| 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 |
16,372 |
16,621 |
249 |
1.5% |
16,090 |
| High |
16,642 |
16,770 |
128 |
0.8% |
16,688 |
| Low |
16,307 |
16,568 |
261 |
1.6% |
16,011 |
| Close |
16,621 |
16,765 |
144 |
0.9% |
16,436 |
| Range |
335 |
202 |
-133 |
-39.7% |
677 |
| ATR |
344 |
334 |
-10 |
-2.9% |
0 |
| Volume |
39,627 |
26,853 |
-12,774 |
-32.2% |
763,408 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,307 |
17,238 |
16,876 |
|
| R3 |
17,105 |
17,036 |
16,821 |
|
| R2 |
16,903 |
16,903 |
16,802 |
|
| R1 |
16,834 |
16,834 |
16,784 |
16,869 |
| PP |
16,701 |
16,701 |
16,701 |
16,718 |
| S1 |
16,632 |
16,632 |
16,747 |
16,667 |
| S2 |
16,499 |
16,499 |
16,728 |
|
| S3 |
16,297 |
16,430 |
16,710 |
|
| S4 |
16,095 |
16,228 |
16,654 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,409 |
18,100 |
16,808 |
|
| R3 |
17,732 |
17,423 |
16,622 |
|
| R2 |
17,055 |
17,055 |
16,560 |
|
| R1 |
16,746 |
16,746 |
16,498 |
16,901 |
| PP |
16,378 |
16,378 |
16,378 |
16,456 |
| S1 |
16,069 |
16,069 |
16,374 |
16,224 |
| S2 |
15,701 |
15,701 |
16,312 |
|
| S3 |
15,024 |
15,392 |
16,250 |
|
| S4 |
14,347 |
14,715 |
16,064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,770 |
16,151 |
619 |
3.7% |
257 |
1.5% |
99% |
True |
False |
88,093 |
| 10 |
16,770 |
16,009 |
761 |
4.5% |
317 |
1.9% |
99% |
True |
False |
155,231 |
| 20 |
17,511 |
15,285 |
2,226 |
13.3% |
419 |
2.5% |
66% |
False |
False |
241,488 |
| 40 |
17,837 |
15,285 |
2,552 |
15.2% |
305 |
1.8% |
58% |
False |
False |
188,473 |
| 60 |
18,108 |
15,285 |
2,823 |
16.8% |
268 |
1.6% |
52% |
False |
False |
174,488 |
| 80 |
18,166 |
15,285 |
2,881 |
17.2% |
245 |
1.5% |
51% |
False |
False |
142,613 |
| 100 |
18,250 |
15,285 |
2,965 |
17.7% |
225 |
1.3% |
50% |
False |
False |
114,106 |
| 120 |
18,250 |
15,285 |
2,965 |
17.7% |
213 |
1.3% |
50% |
False |
False |
95,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,629 |
|
2.618 |
17,299 |
|
1.618 |
17,097 |
|
1.000 |
16,972 |
|
0.618 |
16,895 |
|
HIGH |
16,770 |
|
0.618 |
16,693 |
|
0.500 |
16,669 |
|
0.382 |
16,645 |
|
LOW |
16,568 |
|
0.618 |
16,443 |
|
1.000 |
16,366 |
|
1.618 |
16,241 |
|
2.618 |
16,039 |
|
4.250 |
15,710 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,733 |
16,690 |
| PP |
16,701 |
16,614 |
| S1 |
16,669 |
16,539 |
|