| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,132.6 |
1,123.8 |
-8.8 |
-0.8% |
1,107.0 |
| High |
1,136.1 |
1,134.0 |
-2.1 |
-0.2% |
1,141.5 |
| Low |
1,120.5 |
1,121.1 |
0.6 |
0.1% |
1,101.5 |
| Close |
1,124.8 |
1,131.5 |
6.7 |
0.6% |
1,137.8 |
| Range |
15.6 |
12.9 |
-2.7 |
-17.3% |
40.0 |
| ATR |
16.0 |
15.8 |
-0.2 |
-1.4% |
0.0 |
| Volume |
117,435 |
96,165 |
-21,270 |
-18.1% |
579,562 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,167.6 |
1,162.4 |
1,138.6 |
|
| R3 |
1,154.7 |
1,149.5 |
1,135.0 |
|
| R2 |
1,141.8 |
1,141.8 |
1,133.9 |
|
| R1 |
1,136.6 |
1,136.6 |
1,132.7 |
1,139.2 |
| PP |
1,128.9 |
1,128.9 |
1,128.9 |
1,130.2 |
| S1 |
1,123.7 |
1,123.7 |
1,130.3 |
1,126.3 |
| S2 |
1,116.0 |
1,116.0 |
1,129.1 |
|
| S3 |
1,103.1 |
1,110.8 |
1,128.0 |
|
| S4 |
1,090.2 |
1,097.9 |
1,124.4 |
|
|
| 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 |
1,114.7 |
26.8 |
2.4% |
15.0 |
1.3% |
63% |
False |
False |
119,214 |
| 10 |
1,141.5 |
1,097.7 |
43.8 |
3.9% |
13.6 |
1.2% |
77% |
False |
False |
112,121 |
| 20 |
1,147.3 |
1,097.7 |
49.6 |
4.4% |
14.8 |
1.3% |
68% |
False |
False |
125,183 |
| 40 |
1,169.8 |
1,079.2 |
90.6 |
8.0% |
15.8 |
1.4% |
58% |
False |
False |
138,587 |
| 60 |
1,182.2 |
1,073.7 |
108.5 |
9.6% |
15.7 |
1.4% |
53% |
False |
False |
101,422 |
| 80 |
1,207.3 |
1,073.7 |
133.6 |
11.8% |
14.9 |
1.3% |
43% |
False |
False |
76,802 |
| 100 |
1,234.0 |
1,073.7 |
160.3 |
14.2% |
14.6 |
1.3% |
36% |
False |
False |
62,187 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
14.2% |
14.6 |
1.3% |
36% |
False |
False |
52,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.8 |
|
2.618 |
1,167.8 |
|
1.618 |
1,154.9 |
|
1.000 |
1,146.9 |
|
0.618 |
1,142.0 |
|
HIGH |
1,134.0 |
|
0.618 |
1,129.1 |
|
0.500 |
1,127.6 |
|
0.382 |
1,126.0 |
|
LOW |
1,121.1 |
|
0.618 |
1,113.1 |
|
1.000 |
1,108.2 |
|
1.618 |
1,100.2 |
|
2.618 |
1,087.3 |
|
4.250 |
1,066.3 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,130.2 |
1,131.0 |
| PP |
1,128.9 |
1,130.5 |
| S1 |
1,127.6 |
1,130.0 |
|