| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
10,224.0 |
10,276.5 |
52.5 |
0.5% |
10,145.5 |
| High |
10,338.0 |
10,323.5 |
-14.5 |
-0.1% |
10,521.5 |
| Low |
10,170.5 |
10,126.5 |
-44.0 |
-0.4% |
10,077.0 |
| Close |
10,237.5 |
10,243.5 |
6.0 |
0.1% |
10,138.5 |
| Range |
167.5 |
197.0 |
29.5 |
17.6% |
444.5 |
| ATR |
255.7 |
251.5 |
-4.2 |
-1.6% |
0.0 |
| Volume |
47,748 |
155,173 |
107,425 |
225.0% |
76,754 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,822.2 |
10,729.8 |
10,351.9 |
|
| R3 |
10,625.2 |
10,532.8 |
10,297.7 |
|
| R2 |
10,428.2 |
10,428.2 |
10,279.6 |
|
| R1 |
10,335.8 |
10,335.8 |
10,261.6 |
10,283.5 |
| PP |
10,231.2 |
10,231.2 |
10,231.2 |
10,205.0 |
| S1 |
10,138.8 |
10,138.8 |
10,225.4 |
10,086.5 |
| S2 |
10,034.2 |
10,034.2 |
10,207.4 |
|
| S3 |
9,837.2 |
9,941.8 |
10,189.3 |
|
| S4 |
9,640.2 |
9,744.8 |
10,135.2 |
|
|
| 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% |
174.8 |
1.7% |
65% |
False |
False |
76,845 |
| 10 |
10,521.5 |
9,960.0 |
561.5 |
5.5% |
217.1 |
2.1% |
50% |
False |
False |
42,603 |
| 20 |
10,651.0 |
9,320.0 |
1,331.0 |
13.0% |
264.6 |
2.6% |
69% |
False |
False |
22,350 |
| 40 |
11,670.5 |
9,320.0 |
2,350.5 |
22.9% |
224.0 |
2.2% |
39% |
False |
False |
11,383 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.3% |
213.0 |
2.1% |
37% |
False |
False |
7,662 |
| 80 |
11,811.0 |
9,320.0 |
2,491.0 |
24.3% |
211.6 |
2.1% |
37% |
False |
False |
5,833 |
| 100 |
12,025.0 |
9,320.0 |
2,705.0 |
26.4% |
209.6 |
2.0% |
34% |
False |
False |
4,677 |
| 120 |
12,421.0 |
9,320.0 |
3,101.0 |
30.3% |
196.6 |
1.9% |
30% |
False |
False |
3,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,160.8 |
|
2.618 |
10,839.2 |
|
1.618 |
10,642.2 |
|
1.000 |
10,520.5 |
|
0.618 |
10,445.2 |
|
HIGH |
10,323.5 |
|
0.618 |
10,248.2 |
|
0.500 |
10,225.0 |
|
0.382 |
10,201.8 |
|
LOW |
10,126.5 |
|
0.618 |
10,004.8 |
|
1.000 |
9,929.5 |
|
1.618 |
9,807.8 |
|
2.618 |
9,610.8 |
|
4.250 |
9,289.3 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,237.3 |
10,230.2 |
| PP |
10,231.2 |
10,216.8 |
| S1 |
10,225.0 |
10,203.5 |
|