| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
10,179.0 |
10,178.5 |
-0.5 |
0.0% |
10,145.5 |
| High |
10,227.0 |
10,262.0 |
35.0 |
0.3% |
10,524.0 |
| Low |
10,081.5 |
10,067.5 |
-14.0 |
-0.1% |
10,076.5 |
| Close |
10,166.5 |
10,212.5 |
46.0 |
0.5% |
10,138.5 |
| Range |
145.5 |
194.5 |
49.0 |
33.7% |
447.5 |
| ATR |
276.0 |
270.2 |
-5.8 |
-2.1% |
0.0 |
| Volume |
163,099 |
123,415 |
-39,684 |
-24.3% |
453,545 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,764.2 |
10,682.8 |
10,319.5 |
|
| R3 |
10,569.7 |
10,488.3 |
10,266.0 |
|
| R2 |
10,375.2 |
10,375.2 |
10,248.2 |
|
| R1 |
10,293.8 |
10,293.8 |
10,230.3 |
10,334.5 |
| PP |
10,180.7 |
10,180.7 |
10,180.7 |
10,201.0 |
| S1 |
10,099.3 |
10,099.3 |
10,194.7 |
10,140.0 |
| S2 |
9,986.2 |
9,986.2 |
10,176.8 |
|
| S3 |
9,791.7 |
9,904.8 |
10,159.0 |
|
| S4 |
9,597.2 |
9,710.3 |
10,105.5 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,588.8 |
11,311.2 |
10,384.6 |
|
| R3 |
11,141.3 |
10,863.7 |
10,261.6 |
|
| R2 |
10,693.8 |
10,693.8 |
10,220.5 |
|
| R1 |
10,416.2 |
10,416.2 |
10,179.5 |
10,331.3 |
| PP |
10,246.3 |
10,246.3 |
10,246.3 |
10,203.9 |
| S1 |
9,968.7 |
9,968.7 |
10,097.5 |
9,883.8 |
| S2 |
9,798.8 |
9,798.8 |
10,056.5 |
|
| S3 |
9,351.3 |
9,521.2 |
10,015.4 |
|
| S4 |
8,903.8 |
9,073.7 |
9,892.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,524.0 |
10,067.5 |
456.5 |
4.5% |
211.3 |
2.1% |
32% |
False |
True |
124,789 |
| 10 |
10,524.0 |
9,885.0 |
639.0 |
6.3% |
227.9 |
2.2% |
51% |
False |
False |
111,778 |
| 20 |
10,984.0 |
9,317.5 |
1,666.5 |
16.3% |
270.6 |
2.6% |
54% |
False |
False |
128,550 |
| 40 |
11,783.0 |
9,317.5 |
2,465.5 |
24.1% |
234.9 |
2.3% |
36% |
False |
False |
112,445 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.4% |
229.1 |
2.2% |
36% |
False |
False |
109,446 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
25.6% |
230.8 |
2.3% |
34% |
False |
False |
89,523 |
| 100 |
12,080.0 |
9,317.5 |
2,762.5 |
27.1% |
236.0 |
2.3% |
32% |
False |
False |
71,762 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.5% |
227.2 |
2.2% |
29% |
False |
False |
59,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,088.6 |
|
2.618 |
10,771.2 |
|
1.618 |
10,576.7 |
|
1.000 |
10,456.5 |
|
0.618 |
10,382.2 |
|
HIGH |
10,262.0 |
|
0.618 |
10,187.7 |
|
0.500 |
10,164.8 |
|
0.382 |
10,141.8 |
|
LOW |
10,067.5 |
|
0.618 |
9,947.3 |
|
1.000 |
9,873.0 |
|
1.618 |
9,752.8 |
|
2.618 |
9,558.3 |
|
4.250 |
9,240.9 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,196.6 |
10,196.6 |
| PP |
10,180.7 |
10,180.7 |
| S1 |
10,164.8 |
10,164.8 |
|