| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,118.7 |
1,130.0 |
11.3 |
1.0% |
1,107.0 |
| High |
1,136.0 |
1,141.5 |
5.5 |
0.5% |
1,141.5 |
| Low |
1,114.7 |
1,126.9 |
12.2 |
1.1% |
1,101.5 |
| Close |
1,117.0 |
1,137.8 |
20.8 |
1.9% |
1,137.8 |
| Range |
21.3 |
14.6 |
-6.7 |
-31.5% |
40.0 |
| ATR |
15.9 |
16.5 |
0.6 |
3.9% |
0.0 |
| Volume |
143,637 |
151,718 |
8,081 |
5.6% |
579,562 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,179.2 |
1,173.1 |
1,145.8 |
|
| R3 |
1,164.6 |
1,158.5 |
1,141.8 |
|
| R2 |
1,150.0 |
1,150.0 |
1,140.5 |
|
| R1 |
1,143.9 |
1,143.9 |
1,139.1 |
1,147.0 |
| PP |
1,135.4 |
1,135.4 |
1,135.4 |
1,136.9 |
| S1 |
1,129.3 |
1,129.3 |
1,136.5 |
1,132.4 |
| S2 |
1,120.8 |
1,120.8 |
1,135.1 |
|
| S3 |
1,106.2 |
1,114.7 |
1,133.8 |
|
| S4 |
1,091.6 |
1,100.1 |
1,129.8 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,246.9 |
1,232.4 |
1,159.8 |
|
| R3 |
1,206.9 |
1,192.4 |
1,148.8 |
|
| R2 |
1,166.9 |
1,166.9 |
1,145.1 |
|
| R1 |
1,152.4 |
1,152.4 |
1,141.5 |
1,159.7 |
| PP |
1,126.9 |
1,126.9 |
1,126.9 |
1,130.6 |
| S1 |
1,112.4 |
1,112.4 |
1,134.1 |
1,119.7 |
| S2 |
1,086.9 |
1,086.9 |
1,130.5 |
|
| S3 |
1,046.9 |
1,072.4 |
1,126.8 |
|
| S4 |
1,006.9 |
1,032.4 |
1,115.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,141.5 |
1,101.5 |
40.0 |
3.5% |
14.2 |
1.2% |
91% |
True |
False |
115,912 |
| 10 |
1,141.5 |
1,097.7 |
43.8 |
3.8% |
15.0 |
1.3% |
92% |
True |
False |
125,483 |
| 20 |
1,169.8 |
1,097.7 |
72.1 |
6.3% |
16.1 |
1.4% |
56% |
False |
False |
143,142 |
| 40 |
1,169.8 |
1,073.7 |
96.1 |
8.4% |
16.1 |
1.4% |
67% |
False |
False |
135,743 |
| 60 |
1,189.0 |
1,073.7 |
115.3 |
10.1% |
15.6 |
1.4% |
56% |
False |
False |
96,580 |
| 80 |
1,207.3 |
1,073.7 |
133.6 |
11.7% |
14.8 |
1.3% |
48% |
False |
False |
73,201 |
| 100 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.7 |
1.3% |
40% |
False |
False |
59,222 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.7 |
1.3% |
40% |
False |
False |
49,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,203.6 |
|
2.618 |
1,179.7 |
|
1.618 |
1,165.1 |
|
1.000 |
1,156.1 |
|
0.618 |
1,150.5 |
|
HIGH |
1,141.5 |
|
0.618 |
1,135.9 |
|
0.500 |
1,134.2 |
|
0.382 |
1,132.5 |
|
LOW |
1,126.9 |
|
0.618 |
1,117.9 |
|
1.000 |
1,112.3 |
|
1.618 |
1,103.3 |
|
2.618 |
1,088.7 |
|
4.250 |
1,064.9 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.6 |
1,132.6 |
| PP |
1,135.4 |
1,127.4 |
| S1 |
1,134.2 |
1,122.3 |
|