| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,979.75 |
1,997.00 |
17.25 |
0.9% |
1,916.75 |
| High |
1,999.00 |
2,021.50 |
22.50 |
1.1% |
1,992.00 |
| Low |
1,972.75 |
1,982.50 |
9.75 |
0.5% |
1,915.75 |
| Close |
1,998.25 |
1,987.75 |
-10.50 |
-0.5% |
1,960.25 |
| Range |
26.25 |
39.00 |
12.75 |
48.6% |
76.25 |
| ATR |
40.47 |
40.36 |
-0.10 |
-0.3% |
0.00 |
| Volume |
595,804 |
522,526 |
-73,278 |
-12.3% |
7,340,521 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.25 |
2,090.00 |
2,009.25 |
|
| R3 |
2,075.25 |
2,051.00 |
1,998.50 |
|
| R2 |
2,036.25 |
2,036.25 |
1,995.00 |
|
| R1 |
2,012.00 |
2,012.00 |
1,991.25 |
2,004.50 |
| PP |
1,997.25 |
1,997.25 |
1,997.25 |
1,993.50 |
| S1 |
1,973.00 |
1,973.00 |
1,984.25 |
1,965.50 |
| S2 |
1,958.25 |
1,958.25 |
1,980.50 |
|
| S3 |
1,919.25 |
1,934.00 |
1,977.00 |
|
| S4 |
1,880.25 |
1,895.00 |
1,966.25 |
|
|
| 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 |
2,021.50 |
1,937.25 |
84.25 |
4.2% |
31.25 |
1.6% |
60% |
True |
False |
818,356 |
| 10 |
2,021.50 |
1,907.75 |
113.75 |
5.7% |
37.75 |
1.9% |
70% |
True |
False |
1,458,032 |
| 20 |
2,077.75 |
1,831.00 |
246.75 |
12.4% |
51.25 |
2.6% |
64% |
False |
False |
2,278,120 |
| 40 |
2,113.75 |
1,831.00 |
282.75 |
14.2% |
37.50 |
1.9% |
55% |
False |
False |
1,913,045 |
| 60 |
2,126.25 |
1,831.00 |
295.25 |
14.9% |
32.75 |
1.6% |
53% |
False |
False |
1,782,014 |
| 80 |
2,126.25 |
1,831.00 |
295.25 |
14.9% |
29.50 |
1.5% |
53% |
False |
False |
1,504,641 |
| 100 |
2,126.25 |
1,831.00 |
295.25 |
14.9% |
27.75 |
1.4% |
53% |
False |
False |
1,204,232 |
| 120 |
2,126.25 |
1,831.00 |
295.25 |
14.9% |
26.50 |
1.3% |
53% |
False |
False |
1,003,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.25 |
|
2.618 |
2,123.50 |
|
1.618 |
2,084.50 |
|
1.000 |
2,060.50 |
|
0.618 |
2,045.50 |
|
HIGH |
2,021.50 |
|
0.618 |
2,006.50 |
|
0.500 |
2,002.00 |
|
0.382 |
1,997.50 |
|
LOW |
1,982.50 |
|
0.618 |
1,958.50 |
|
1.000 |
1,943.50 |
|
1.618 |
1,919.50 |
|
2.618 |
1,880.50 |
|
4.250 |
1,816.75 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.00 |
1,986.25 |
| PP |
1,997.25 |
1,984.75 |
| S1 |
1,992.50 |
1,983.25 |
|