| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
3,049.0 |
3,065.0 |
16.0 |
0.5% |
3,200.0 |
| High |
3,115.0 |
3,090.0 |
-25.0 |
-0.8% |
3,286.0 |
| Low |
3,036.0 |
2,984.0 |
-52.0 |
-1.7% |
3,126.0 |
| Close |
3,071.0 |
3,003.0 |
-68.0 |
-2.2% |
3,142.0 |
| Range |
79.0 |
106.0 |
27.0 |
34.2% |
160.0 |
| ATR |
85.6 |
87.0 |
1.5 |
1.7% |
0.0 |
| Volume |
1,729,602 |
1,505,150 |
-224,452 |
-13.0% |
7,107,245 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,343.7 |
3,279.3 |
3,061.3 |
|
| R3 |
3,237.7 |
3,173.3 |
3,032.2 |
|
| R2 |
3,131.7 |
3,131.7 |
3,022.4 |
|
| R1 |
3,067.3 |
3,067.3 |
3,012.7 |
3,046.5 |
| PP |
3,025.7 |
3,025.7 |
3,025.7 |
3,015.3 |
| S1 |
2,961.3 |
2,961.3 |
2,993.3 |
2,940.5 |
| S2 |
2,919.7 |
2,919.7 |
2,983.6 |
|
| S3 |
2,813.7 |
2,855.3 |
2,973.9 |
|
| S4 |
2,707.7 |
2,749.3 |
2,944.7 |
|
|
| 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 |
3,236.0 |
2,984.0 |
252.0 |
8.4% |
97.6 |
3.3% |
8% |
False |
True |
1,334,933 |
| 10 |
3,286.0 |
2,984.0 |
302.0 |
10.1% |
78.0 |
2.6% |
6% |
False |
True |
1,397,962 |
| 20 |
3,315.0 |
2,984.0 |
331.0 |
11.0% |
75.2 |
2.5% |
6% |
False |
True |
774,079 |
| 40 |
3,677.0 |
2,950.0 |
727.0 |
24.2% |
76.4 |
2.5% |
7% |
False |
False |
389,509 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
24.9% |
70.9 |
2.4% |
7% |
False |
False |
260,292 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
24.9% |
71.7 |
2.4% |
7% |
False |
False |
196,229 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
24.9% |
66.3 |
2.2% |
7% |
False |
False |
157,040 |
| 120 |
3,740.0 |
2,950.0 |
790.0 |
26.3% |
61.2 |
2.0% |
7% |
False |
False |
130,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,540.5 |
|
2.618 |
3,367.5 |
|
1.618 |
3,261.5 |
|
1.000 |
3,196.0 |
|
0.618 |
3,155.5 |
|
HIGH |
3,090.0 |
|
0.618 |
3,049.5 |
|
0.500 |
3,037.0 |
|
0.382 |
3,024.5 |
|
LOW |
2,984.0 |
|
0.618 |
2,918.5 |
|
1.000 |
2,878.0 |
|
1.618 |
2,812.5 |
|
2.618 |
2,706.5 |
|
4.250 |
2,533.5 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,037.0 |
3,086.5 |
| PP |
3,025.7 |
3,058.7 |
| S1 |
3,014.3 |
3,030.8 |
|