| 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 |
1,130.6 |
1,139.8 |
9.2 |
0.8% |
1,105.0 |
| High |
1,141.8 |
1,139.8 |
-2.0 |
-0.2% |
1,141.8 |
| Low |
1,128.0 |
1,130.9 |
2.9 |
0.3% |
1,103.0 |
| Close |
1,138.6 |
1,133.6 |
-5.0 |
-0.4% |
1,138.6 |
| Range |
13.8 |
8.9 |
-4.9 |
-35.5% |
38.8 |
| ATR |
14.9 |
14.5 |
-0.4 |
-2.9% |
0.0 |
| Volume |
1,682 |
6,559 |
4,877 |
290.0% |
5,807 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,161.5 |
1,156.4 |
1,138.5 |
|
| R3 |
1,152.6 |
1,147.5 |
1,136.0 |
|
| R2 |
1,143.7 |
1,143.7 |
1,135.2 |
|
| R1 |
1,138.6 |
1,138.6 |
1,134.4 |
1,136.7 |
| PP |
1,134.8 |
1,134.8 |
1,134.8 |
1,133.8 |
| S1 |
1,129.7 |
1,129.7 |
1,132.8 |
1,127.8 |
| S2 |
1,125.9 |
1,125.9 |
1,132.0 |
|
| S3 |
1,117.0 |
1,120.8 |
1,131.2 |
|
| S4 |
1,108.1 |
1,111.9 |
1,128.7 |
|
|
| 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% |
13.8 |
1.2% |
79% |
False |
False |
2,225 |
| 10 |
1,141.8 |
1,098.6 |
43.2 |
3.8% |
12.7 |
1.1% |
81% |
False |
False |
3,150 |
| 20 |
1,169.7 |
1,098.6 |
71.1 |
6.3% |
13.9 |
1.2% |
49% |
False |
False |
2,406 |
| 40 |
1,169.7 |
1,080.5 |
89.2 |
7.9% |
13.6 |
1.2% |
60% |
False |
False |
2,212 |
| 60 |
1,188.8 |
1,077.9 |
110.9 |
9.8% |
13.0 |
1.1% |
50% |
False |
False |
1,962 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.4% |
12.3 |
1.1% |
43% |
False |
False |
1,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,177.6 |
|
2.618 |
1,163.1 |
|
1.618 |
1,154.2 |
|
1.000 |
1,148.7 |
|
0.618 |
1,145.3 |
|
HIGH |
1,139.8 |
|
0.618 |
1,136.4 |
|
0.500 |
1,135.4 |
|
0.382 |
1,134.3 |
|
LOW |
1,130.9 |
|
0.618 |
1,125.4 |
|
1.000 |
1,122.0 |
|
1.618 |
1,116.5 |
|
2.618 |
1,107.6 |
|
4.250 |
1,093.1 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,135.4 |
1,132.0 |
| PP |
1,134.8 |
1,130.5 |
| S1 |
1,134.2 |
1,128.9 |
|