| 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 |
1,108.7 |
1,104.9 |
-3.8 |
-0.3% |
1,119.5 |
| High |
1,108.7 |
1,124.1 |
15.4 |
1.4% |
1,126.4 |
| Low |
1,103.0 |
1,104.2 |
1.2 |
0.1% |
1,098.6 |
| Close |
1,103.4 |
1,119.8 |
16.4 |
1.5% |
1,104.1 |
| Range |
5.7 |
19.9 |
14.2 |
249.1% |
27.8 |
| ATR |
13.2 |
13.7 |
0.5 |
4.1% |
0.0 |
| Volume |
462 |
1,107 |
645 |
139.6% |
19,134 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,175.7 |
1,167.7 |
1,130.7 |
|
| R3 |
1,155.8 |
1,147.8 |
1,125.3 |
|
| R2 |
1,135.9 |
1,135.9 |
1,123.4 |
|
| R1 |
1,127.9 |
1,127.9 |
1,121.6 |
1,131.9 |
| PP |
1,116.0 |
1,116.0 |
1,116.0 |
1,118.1 |
| S1 |
1,108.0 |
1,108.0 |
1,118.0 |
1,112.0 |
| S2 |
1,096.1 |
1,096.1 |
1,116.2 |
|
| S3 |
1,076.2 |
1,088.1 |
1,114.3 |
|
| S4 |
1,056.3 |
1,068.2 |
1,108.9 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.1 |
1,176.4 |
1,119.4 |
|
| R3 |
1,165.3 |
1,148.6 |
1,111.7 |
|
| R2 |
1,137.5 |
1,137.5 |
1,109.2 |
|
| R1 |
1,120.8 |
1,120.8 |
1,106.6 |
1,115.3 |
| PP |
1,109.7 |
1,109.7 |
1,109.7 |
1,106.9 |
| S1 |
1,093.0 |
1,093.0 |
1,101.6 |
1,087.5 |
| S2 |
1,081.9 |
1,081.9 |
1,099.0 |
|
| S3 |
1,054.1 |
1,065.2 |
1,096.5 |
|
| S4 |
1,026.3 |
1,037.4 |
1,088.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,124.1 |
1,098.6 |
25.5 |
2.3% |
10.4 |
0.9% |
83% |
True |
False |
1,547 |
| 10 |
1,142.2 |
1,098.6 |
43.6 |
3.9% |
11.8 |
1.1% |
49% |
False |
False |
2,493 |
| 20 |
1,169.7 |
1,098.6 |
71.1 |
6.3% |
14.6 |
1.3% |
30% |
False |
False |
2,133 |
| 40 |
1,169.7 |
1,077.9 |
91.8 |
8.2% |
13.8 |
1.2% |
46% |
False |
False |
2,155 |
| 60 |
1,190.0 |
1,077.9 |
112.1 |
10.0% |
12.7 |
1.1% |
37% |
False |
False |
1,826 |
| 80 |
1,209.6 |
1,077.9 |
131.7 |
11.8% |
12.1 |
1.1% |
32% |
False |
False |
1,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,208.7 |
|
2.618 |
1,176.2 |
|
1.618 |
1,156.3 |
|
1.000 |
1,144.0 |
|
0.618 |
1,136.4 |
|
HIGH |
1,124.1 |
|
0.618 |
1,116.5 |
|
0.500 |
1,114.2 |
|
0.382 |
1,111.8 |
|
LOW |
1,104.2 |
|
0.618 |
1,091.9 |
|
1.000 |
1,084.3 |
|
1.618 |
1,072.0 |
|
2.618 |
1,052.1 |
|
4.250 |
1,019.6 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,117.9 |
1,117.7 |
| PP |
1,116.0 |
1,115.6 |
| S1 |
1,114.2 |
1,113.6 |
|