| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
10,200.5 |
9,885.0 |
-315.5 |
-3.1% |
10,172.0 |
| High |
10,219.0 |
10,000.5 |
-218.5 |
-2.1% |
10,338.0 |
| Low |
9,857.0 |
9,782.0 |
-75.0 |
-0.8% |
9,857.0 |
| Close |
9,909.0 |
9,969.5 |
60.5 |
0.6% |
9,909.0 |
| Range |
362.0 |
218.5 |
-143.5 |
-39.6% |
481.0 |
| ATR |
261.1 |
258.1 |
-3.0 |
-1.2% |
0.0 |
| Volume |
106,925 |
152,949 |
46,024 |
43.0% |
452,324 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,572.8 |
10,489.7 |
10,089.7 |
|
| R3 |
10,354.3 |
10,271.2 |
10,029.6 |
|
| R2 |
10,135.8 |
10,135.8 |
10,009.6 |
|
| R1 |
10,052.7 |
10,052.7 |
9,989.5 |
10,094.3 |
| PP |
9,917.3 |
9,917.3 |
9,917.3 |
9,938.1 |
| S1 |
9,834.2 |
9,834.2 |
9,949.5 |
9,875.8 |
| S2 |
9,698.8 |
9,698.8 |
9,929.4 |
|
| S3 |
9,480.3 |
9,615.7 |
9,909.4 |
|
| S4 |
9,261.8 |
9,397.2 |
9,849.3 |
|
|
| 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 |
9,782.0 |
556.0 |
5.6% |
226.9 |
2.3% |
34% |
False |
True |
104,711 |
| 10 |
10,521.5 |
9,782.0 |
739.5 |
7.4% |
226.2 |
2.3% |
25% |
False |
True |
68,202 |
| 20 |
10,521.5 |
9,320.0 |
1,201.5 |
12.1% |
254.2 |
2.5% |
54% |
False |
False |
35,129 |
| 40 |
11,670.5 |
9,320.0 |
2,350.5 |
23.6% |
228.0 |
2.3% |
28% |
False |
False |
17,855 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
25.0% |
216.1 |
2.2% |
26% |
False |
False |
11,985 |
| 80 |
11,811.0 |
9,320.0 |
2,491.0 |
25.0% |
214.8 |
2.2% |
26% |
False |
False |
9,081 |
| 100 |
11,900.5 |
9,320.0 |
2,580.5 |
25.9% |
208.8 |
2.1% |
25% |
False |
False |
7,275 |
| 120 |
12,421.0 |
9,320.0 |
3,101.0 |
31.1% |
201.4 |
2.0% |
21% |
False |
False |
6,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,929.1 |
|
2.618 |
10,572.5 |
|
1.618 |
10,354.0 |
|
1.000 |
10,219.0 |
|
0.618 |
10,135.5 |
|
HIGH |
10,000.5 |
|
0.618 |
9,917.0 |
|
0.500 |
9,891.3 |
|
0.382 |
9,865.5 |
|
LOW |
9,782.0 |
|
0.618 |
9,647.0 |
|
1.000 |
9,563.5 |
|
1.618 |
9,428.5 |
|
2.618 |
9,210.0 |
|
4.250 |
8,853.4 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,943.4 |
10,052.8 |
| PP |
9,917.3 |
10,025.0 |
| S1 |
9,891.3 |
9,997.3 |
|