| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
3,176.0 |
3,211.0 |
35.0 |
1.1% |
3,193.0 |
| High |
3,216.0 |
3,250.0 |
34.0 |
1.1% |
3,315.0 |
| Low |
3,145.0 |
3,207.0 |
62.0 |
2.0% |
3,169.0 |
| Close |
3,201.0 |
3,243.0 |
42.0 |
1.3% |
3,182.0 |
| Range |
71.0 |
43.0 |
-28.0 |
-39.4% |
146.0 |
| ATR |
85.0 |
82.4 |
-2.6 |
-3.0% |
0.0 |
| Volume |
1,406,189 |
889,530 |
-516,659 |
-36.7% |
2,500,726 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,362.3 |
3,345.7 |
3,266.7 |
|
| R3 |
3,319.3 |
3,302.7 |
3,254.8 |
|
| R2 |
3,276.3 |
3,276.3 |
3,250.9 |
|
| R1 |
3,259.7 |
3,259.7 |
3,246.9 |
3,268.0 |
| PP |
3,233.3 |
3,233.3 |
3,233.3 |
3,237.5 |
| S1 |
3,216.7 |
3,216.7 |
3,239.1 |
3,225.0 |
| S2 |
3,190.3 |
3,190.3 |
3,235.1 |
|
| S3 |
3,147.3 |
3,173.7 |
3,231.2 |
|
| S4 |
3,104.3 |
3,130.7 |
3,219.4 |
|
|
| 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 |
3,255.0 |
3,145.0 |
110.0 |
3.4% |
57.0 |
1.8% |
89% |
False |
False |
1,199,943 |
| 10 |
3,315.0 |
3,140.0 |
175.0 |
5.4% |
70.5 |
2.2% |
59% |
False |
False |
671,527 |
| 20 |
3,469.0 |
2,950.0 |
519.0 |
16.0% |
86.3 |
2.7% |
56% |
False |
False |
341,536 |
| 40 |
3,677.0 |
2,950.0 |
727.0 |
22.4% |
71.0 |
2.2% |
40% |
False |
False |
171,265 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.1% |
70.6 |
2.2% |
39% |
False |
False |
114,843 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.1% |
68.4 |
2.1% |
39% |
False |
False |
86,935 |
| 100 |
3,706.0 |
2,950.0 |
756.0 |
23.3% |
64.5 |
2.0% |
39% |
False |
False |
69,604 |
| 120 |
3,740.0 |
2,950.0 |
790.0 |
24.4% |
57.7 |
1.8% |
37% |
False |
False |
58,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,432.8 |
|
2.618 |
3,362.6 |
|
1.618 |
3,319.6 |
|
1.000 |
3,293.0 |
|
0.618 |
3,276.6 |
|
HIGH |
3,250.0 |
|
0.618 |
3,233.6 |
|
0.500 |
3,228.5 |
|
0.382 |
3,223.4 |
|
LOW |
3,207.0 |
|
0.618 |
3,180.4 |
|
1.000 |
3,164.0 |
|
1.618 |
3,137.4 |
|
2.618 |
3,094.4 |
|
4.250 |
3,024.3 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,238.2 |
3,227.8 |
| PP |
3,233.3 |
3,212.7 |
| S1 |
3,228.5 |
3,197.5 |
|