| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
3,142.0 |
3,182.0 |
40.0 |
1.3% |
3,200.0 |
| High |
3,189.0 |
3,189.0 |
0.0 |
0.0% |
3,286.0 |
| Low |
3,130.0 |
3,055.0 |
-75.0 |
-2.4% |
3,126.0 |
| Close |
3,178.0 |
3,063.0 |
-115.0 |
-3.6% |
3,142.0 |
| Range |
59.0 |
134.0 |
75.0 |
127.1% |
160.0 |
| ATR |
82.4 |
86.1 |
3.7 |
4.5% |
0.0 |
| Volume |
1,467,793 |
1,079,638 |
-388,155 |
-26.4% |
7,107,245 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,504.3 |
3,417.7 |
3,136.7 |
|
| R3 |
3,370.3 |
3,283.7 |
3,099.9 |
|
| R2 |
3,236.3 |
3,236.3 |
3,087.6 |
|
| R1 |
3,149.7 |
3,149.7 |
3,075.3 |
3,126.0 |
| PP |
3,102.3 |
3,102.3 |
3,102.3 |
3,090.5 |
| S1 |
3,015.7 |
3,015.7 |
3,050.7 |
2,992.0 |
| S2 |
2,968.3 |
2,968.3 |
3,038.4 |
|
| S3 |
2,834.3 |
2,881.7 |
3,026.2 |
|
| S4 |
2,700.3 |
2,747.7 |
2,989.3 |
|
|
| 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 |
3,055.0 |
231.0 |
7.5% |
82.4 |
2.7% |
3% |
False |
True |
1,279,729 |
| 10 |
3,315.0 |
3,055.0 |
260.0 |
8.5% |
76.0 |
2.5% |
3% |
False |
True |
1,191,314 |
| 20 |
3,315.0 |
3,055.0 |
260.0 |
8.5% |
78.5 |
2.6% |
3% |
False |
True |
616,116 |
| 40 |
3,677.0 |
2,950.0 |
727.0 |
23.7% |
74.1 |
2.4% |
16% |
False |
False |
308,656 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
24.5% |
70.8 |
2.3% |
15% |
False |
False |
206,592 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
24.5% |
70.4 |
2.3% |
15% |
False |
False |
155,796 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
24.5% |
65.8 |
2.1% |
15% |
False |
False |
124,693 |
| 120 |
3,740.0 |
2,950.0 |
790.0 |
25.8% |
59.8 |
2.0% |
14% |
False |
False |
103,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,758.5 |
|
2.618 |
3,539.8 |
|
1.618 |
3,405.8 |
|
1.000 |
3,323.0 |
|
0.618 |
3,271.8 |
|
HIGH |
3,189.0 |
|
0.618 |
3,137.8 |
|
0.500 |
3,122.0 |
|
0.382 |
3,106.2 |
|
LOW |
3,055.0 |
|
0.618 |
2,972.2 |
|
1.000 |
2,921.0 |
|
1.618 |
2,838.2 |
|
2.618 |
2,704.2 |
|
4.250 |
2,485.5 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,122.0 |
3,145.5 |
| PP |
3,102.3 |
3,118.0 |
| S1 |
3,082.7 |
3,090.5 |
|