| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
3,235.0 |
3,142.0 |
-93.0 |
-2.9% |
3,200.0 |
| High |
3,236.0 |
3,189.0 |
-47.0 |
-1.5% |
3,286.0 |
| Low |
3,126.0 |
3,130.0 |
4.0 |
0.1% |
3,126.0 |
| Close |
3,142.0 |
3,178.0 |
36.0 |
1.1% |
3,142.0 |
| Range |
110.0 |
59.0 |
-51.0 |
-46.4% |
160.0 |
| ATR |
84.2 |
82.4 |
-1.8 |
-2.1% |
0.0 |
| Volume |
892,482 |
1,467,793 |
575,311 |
64.5% |
7,107,245 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,342.7 |
3,319.3 |
3,210.5 |
|
| R3 |
3,283.7 |
3,260.3 |
3,194.2 |
|
| R2 |
3,224.7 |
3,224.7 |
3,188.8 |
|
| R1 |
3,201.3 |
3,201.3 |
3,183.4 |
3,213.0 |
| PP |
3,165.7 |
3,165.7 |
3,165.7 |
3,171.5 |
| S1 |
3,142.3 |
3,142.3 |
3,172.6 |
3,154.0 |
| S2 |
3,106.7 |
3,106.7 |
3,167.2 |
|
| S3 |
3,047.7 |
3,083.3 |
3,161.8 |
|
| S4 |
2,988.7 |
3,024.3 |
3,145.6 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,664.7 |
3,563.3 |
3,230.0 |
|
| R3 |
3,504.7 |
3,403.3 |
3,186.0 |
|
| R2 |
3,344.7 |
3,344.7 |
3,171.3 |
|
| R1 |
3,243.3 |
3,243.3 |
3,156.7 |
3,214.0 |
| PP |
3,184.7 |
3,184.7 |
3,184.7 |
3,170.0 |
| S1 |
3,083.3 |
3,083.3 |
3,127.3 |
3,054.0 |
| S2 |
3,024.7 |
3,024.7 |
3,112.7 |
|
| S3 |
2,864.7 |
2,923.3 |
3,098.0 |
|
| S4 |
2,704.7 |
2,763.3 |
3,054.0 |
|
|
| 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 |
3,126.0 |
160.0 |
5.0% |
69.8 |
2.2% |
33% |
False |
False |
1,345,039 |
| 10 |
3,315.0 |
3,126.0 |
189.0 |
5.9% |
71.0 |
2.2% |
28% |
False |
False |
1,107,576 |
| 20 |
3,315.0 |
2,950.0 |
365.0 |
11.5% |
83.1 |
2.6% |
62% |
False |
False |
562,721 |
| 40 |
3,677.0 |
2,950.0 |
727.0 |
22.9% |
72.9 |
2.3% |
31% |
False |
False |
281,680 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
71.0 |
2.2% |
30% |
False |
False |
188,629 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
69.0 |
2.2% |
30% |
False |
False |
142,300 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
65.0 |
2.0% |
30% |
False |
False |
113,897 |
| 120 |
3,740.0 |
2,950.0 |
790.0 |
24.9% |
58.8 |
1.9% |
29% |
False |
False |
94,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,439.8 |
|
2.618 |
3,343.5 |
|
1.618 |
3,284.5 |
|
1.000 |
3,248.0 |
|
0.618 |
3,225.5 |
|
HIGH |
3,189.0 |
|
0.618 |
3,166.5 |
|
0.500 |
3,159.5 |
|
0.382 |
3,152.5 |
|
LOW |
3,130.0 |
|
0.618 |
3,093.5 |
|
1.000 |
3,071.0 |
|
1.618 |
3,034.5 |
|
2.618 |
2,975.5 |
|
4.250 |
2,879.3 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,171.8 |
3,206.0 |
| PP |
3,165.7 |
3,196.7 |
| S1 |
3,159.5 |
3,187.3 |
|