| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,161.0 |
1,159.9 |
-1.1 |
-0.1% |
1,155.8 |
| High |
1,173.7 |
1,159.9 |
-13.8 |
-1.2% |
1,190.0 |
| Low |
1,151.0 |
1,130.4 |
-20.6 |
-1.8% |
1,141.5 |
| Close |
1,159.7 |
1,139.1 |
-20.6 |
-1.8% |
1,162.1 |
| Range |
22.7 |
29.5 |
6.8 |
30.0% |
48.5 |
| ATR |
21.1 |
21.7 |
0.6 |
2.8% |
0.0 |
| Volume |
100,082 |
104,188 |
4,106 |
4.1% |
704,032 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.8 |
1,214.8 |
1,155.3 |
|
| R3 |
1,202.3 |
1,185.3 |
1,147.3 |
|
| R2 |
1,172.8 |
1,172.8 |
1,144.5 |
|
| R1 |
1,155.8 |
1,155.8 |
1,141.8 |
1,149.5 |
| PP |
1,143.3 |
1,143.3 |
1,143.3 |
1,140.0 |
| S1 |
1,126.3 |
1,126.3 |
1,136.5 |
1,120.0 |
| S2 |
1,113.8 |
1,113.8 |
1,133.8 |
|
| S3 |
1,084.3 |
1,096.8 |
1,131.0 |
|
| S4 |
1,054.8 |
1,067.3 |
1,123.0 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.0 |
1,284.5 |
1,188.8 |
|
| R3 |
1,261.5 |
1,236.0 |
1,175.5 |
|
| R2 |
1,213.0 |
1,213.0 |
1,171.0 |
|
| R1 |
1,187.5 |
1,187.5 |
1,166.5 |
1,200.3 |
| PP |
1,164.5 |
1,164.5 |
1,164.5 |
1,171.0 |
| S1 |
1,139.0 |
1,139.0 |
1,157.8 |
1,151.8 |
| S2 |
1,116.0 |
1,116.0 |
1,153.3 |
|
| S3 |
1,067.5 |
1,090.5 |
1,148.8 |
|
| S4 |
1,019.0 |
1,042.0 |
1,135.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,190.0 |
1,130.4 |
59.6 |
5.2% |
22.3 |
2.0% |
15% |
False |
True |
121,344 |
| 10 |
1,190.0 |
1,130.4 |
59.6 |
5.2% |
21.8 |
1.9% |
15% |
False |
True |
117,183 |
| 20 |
1,190.0 |
1,095.0 |
95.0 |
8.3% |
21.8 |
1.9% |
46% |
False |
False |
59,043 |
| 40 |
1,237.6 |
1,077.0 |
160.6 |
14.1% |
19.0 |
1.7% |
39% |
False |
False |
29,611 |
| 60 |
1,264.7 |
1,077.0 |
187.7 |
16.5% |
13.5 |
1.2% |
33% |
False |
False |
19,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,285.3 |
|
2.618 |
1,237.3 |
|
1.618 |
1,207.8 |
|
1.000 |
1,189.5 |
|
0.618 |
1,178.3 |
|
HIGH |
1,160.0 |
|
0.618 |
1,148.8 |
|
0.500 |
1,145.3 |
|
0.382 |
1,141.8 |
|
LOW |
1,130.5 |
|
0.618 |
1,112.3 |
|
1.000 |
1,101.0 |
|
1.618 |
1,082.8 |
|
2.618 |
1,053.3 |
|
4.250 |
1,005.0 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,145.3 |
1,153.5 |
| PP |
1,143.3 |
1,148.8 |
| S1 |
1,141.0 |
1,143.8 |
|