| 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 |
1,943.50 |
1,970.25 |
26.75 |
1.4% |
1,909.00 |
| High |
1,973.00 |
1,989.00 |
16.00 |
0.8% |
1,982.75 |
| Low |
1,935.25 |
1,962.75 |
27.50 |
1.4% |
1,906.50 |
| Close |
1,970.00 |
1,988.00 |
18.00 |
0.9% |
1,950.25 |
| Range |
37.75 |
26.25 |
-11.50 |
-30.5% |
76.25 |
| ATR |
41.24 |
40.17 |
-1.07 |
-2.6% |
0.00 |
| Volume |
2,035,624 |
1,644,800 |
-390,824 |
-19.2% |
2,898,622 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.75 |
2,049.50 |
2,002.50 |
|
| R3 |
2,032.50 |
2,023.25 |
1,995.25 |
|
| R2 |
2,006.25 |
2,006.25 |
1,992.75 |
|
| R1 |
1,997.00 |
1,997.00 |
1,990.50 |
2,001.50 |
| PP |
1,980.00 |
1,980.00 |
1,980.00 |
1,982.25 |
| S1 |
1,970.75 |
1,970.75 |
1,985.50 |
1,975.50 |
| S2 |
1,953.75 |
1,953.75 |
1,983.25 |
|
| S3 |
1,927.50 |
1,944.50 |
1,980.75 |
|
| S4 |
1,901.25 |
1,918.25 |
1,973.50 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.25 |
2,139.00 |
1,992.25 |
|
| R3 |
2,099.00 |
2,062.75 |
1,971.25 |
|
| R2 |
2,022.75 |
2,022.75 |
1,964.25 |
|
| R1 |
1,986.50 |
1,986.50 |
1,957.25 |
2,004.50 |
| PP |
1,946.50 |
1,946.50 |
1,946.50 |
1,955.50 |
| S1 |
1,910.25 |
1,910.25 |
1,943.25 |
1,928.50 |
| S2 |
1,870.25 |
1,870.25 |
1,936.25 |
|
| S3 |
1,794.00 |
1,834.00 |
1,929.25 |
|
| S4 |
1,717.75 |
1,757.75 |
1,908.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,989.00 |
1,919.00 |
70.00 |
3.5% |
31.00 |
1.6% |
99% |
True |
False |
1,557,793 |
| 10 |
1,989.00 |
1,899.00 |
90.00 |
4.5% |
37.75 |
1.9% |
99% |
True |
False |
827,678 |
| 20 |
2,089.75 |
1,823.00 |
266.75 |
13.4% |
50.75 |
2.6% |
62% |
False |
False |
425,282 |
| 40 |
2,106.00 |
1,823.00 |
283.00 |
14.2% |
36.50 |
1.8% |
58% |
False |
False |
214,854 |
| 60 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
31.75 |
1.6% |
56% |
False |
False |
144,126 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
28.50 |
1.4% |
56% |
False |
False |
108,358 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
26.25 |
1.3% |
56% |
False |
False |
86,751 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
25.00 |
1.3% |
56% |
False |
False |
72,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,100.50 |
|
2.618 |
2,057.75 |
|
1.618 |
2,031.50 |
|
1.000 |
2,015.25 |
|
0.618 |
2,005.25 |
|
HIGH |
1,989.00 |
|
0.618 |
1,979.00 |
|
0.500 |
1,976.00 |
|
0.382 |
1,972.75 |
|
LOW |
1,962.75 |
|
0.618 |
1,946.50 |
|
1.000 |
1,936.50 |
|
1.618 |
1,920.25 |
|
2.618 |
1,894.00 |
|
4.250 |
1,851.25 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,984.00 |
1,979.50 |
| PP |
1,980.00 |
1,970.75 |
| S1 |
1,976.00 |
1,962.00 |
|