| 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 |
3,210.0 |
3,191.0 |
-19.0 |
-0.6% |
3,206.0 |
| High |
3,223.0 |
3,228.0 |
5.0 |
0.2% |
3,328.0 |
| Low |
3,168.0 |
3,158.0 |
-10.0 |
-0.3% |
3,181.0 |
| Close |
3,188.0 |
3,213.0 |
25.0 |
0.8% |
3,194.0 |
| Range |
55.0 |
70.0 |
15.0 |
27.3% |
147.0 |
| ATR |
89.0 |
87.7 |
-1.4 |
-1.5% |
0.0 |
| Volume |
1,985,019 |
2,691,883 |
706,864 |
35.6% |
7,054,301 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,409.7 |
3,381.3 |
3,251.5 |
|
| R3 |
3,339.7 |
3,311.3 |
3,232.3 |
|
| R2 |
3,269.7 |
3,269.7 |
3,225.8 |
|
| R1 |
3,241.3 |
3,241.3 |
3,219.4 |
3,255.5 |
| PP |
3,199.7 |
3,199.7 |
3,199.7 |
3,206.8 |
| S1 |
3,171.3 |
3,171.3 |
3,206.6 |
3,185.5 |
| S2 |
3,129.7 |
3,129.7 |
3,200.2 |
|
| S3 |
3,059.7 |
3,101.3 |
3,193.8 |
|
| S4 |
2,989.7 |
3,031.3 |
3,174.5 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,675.3 |
3,581.7 |
3,274.9 |
|
| R3 |
3,528.3 |
3,434.7 |
3,234.4 |
|
| R2 |
3,381.3 |
3,381.3 |
3,221.0 |
|
| R1 |
3,287.7 |
3,287.7 |
3,207.5 |
3,261.0 |
| PP |
3,234.3 |
3,234.3 |
3,234.3 |
3,221.0 |
| S1 |
3,140.7 |
3,140.7 |
3,180.5 |
3,114.0 |
| S2 |
3,087.3 |
3,087.3 |
3,167.1 |
|
| S3 |
2,940.3 |
2,993.7 |
3,153.6 |
|
| S4 |
2,793.3 |
2,846.7 |
3,113.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,328.0 |
3,158.0 |
170.0 |
5.3% |
71.0 |
2.2% |
32% |
False |
True |
2,016,541 |
| 10 |
3,328.0 |
3,143.0 |
185.0 |
5.8% |
76.0 |
2.4% |
38% |
False |
False |
1,640,363 |
| 20 |
3,512.0 |
2,951.0 |
561.0 |
17.5% |
89.2 |
2.8% |
47% |
False |
False |
1,733,142 |
| 40 |
3,696.0 |
2,951.0 |
745.0 |
23.2% |
74.4 |
2.3% |
35% |
False |
False |
1,286,412 |
| 60 |
3,714.0 |
2,951.0 |
763.0 |
23.7% |
75.2 |
2.3% |
34% |
False |
False |
1,288,833 |
| 80 |
3,714.0 |
2,951.0 |
763.0 |
23.7% |
75.1 |
2.3% |
34% |
False |
False |
1,081,964 |
| 100 |
3,718.0 |
2,951.0 |
767.0 |
23.9% |
74.9 |
2.3% |
34% |
False |
False |
867,838 |
| 120 |
3,761.0 |
2,951.0 |
810.0 |
25.2% |
70.3 |
2.2% |
32% |
False |
False |
723,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,525.5 |
|
2.618 |
3,411.3 |
|
1.618 |
3,341.3 |
|
1.000 |
3,298.0 |
|
0.618 |
3,271.3 |
|
HIGH |
3,228.0 |
|
0.618 |
3,201.3 |
|
0.500 |
3,193.0 |
|
0.382 |
3,184.7 |
|
LOW |
3,158.0 |
|
0.618 |
3,114.7 |
|
1.000 |
3,088.0 |
|
1.618 |
3,044.7 |
|
2.618 |
2,974.7 |
|
4.250 |
2,860.5 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,206.3 |
3,208.5 |
| PP |
3,199.7 |
3,204.0 |
| S1 |
3,193.0 |
3,199.5 |
|