| 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 |
16,272 |
16,517 |
245 |
1.5% |
16,014 |
| High |
16,541 |
16,672 |
131 |
0.8% |
16,596 |
| Low |
16,205 |
16,466 |
261 |
1.6% |
15,958 |
| Close |
16,520 |
16,664 |
144 |
0.9% |
16,337 |
| Range |
336 |
206 |
-130 |
-38.7% |
638 |
| ATR |
332 |
323 |
-9 |
-2.7% |
0 |
| Volume |
149,660 |
132,834 |
-16,826 |
-11.2% |
179,940 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,219 |
17,147 |
16,777 |
|
| R3 |
17,013 |
16,941 |
16,721 |
|
| R2 |
16,807 |
16,807 |
16,702 |
|
| R1 |
16,735 |
16,735 |
16,683 |
16,771 |
| PP |
16,601 |
16,601 |
16,601 |
16,619 |
| S1 |
16,529 |
16,529 |
16,645 |
16,565 |
| S2 |
16,395 |
16,395 |
16,626 |
|
| S3 |
16,189 |
16,323 |
16,607 |
|
| S4 |
15,983 |
16,117 |
16,551 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,211 |
17,912 |
16,688 |
|
| R3 |
17,573 |
17,274 |
16,513 |
|
| R2 |
16,935 |
16,935 |
16,454 |
|
| R1 |
16,636 |
16,636 |
16,396 |
16,786 |
| PP |
16,297 |
16,297 |
16,297 |
16,372 |
| S1 |
15,998 |
15,998 |
16,279 |
16,148 |
| S2 |
15,659 |
15,659 |
16,220 |
|
| S3 |
15,021 |
15,360 |
16,162 |
|
| S4 |
14,383 |
14,722 |
15,986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,672 |
16,055 |
617 |
3.7% |
259 |
1.6% |
99% |
True |
False |
114,574 |
| 10 |
16,672 |
15,917 |
755 |
4.5% |
313 |
1.9% |
99% |
True |
False |
59,897 |
| 20 |
17,402 |
15,256 |
2,146 |
12.9% |
408 |
2.4% |
66% |
False |
False |
30,370 |
| 40 |
17,741 |
15,256 |
2,485 |
14.9% |
289 |
1.7% |
57% |
False |
False |
15,222 |
| 60 |
18,002 |
15,256 |
2,746 |
16.5% |
240 |
1.4% |
51% |
False |
False |
10,161 |
| 80 |
18,002 |
15,256 |
2,746 |
16.5% |
197 |
1.2% |
51% |
False |
False |
7,623 |
| 100 |
18,149 |
15,256 |
2,893 |
17.4% |
162 |
1.0% |
49% |
False |
False |
6,098 |
| 120 |
18,149 |
15,256 |
2,893 |
17.4% |
137 |
0.8% |
49% |
False |
False |
5,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,548 |
|
2.618 |
17,211 |
|
1.618 |
17,005 |
|
1.000 |
16,878 |
|
0.618 |
16,799 |
|
HIGH |
16,672 |
|
0.618 |
16,593 |
|
0.500 |
16,569 |
|
0.382 |
16,545 |
|
LOW |
16,466 |
|
0.618 |
16,339 |
|
1.000 |
16,260 |
|
1.618 |
16,133 |
|
2.618 |
15,927 |
|
4.250 |
15,591 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,632 |
16,589 |
| PP |
16,601 |
16,514 |
| S1 |
16,569 |
16,439 |
|