| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
3,200.0 |
3,176.0 |
-24.0 |
-0.8% |
3,193.0 |
| High |
3,209.0 |
3,216.0 |
7.0 |
0.2% |
3,315.0 |
| Low |
3,155.0 |
3,145.0 |
-10.0 |
-0.3% |
3,169.0 |
| Close |
3,176.0 |
3,201.0 |
25.0 |
0.8% |
3,182.0 |
| Range |
54.0 |
71.0 |
17.0 |
31.5% |
146.0 |
| ATR |
86.1 |
85.0 |
-1.1 |
-1.3% |
0.0 |
| Volume |
1,849,839 |
1,406,189 |
-443,650 |
-24.0% |
2,500,726 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,400.3 |
3,371.7 |
3,240.1 |
|
| R3 |
3,329.3 |
3,300.7 |
3,220.5 |
|
| R2 |
3,258.3 |
3,258.3 |
3,214.0 |
|
| R1 |
3,229.7 |
3,229.7 |
3,207.5 |
3,244.0 |
| PP |
3,187.3 |
3,187.3 |
3,187.3 |
3,194.5 |
| S1 |
3,158.7 |
3,158.7 |
3,194.5 |
3,173.0 |
| S2 |
3,116.3 |
3,116.3 |
3,188.0 |
|
| S3 |
3,045.3 |
3,087.7 |
3,181.5 |
|
| S4 |
2,974.3 |
3,016.7 |
3,162.0 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,660.0 |
3,567.0 |
3,262.3 |
|
| R3 |
3,514.0 |
3,421.0 |
3,222.2 |
|
| R2 |
3,368.0 |
3,368.0 |
3,208.8 |
|
| R1 |
3,275.0 |
3,275.0 |
3,195.4 |
3,248.5 |
| PP |
3,222.0 |
3,222.0 |
3,222.0 |
3,208.8 |
| S1 |
3,129.0 |
3,129.0 |
3,168.6 |
3,102.5 |
| S2 |
3,076.0 |
3,076.0 |
3,155.2 |
|
| S3 |
2,930.0 |
2,983.0 |
3,141.9 |
|
| S4 |
2,784.0 |
2,837.0 |
3,101.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,315.0 |
3,145.0 |
170.0 |
5.3% |
69.6 |
2.2% |
33% |
False |
True |
1,102,898 |
| 10 |
3,315.0 |
3,134.0 |
181.0 |
5.7% |
74.3 |
2.3% |
37% |
False |
False |
583,437 |
| 20 |
3,501.0 |
2,950.0 |
551.0 |
17.2% |
85.8 |
2.7% |
46% |
False |
False |
297,067 |
| 40 |
3,683.0 |
2,950.0 |
733.0 |
22.9% |
71.3 |
2.2% |
34% |
False |
False |
149,033 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.4% |
70.7 |
2.2% |
34% |
False |
False |
100,868 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.4% |
68.2 |
2.1% |
34% |
False |
False |
75,823 |
| 100 |
3,706.0 |
2,950.0 |
756.0 |
23.6% |
64.2 |
2.0% |
33% |
False |
False |
60,711 |
| 120 |
3,740.0 |
2,950.0 |
790.0 |
24.7% |
57.4 |
1.8% |
32% |
False |
False |
50,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,517.8 |
|
2.618 |
3,401.9 |
|
1.618 |
3,330.9 |
|
1.000 |
3,287.0 |
|
0.618 |
3,259.9 |
|
HIGH |
3,216.0 |
|
0.618 |
3,188.9 |
|
0.500 |
3,180.5 |
|
0.382 |
3,172.1 |
|
LOW |
3,145.0 |
|
0.618 |
3,101.1 |
|
1.000 |
3,074.0 |
|
1.618 |
3,030.1 |
|
2.618 |
2,959.1 |
|
4.250 |
2,843.3 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,194.2 |
3,196.0 |
| PP |
3,187.3 |
3,191.0 |
| S1 |
3,180.5 |
3,186.0 |
|