999,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,110.50 |
|
2.618 |
2,067.75 |
|
1.618 |
2,041.50 |
|
1.000 |
2,025.25 |
|
0.618 |
2,015.25 |
|
HIGH |
1,999.00 |
|
0.618 |
1,989.00 |
|
0.500 |
1,986.00 |
|
0.382 |
1,982.75 |
|
LOW |
1,972.75 |
|
0.618 |
1,956.50 |
|
1.000 |
1,946.50 |
|
1.618 |
1,930.25 |
|
2.618 |
1,904.00 |
|
4.250 |
1,861.25 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,994.00 |
1,989.50 |
| PP |
1,990.00 |
1,980.75 |
| S1 |
1,986.00 |
1,972.00 |
|