| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
10,172.0 |
10,180.0 |
8.0 |
0.1% |
10,145.5 |
| High |
10,225.5 |
10,258.5 |
33.0 |
0.3% |
10,521.5 |
| Low |
10,081.5 |
10,069.0 |
-12.5 |
-0.1% |
10,077.0 |
| Close |
10,166.5 |
10,211.5 |
45.0 |
0.4% |
10,138.5 |
| Range |
144.0 |
189.5 |
45.5 |
31.6% |
444.5 |
| ATR |
268.1 |
262.4 |
-5.6 |
-2.1% |
0.0 |
| Volume |
81,716 |
60,762 |
-20,954 |
-25.6% |
76,754 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,748.2 |
10,669.3 |
10,315.7 |
|
| R3 |
10,558.7 |
10,479.8 |
10,263.6 |
|
| R2 |
10,369.2 |
10,369.2 |
10,246.2 |
|
| R1 |
10,290.3 |
10,290.3 |
10,228.9 |
10,329.8 |
| PP |
10,179.7 |
10,179.7 |
10,179.7 |
10,199.4 |
| S1 |
10,100.8 |
10,100.8 |
10,194.1 |
10,140.3 |
| S2 |
9,990.2 |
9,990.2 |
10,176.8 |
|
| S3 |
9,800.7 |
9,911.3 |
10,159.4 |
|
| S4 |
9,611.2 |
9,721.8 |
10,107.3 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,579.2 |
11,303.3 |
10,383.0 |
|
| R3 |
11,134.7 |
10,858.8 |
10,260.7 |
|
| R2 |
10,690.2 |
10,690.2 |
10,220.0 |
|
| R1 |
10,414.3 |
10,414.3 |
10,179.2 |
10,330.0 |
| PP |
10,245.7 |
10,245.7 |
10,245.7 |
10,203.5 |
| S1 |
9,969.8 |
9,969.8 |
10,097.8 |
9,885.5 |
| S2 |
9,801.2 |
9,801.2 |
10,057.0 |
|
| S3 |
9,356.7 |
9,525.3 |
10,016.3 |
|
| S4 |
8,912.2 |
9,080.8 |
9,894.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,521.5 |
10,069.0 |
452.5 |
4.4% |
207.9 |
2.0% |
31% |
False |
True |
42,802 |
| 10 |
10,521.5 |
9,888.0 |
633.5 |
6.2% |
218.4 |
2.1% |
51% |
False |
False |
22,797 |
| 20 |
10,985.5 |
9,320.0 |
1,665.5 |
16.3% |
260.1 |
2.5% |
54% |
False |
False |
12,237 |
| 40 |
11,785.0 |
9,320.0 |
2,465.0 |
24.1% |
222.5 |
2.2% |
36% |
False |
False |
6,318 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.4% |
212.3 |
2.1% |
36% |
False |
False |
4,298 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.3% |
212.8 |
2.1% |
35% |
False |
False |
3,298 |
| 100 |
12,080.0 |
9,320.0 |
2,760.0 |
27.0% |
209.7 |
2.1% |
32% |
False |
False |
2,648 |
| 120 |
12,421.0 |
9,320.0 |
3,101.0 |
30.4% |
193.6 |
1.9% |
29% |
False |
False |
2,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,063.9 |
|
2.618 |
10,754.6 |
|
1.618 |
10,565.1 |
|
1.000 |
10,448.0 |
|
0.618 |
10,375.6 |
|
HIGH |
10,258.5 |
|
0.618 |
10,186.1 |
|
0.500 |
10,163.8 |
|
0.382 |
10,141.4 |
|
LOW |
10,069.0 |
|
0.618 |
9,951.9 |
|
1.000 |
9,879.5 |
|
1.618 |
9,762.4 |
|
2.618 |
9,572.9 |
|
4.250 |
9,263.6 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,195.6 |
10,195.6 |
| PP |
10,179.7 |
10,179.7 |
| S1 |
10,163.8 |
10,163.8 |
|