| 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 |
10,180.0 |
10,224.0 |
44.0 |
0.4% |
10,145.5 |
| High |
10,258.5 |
10,338.0 |
79.5 |
0.8% |
10,521.5 |
| Low |
10,069.0 |
10,170.5 |
101.5 |
1.0% |
10,077.0 |
| Close |
10,211.5 |
10,237.5 |
26.0 |
0.3% |
10,138.5 |
| Range |
189.5 |
167.5 |
-22.0 |
-11.6% |
444.5 |
| ATR |
262.4 |
255.7 |
-6.8 |
-2.6% |
0.0 |
| Volume |
60,762 |
47,748 |
-13,014 |
-21.4% |
76,754 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,751.2 |
10,661.8 |
10,329.6 |
|
| R3 |
10,583.7 |
10,494.3 |
10,283.6 |
|
| R2 |
10,416.2 |
10,416.2 |
10,268.2 |
|
| R1 |
10,326.8 |
10,326.8 |
10,252.9 |
10,371.5 |
| PP |
10,248.7 |
10,248.7 |
10,248.7 |
10,271.0 |
| S1 |
10,159.3 |
10,159.3 |
10,222.1 |
10,204.0 |
| S2 |
10,081.2 |
10,081.2 |
10,206.8 |
|
| S3 |
9,913.7 |
9,991.8 |
10,191.4 |
|
| S4 |
9,746.2 |
9,824.3 |
10,145.4 |
|
|
| 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 |
10,338.0 |
10,069.0 |
269.0 |
2.6% |
169.1 |
1.7% |
63% |
True |
False |
48,609 |
| 10 |
10,521.5 |
9,960.0 |
561.5 |
5.5% |
212.9 |
2.1% |
49% |
False |
False |
27,187 |
| 20 |
10,855.0 |
9,320.0 |
1,535.0 |
15.0% |
263.5 |
2.6% |
60% |
False |
False |
14,610 |
| 40 |
11,670.5 |
9,320.0 |
2,350.5 |
23.0% |
221.5 |
2.2% |
39% |
False |
False |
7,507 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.3% |
213.1 |
2.1% |
37% |
False |
False |
5,087 |
| 80 |
11,811.0 |
9,320.0 |
2,491.0 |
24.3% |
211.2 |
2.1% |
37% |
False |
False |
3,894 |
| 100 |
12,080.0 |
9,320.0 |
2,760.0 |
27.0% |
210.3 |
2.1% |
33% |
False |
False |
3,126 |
| 120 |
12,421.0 |
9,320.0 |
3,101.0 |
30.3% |
195.0 |
1.9% |
30% |
False |
False |
2,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,049.9 |
|
2.618 |
10,776.5 |
|
1.618 |
10,609.0 |
|
1.000 |
10,505.5 |
|
0.618 |
10,441.5 |
|
HIGH |
10,338.0 |
|
0.618 |
10,274.0 |
|
0.500 |
10,254.3 |
|
0.382 |
10,234.5 |
|
LOW |
10,170.5 |
|
0.618 |
10,067.0 |
|
1.000 |
10,003.0 |
|
1.618 |
9,899.5 |
|
2.618 |
9,732.0 |
|
4.250 |
9,458.6 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,254.3 |
10,226.2 |
| PP |
10,248.7 |
10,214.8 |
| S1 |
10,243.1 |
10,203.5 |
|