| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,119.7 |
1,130.6 |
10.9 |
1.0% |
1,105.0 |
| High |
1,136.6 |
1,141.8 |
5.2 |
0.5% |
1,141.8 |
| Low |
1,116.0 |
1,128.0 |
12.0 |
1.1% |
1,103.0 |
| Close |
1,117.8 |
1,138.6 |
20.8 |
1.9% |
1,138.6 |
| Range |
20.6 |
13.8 |
-6.8 |
-33.0% |
38.8 |
| ATR |
14.2 |
14.9 |
0.7 |
4.9% |
0.0 |
| Volume |
1,317 |
1,682 |
365 |
27.7% |
5,807 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,177.5 |
1,171.9 |
1,146.2 |
|
| R3 |
1,163.7 |
1,158.1 |
1,142.4 |
|
| R2 |
1,149.9 |
1,149.9 |
1,141.1 |
|
| R1 |
1,144.3 |
1,144.3 |
1,139.9 |
1,147.1 |
| PP |
1,136.1 |
1,136.1 |
1,136.1 |
1,137.6 |
| S1 |
1,130.5 |
1,130.5 |
1,137.3 |
1,133.3 |
| S2 |
1,122.3 |
1,122.3 |
1,136.1 |
|
| S3 |
1,108.5 |
1,116.7 |
1,134.8 |
|
| S4 |
1,094.7 |
1,102.9 |
1,131.0 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.2 |
1,230.2 |
1,159.9 |
|
| R3 |
1,205.4 |
1,191.4 |
1,149.3 |
|
| R2 |
1,166.6 |
1,166.6 |
1,145.7 |
|
| R1 |
1,152.6 |
1,152.6 |
1,142.2 |
1,159.6 |
| PP |
1,127.8 |
1,127.8 |
1,127.8 |
1,131.3 |
| S1 |
1,113.8 |
1,113.8 |
1,135.0 |
1,120.8 |
| S2 |
1,089.0 |
1,089.0 |
1,131.5 |
|
| S3 |
1,050.2 |
1,075.0 |
1,127.9 |
|
| S4 |
1,011.4 |
1,036.2 |
1,117.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,141.8 |
1,103.0 |
38.8 |
3.4% |
13.1 |
1.2% |
92% |
True |
False |
1,161 |
| 10 |
1,141.8 |
1,098.6 |
43.2 |
3.8% |
13.1 |
1.2% |
93% |
True |
False |
2,655 |
| 20 |
1,169.7 |
1,098.6 |
71.1 |
6.2% |
14.4 |
1.3% |
56% |
False |
False |
2,126 |
| 40 |
1,169.7 |
1,077.9 |
91.8 |
8.1% |
13.9 |
1.2% |
66% |
False |
False |
2,081 |
| 60 |
1,188.8 |
1,077.9 |
110.9 |
9.7% |
12.9 |
1.1% |
55% |
False |
False |
1,870 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.4% |
12.3 |
1.1% |
47% |
False |
False |
1,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,200.5 |
|
2.618 |
1,177.9 |
|
1.618 |
1,164.1 |
|
1.000 |
1,155.6 |
|
0.618 |
1,150.3 |
|
HIGH |
1,141.8 |
|
0.618 |
1,136.5 |
|
0.500 |
1,134.9 |
|
0.382 |
1,133.3 |
|
LOW |
1,128.0 |
|
0.618 |
1,119.5 |
|
1.000 |
1,114.2 |
|
1.618 |
1,105.7 |
|
2.618 |
1,091.9 |
|
4.250 |
1,069.4 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,137.4 |
1,133.4 |
| PP |
1,136.1 |
1,128.2 |
| S1 |
1,134.9 |
1,123.0 |
|