| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
9,991.0 |
9,510.0 |
-481.0 |
-4.8% |
10,172.0 |
| High |
10,019.0 |
9,712.0 |
-307.0 |
-3.1% |
10,338.0 |
| Low |
9,557.5 |
9,483.0 |
-74.5 |
-0.8% |
9,857.0 |
| Close |
9,569.0 |
9,620.5 |
51.5 |
0.5% |
9,909.0 |
| Range |
461.5 |
229.0 |
-232.5 |
-50.4% |
481.0 |
| ATR |
272.6 |
269.5 |
-3.1 |
-1.1% |
0.0 |
| Volume |
111,571 |
149,605 |
38,034 |
34.1% |
452,324 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,292.2 |
10,185.3 |
9,746.5 |
|
| R3 |
10,063.2 |
9,956.3 |
9,683.5 |
|
| R2 |
9,834.2 |
9,834.2 |
9,662.5 |
|
| R1 |
9,727.3 |
9,727.3 |
9,641.5 |
9,780.8 |
| PP |
9,605.2 |
9,605.2 |
9,605.2 |
9,631.9 |
| S1 |
9,498.3 |
9,498.3 |
9,599.5 |
9,551.8 |
| S2 |
9,376.2 |
9,376.2 |
9,578.5 |
|
| S3 |
9,147.2 |
9,269.3 |
9,557.5 |
|
| S4 |
8,918.2 |
9,040.3 |
9,494.6 |
|
|
| 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 |
10,323.5 |
9,483.0 |
840.5 |
8.7% |
293.6 |
3.1% |
16% |
False |
True |
135,244 |
| 10 |
10,338.0 |
9,483.0 |
855.0 |
8.9% |
231.4 |
2.4% |
16% |
False |
True |
91,926 |
| 20 |
10,521.5 |
9,483.0 |
1,038.5 |
10.8% |
234.0 |
2.4% |
13% |
False |
True |
47,951 |
| 40 |
11,670.5 |
9,320.0 |
2,350.5 |
24.4% |
234.5 |
2.4% |
13% |
False |
False |
24,361 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
25.9% |
217.0 |
2.3% |
12% |
False |
False |
16,326 |
| 80 |
11,811.0 |
9,320.0 |
2,491.0 |
25.9% |
219.6 |
2.3% |
12% |
False |
False |
12,345 |
| 100 |
11,900.5 |
9,320.0 |
2,580.5 |
26.8% |
212.4 |
2.2% |
12% |
False |
False |
9,885 |
| 120 |
12,421.0 |
9,320.0 |
3,101.0 |
32.2% |
204.6 |
2.1% |
10% |
False |
False |
8,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,685.3 |
|
2.618 |
10,311.5 |
|
1.618 |
10,082.5 |
|
1.000 |
9,941.0 |
|
0.618 |
9,853.5 |
|
HIGH |
9,712.0 |
|
0.618 |
9,624.5 |
|
0.500 |
9,597.5 |
|
0.382 |
9,570.5 |
|
LOW |
9,483.0 |
|
0.618 |
9,341.5 |
|
1.000 |
9,254.0 |
|
1.618 |
9,112.5 |
|
2.618 |
8,883.5 |
|
4.250 |
8,509.8 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,612.8 |
9,751.0 |
| PP |
9,605.2 |
9,707.5 |
| S1 |
9,597.5 |
9,664.0 |
|