| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
3,211.0 |
3,257.0 |
46.0 |
1.4% |
3,193.0 |
| High |
3,250.0 |
3,286.0 |
36.0 |
1.1% |
3,315.0 |
| Low |
3,207.0 |
3,220.0 |
13.0 |
0.4% |
3,169.0 |
| Close |
3,243.0 |
3,248.0 |
5.0 |
0.2% |
3,182.0 |
| Range |
43.0 |
66.0 |
23.0 |
53.5% |
146.0 |
| ATR |
82.4 |
81.3 |
-1.2 |
-1.4% |
0.0 |
| Volume |
889,530 |
2,069,205 |
1,179,675 |
132.6% |
2,500,726 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,449.3 |
3,414.7 |
3,284.3 |
|
| R3 |
3,383.3 |
3,348.7 |
3,266.2 |
|
| R2 |
3,317.3 |
3,317.3 |
3,260.1 |
|
| R1 |
3,282.7 |
3,282.7 |
3,254.1 |
3,267.0 |
| PP |
3,251.3 |
3,251.3 |
3,251.3 |
3,243.5 |
| S1 |
3,216.7 |
3,216.7 |
3,242.0 |
3,201.0 |
| S2 |
3,185.3 |
3,185.3 |
3,235.9 |
|
| S3 |
3,119.3 |
3,150.7 |
3,229.9 |
|
| S4 |
3,053.3 |
3,084.7 |
3,211.7 |
|
|
| 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 |
3,286.0 |
3,145.0 |
141.0 |
4.3% |
58.4 |
1.8% |
73% |
True |
False |
1,460,992 |
| 10 |
3,315.0 |
3,140.0 |
175.0 |
5.4% |
70.7 |
2.2% |
62% |
False |
False |
877,201 |
| 20 |
3,416.0 |
2,950.0 |
466.0 |
14.3% |
86.9 |
2.7% |
64% |
False |
False |
444,939 |
| 40 |
3,677.0 |
2,950.0 |
727.0 |
22.4% |
71.9 |
2.2% |
41% |
False |
False |
222,818 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.1% |
70.7 |
2.2% |
40% |
False |
False |
149,312 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.1% |
68.4 |
2.1% |
40% |
False |
False |
112,800 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
23.1% |
64.9 |
2.0% |
40% |
False |
False |
90,295 |
| 120 |
3,740.0 |
2,950.0 |
790.0 |
24.3% |
57.8 |
1.8% |
38% |
False |
False |
75,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,566.5 |
|
2.618 |
3,458.8 |
|
1.618 |
3,392.8 |
|
1.000 |
3,352.0 |
|
0.618 |
3,326.8 |
|
HIGH |
3,286.0 |
|
0.618 |
3,260.8 |
|
0.500 |
3,253.0 |
|
0.382 |
3,245.2 |
|
LOW |
3,220.0 |
|
0.618 |
3,179.2 |
|
1.000 |
3,154.0 |
|
1.618 |
3,113.2 |
|
2.618 |
3,047.2 |
|
4.250 |
2,939.5 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,253.0 |
3,237.2 |
| PP |
3,251.3 |
3,226.3 |
| S1 |
3,249.7 |
3,215.5 |
|