| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
9,885.0 |
9,991.0 |
106.0 |
1.1% |
10,172.0 |
| High |
10,000.5 |
10,019.0 |
18.5 |
0.2% |
10,338.0 |
| Low |
9,782.0 |
9,557.5 |
-224.5 |
-2.3% |
9,857.0 |
| Close |
9,969.5 |
9,569.0 |
-400.5 |
-4.0% |
9,909.0 |
| Range |
218.5 |
461.5 |
243.0 |
111.2% |
481.0 |
| ATR |
258.1 |
272.6 |
14.5 |
5.6% |
0.0 |
| Volume |
152,949 |
111,571 |
-41,378 |
-27.1% |
452,324 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,099.7 |
10,795.8 |
9,822.8 |
|
| R3 |
10,638.2 |
10,334.3 |
9,695.9 |
|
| R2 |
10,176.7 |
10,176.7 |
9,653.6 |
|
| R1 |
9,872.8 |
9,872.8 |
9,611.3 |
9,794.0 |
| PP |
9,715.2 |
9,715.2 |
9,715.2 |
9,675.8 |
| S1 |
9,411.3 |
9,411.3 |
9,526.7 |
9,332.5 |
| S2 |
9,253.7 |
9,253.7 |
9,484.4 |
|
| S3 |
8,792.2 |
8,949.8 |
9,442.1 |
|
| S4 |
8,330.7 |
8,488.3 |
9,315.2 |
|
|
| 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 |
9,557.5 |
780.5 |
8.2% |
281.3 |
2.9% |
1% |
False |
True |
114,873 |
| 10 |
10,521.5 |
9,557.5 |
964.0 |
10.1% |
244.6 |
2.6% |
1% |
False |
True |
78,837 |
| 20 |
10,521.5 |
9,557.5 |
964.0 |
10.1% |
246.6 |
2.6% |
1% |
False |
True |
40,501 |
| 40 |
11,670.5 |
9,320.0 |
2,350.5 |
24.6% |
232.9 |
2.4% |
11% |
False |
False |
20,628 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
26.0% |
216.8 |
2.3% |
10% |
False |
False |
13,837 |
| 80 |
11,811.0 |
9,320.0 |
2,491.0 |
26.0% |
219.3 |
2.3% |
10% |
False |
False |
10,476 |
| 100 |
11,900.5 |
9,320.0 |
2,580.5 |
27.0% |
211.9 |
2.2% |
10% |
False |
False |
8,389 |
| 120 |
12,421.0 |
9,320.0 |
3,101.0 |
32.4% |
203.5 |
2.1% |
8% |
False |
False |
7,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,980.4 |
|
2.618 |
11,227.2 |
|
1.618 |
10,765.7 |
|
1.000 |
10,480.5 |
|
0.618 |
10,304.2 |
|
HIGH |
10,019.0 |
|
0.618 |
9,842.7 |
|
0.500 |
9,788.3 |
|
0.382 |
9,733.8 |
|
LOW |
9,557.5 |
|
0.618 |
9,272.3 |
|
1.000 |
9,096.0 |
|
1.618 |
8,810.8 |
|
2.618 |
8,349.3 |
|
4.250 |
7,596.1 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,788.3 |
9,888.3 |
| PP |
9,715.2 |
9,781.8 |
| S1 |
9,642.1 |
9,675.4 |
|