| 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 |
10,178.5 |
10,229.5 |
51.0 |
0.5% |
10,145.5 |
| High |
10,262.0 |
10,339.0 |
77.0 |
0.8% |
10,524.0 |
| Low |
10,067.5 |
10,171.5 |
104.0 |
1.0% |
10,076.5 |
| Close |
10,212.5 |
10,238.0 |
25.5 |
0.2% |
10,138.5 |
| Range |
194.5 |
167.5 |
-27.0 |
-13.9% |
447.5 |
| ATR |
270.2 |
262.9 |
-7.3 |
-2.7% |
0.0 |
| Volume |
123,415 |
123,415 |
0 |
0.0% |
453,545 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,752.0 |
10,662.5 |
10,330.1 |
|
| R3 |
10,584.5 |
10,495.0 |
10,284.1 |
|
| R2 |
10,417.0 |
10,417.0 |
10,268.7 |
|
| R1 |
10,327.5 |
10,327.5 |
10,253.4 |
10,372.3 |
| PP |
10,249.5 |
10,249.5 |
10,249.5 |
10,271.9 |
| S1 |
10,160.0 |
10,160.0 |
10,222.6 |
10,204.8 |
| S2 |
10,082.0 |
10,082.0 |
10,207.3 |
|
| S3 |
9,914.5 |
9,992.5 |
10,191.9 |
|
| S4 |
9,747.0 |
9,825.0 |
10,145.9 |
|
|
| 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 |
10,339.0 |
10,067.5 |
271.5 |
2.7% |
171.1 |
1.7% |
63% |
True |
False |
124,845 |
| 10 |
10,524.0 |
9,955.0 |
569.0 |
5.6% |
221.4 |
2.2% |
50% |
False |
False |
113,805 |
| 20 |
10,856.0 |
9,317.5 |
1,538.5 |
15.0% |
273.7 |
2.7% |
60% |
False |
False |
129,570 |
| 40 |
11,673.0 |
9,317.5 |
2,355.5 |
23.0% |
233.7 |
2.3% |
39% |
False |
False |
113,569 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.3% |
227.3 |
2.2% |
37% |
False |
False |
109,596 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
25.6% |
231.9 |
2.3% |
35% |
False |
False |
91,058 |
| 100 |
12,080.0 |
9,317.5 |
2,762.5 |
27.0% |
235.0 |
2.3% |
33% |
False |
False |
72,952 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.4% |
226.8 |
2.2% |
30% |
False |
False |
60,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,050.9 |
|
2.618 |
10,777.5 |
|
1.618 |
10,610.0 |
|
1.000 |
10,506.5 |
|
0.618 |
10,442.5 |
|
HIGH |
10,339.0 |
|
0.618 |
10,275.0 |
|
0.500 |
10,255.3 |
|
0.382 |
10,235.5 |
|
LOW |
10,171.5 |
|
0.618 |
10,068.0 |
|
1.000 |
10,004.0 |
|
1.618 |
9,900.5 |
|
2.618 |
9,733.0 |
|
4.250 |
9,459.6 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,255.3 |
10,226.4 |
| PP |
10,249.5 |
10,214.8 |
| S1 |
10,243.8 |
10,203.3 |
|