| 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 |
10,229.5 |
10,281.0 |
51.5 |
0.5% |
10,145.5 |
| High |
10,339.0 |
10,328.5 |
-10.5 |
-0.1% |
10,524.0 |
| Low |
10,171.5 |
10,128.0 |
-43.5 |
-0.4% |
10,076.5 |
| Close |
10,238.0 |
10,244.5 |
6.5 |
0.1% |
10,138.5 |
| Range |
167.5 |
200.5 |
33.0 |
19.7% |
447.5 |
| ATR |
262.9 |
258.4 |
-4.5 |
-1.7% |
0.0 |
| Volume |
123,415 |
95,562 |
-27,853 |
-22.6% |
453,545 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,835.2 |
10,740.3 |
10,354.8 |
|
| R3 |
10,634.7 |
10,539.8 |
10,299.6 |
|
| R2 |
10,434.2 |
10,434.2 |
10,281.3 |
|
| R1 |
10,339.3 |
10,339.3 |
10,262.9 |
10,286.5 |
| PP |
10,233.7 |
10,233.7 |
10,233.7 |
10,207.3 |
| S1 |
10,138.8 |
10,138.8 |
10,226.1 |
10,086.0 |
| S2 |
10,033.2 |
10,033.2 |
10,207.7 |
|
| S3 |
9,832.7 |
9,938.3 |
10,189.4 |
|
| S4 |
9,632.2 |
9,737.8 |
10,134.2 |
|
|
| 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% |
176.4 |
1.7% |
65% |
False |
False |
125,112 |
| 10 |
10,524.0 |
9,955.0 |
569.0 |
5.6% |
223.6 |
2.2% |
51% |
False |
False |
111,775 |
| 20 |
10,658.0 |
9,317.5 |
1,340.5 |
13.1% |
274.5 |
2.7% |
69% |
False |
False |
126,887 |
| 40 |
11,673.0 |
9,317.5 |
2,355.5 |
23.0% |
235.8 |
2.3% |
39% |
False |
False |
113,883 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.3% |
228.6 |
2.2% |
37% |
False |
False |
109,191 |
| 80 |
11,807.0 |
9,317.5 |
2,489.5 |
24.3% |
230.2 |
2.2% |
37% |
False |
False |
92,246 |
| 100 |
12,080.0 |
9,317.5 |
2,762.5 |
27.0% |
235.4 |
2.3% |
34% |
False |
False |
73,906 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.4% |
227.0 |
2.2% |
30% |
False |
False |
61,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,180.6 |
|
2.618 |
10,853.4 |
|
1.618 |
10,652.9 |
|
1.000 |
10,529.0 |
|
0.618 |
10,452.4 |
|
HIGH |
10,328.5 |
|
0.618 |
10,251.9 |
|
0.500 |
10,228.3 |
|
0.382 |
10,204.6 |
|
LOW |
10,128.0 |
|
0.618 |
10,004.1 |
|
1.000 |
9,927.5 |
|
1.618 |
9,803.6 |
|
2.618 |
9,603.1 |
|
4.250 |
9,275.9 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,239.1 |
10,230.8 |
| PP |
10,233.7 |
10,217.0 |
| S1 |
10,228.3 |
10,203.3 |
|