| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
16,555 |
16,315 |
-240 |
-1.4% |
16,349 |
| High |
16,604 |
16,476 |
-128 |
-0.8% |
16,837 |
| Low |
16,235 |
16,227 |
-8 |
0.0% |
16,205 |
| Close |
16,318 |
16,456 |
138 |
0.8% |
16,318 |
| Range |
369 |
249 |
-120 |
-32.5% |
632 |
| ATR |
326 |
321 |
-6 |
-1.7% |
0 |
| Volume |
227,179 |
171,597 |
-55,582 |
-24.5% |
864,113 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,133 |
17,044 |
16,593 |
|
| R3 |
16,884 |
16,795 |
16,525 |
|
| R2 |
16,635 |
16,635 |
16,502 |
|
| R1 |
16,546 |
16,546 |
16,479 |
16,591 |
| PP |
16,386 |
16,386 |
16,386 |
16,409 |
| S1 |
16,297 |
16,297 |
16,433 |
16,342 |
| S2 |
16,137 |
16,137 |
16,410 |
|
| S3 |
15,888 |
16,048 |
16,388 |
|
| S4 |
15,639 |
15,799 |
16,319 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,349 |
17,966 |
16,666 |
|
| R3 |
17,717 |
17,334 |
16,492 |
|
| R2 |
17,085 |
17,085 |
16,434 |
|
| R1 |
16,702 |
16,702 |
16,376 |
16,578 |
| PP |
16,453 |
16,453 |
16,453 |
16,391 |
| S1 |
16,070 |
16,070 |
16,260 |
15,946 |
| S2 |
15,821 |
15,821 |
16,202 |
|
| S3 |
15,189 |
15,438 |
16,144 |
|
| S4 |
14,557 |
14,806 |
15,971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,837 |
16,205 |
632 |
3.8% |
296 |
1.8% |
40% |
False |
False |
181,264 |
| 10 |
16,837 |
15,958 |
879 |
5.3% |
315 |
1.9% |
57% |
False |
False |
121,565 |
| 20 |
16,837 |
15,256 |
1,581 |
9.6% |
398 |
2.4% |
76% |
False |
False |
61,495 |
| 40 |
17,635 |
15,256 |
2,379 |
14.5% |
301 |
1.8% |
50% |
False |
False |
30,816 |
| 60 |
17,979 |
15,256 |
2,723 |
16.5% |
249 |
1.5% |
44% |
False |
False |
20,555 |
| 80 |
18,002 |
15,256 |
2,746 |
16.7% |
206 |
1.3% |
44% |
False |
False |
15,420 |
| 100 |
18,149 |
15,256 |
2,893 |
17.6% |
171 |
1.0% |
41% |
False |
False |
12,337 |
| 120 |
18,149 |
15,256 |
2,893 |
17.6% |
144 |
0.9% |
41% |
False |
False |
10,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,534 |
|
2.618 |
17,128 |
|
1.618 |
16,879 |
|
1.000 |
16,725 |
|
0.618 |
16,630 |
|
HIGH |
16,476 |
|
0.618 |
16,381 |
|
0.500 |
16,352 |
|
0.382 |
16,322 |
|
LOW |
16,227 |
|
0.618 |
16,073 |
|
1.000 |
15,978 |
|
1.618 |
15,824 |
|
2.618 |
15,575 |
|
4.250 |
15,169 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,421 |
16,532 |
| PP |
16,386 |
16,507 |
| S1 |
16,352 |
16,481 |
|