| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
10,276.5 |
10,200.5 |
-76.0 |
-0.7% |
10,172.0 |
| High |
10,323.5 |
10,219.0 |
-104.5 |
-1.0% |
10,338.0 |
| Low |
10,126.5 |
9,857.0 |
-269.5 |
-2.7% |
9,857.0 |
| Close |
10,243.5 |
9,909.0 |
-334.5 |
-3.3% |
9,909.0 |
| Range |
197.0 |
362.0 |
165.0 |
83.8% |
481.0 |
| ATR |
251.5 |
261.1 |
9.6 |
3.8% |
0.0 |
| Volume |
155,173 |
106,925 |
-48,248 |
-31.1% |
452,324 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,081.0 |
10,857.0 |
10,108.1 |
|
| R3 |
10,719.0 |
10,495.0 |
10,008.6 |
|
| R2 |
10,357.0 |
10,357.0 |
9,975.4 |
|
| R1 |
10,133.0 |
10,133.0 |
9,942.2 |
10,064.0 |
| PP |
9,995.0 |
9,995.0 |
9,995.0 |
9,960.5 |
| S1 |
9,771.0 |
9,771.0 |
9,875.8 |
9,702.0 |
| S2 |
9,633.0 |
9,633.0 |
9,842.6 |
|
| S3 |
9,271.0 |
9,409.0 |
9,809.5 |
|
| S4 |
8,909.0 |
9,047.0 |
9,709.9 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,477.7 |
11,174.3 |
10,173.6 |
|
| R3 |
10,996.7 |
10,693.3 |
10,041.3 |
|
| R2 |
10,515.7 |
10,515.7 |
9,997.2 |
|
| R1 |
10,212.3 |
10,212.3 |
9,953.1 |
10,123.5 |
| PP |
10,034.7 |
10,034.7 |
10,034.7 |
9,990.3 |
| S1 |
9,731.3 |
9,731.3 |
9,864.9 |
9,642.5 |
| S2 |
9,553.7 |
9,553.7 |
9,820.8 |
|
| S3 |
9,072.7 |
9,250.3 |
9,776.7 |
|
| S4 |
8,591.7 |
8,769.3 |
9,644.5 |
|
|
| 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 |
9,857.0 |
481.0 |
4.9% |
212.0 |
2.1% |
11% |
False |
True |
90,464 |
| 10 |
10,521.5 |
9,857.0 |
664.5 |
6.7% |
228.9 |
2.3% |
8% |
False |
True |
53,198 |
| 20 |
10,521.5 |
9,320.0 |
1,201.5 |
12.1% |
265.6 |
2.7% |
49% |
False |
False |
27,657 |
| 40 |
11,670.5 |
9,320.0 |
2,350.5 |
23.7% |
229.0 |
2.3% |
25% |
False |
False |
14,037 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
25.1% |
215.3 |
2.2% |
24% |
False |
False |
9,439 |
| 80 |
11,811.0 |
9,320.0 |
2,491.0 |
25.1% |
214.8 |
2.2% |
24% |
False |
False |
7,170 |
| 100 |
11,900.5 |
9,320.0 |
2,580.5 |
26.0% |
211.3 |
2.1% |
23% |
False |
False |
5,746 |
| 120 |
12,421.0 |
9,320.0 |
3,101.0 |
31.3% |
199.6 |
2.0% |
19% |
False |
False |
4,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,757.5 |
|
2.618 |
11,166.7 |
|
1.618 |
10,804.7 |
|
1.000 |
10,581.0 |
|
0.618 |
10,442.7 |
|
HIGH |
10,219.0 |
|
0.618 |
10,080.7 |
|
0.500 |
10,038.0 |
|
0.382 |
9,995.3 |
|
LOW |
9,857.0 |
|
0.618 |
9,633.3 |
|
1.000 |
9,495.0 |
|
1.618 |
9,271.3 |
|
2.618 |
8,909.3 |
|
4.250 |
8,318.5 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,038.0 |
10,097.5 |
| PP |
9,995.0 |
10,034.7 |
| S1 |
9,952.0 |
9,971.8 |
|