| 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 |
1,124.0 |
1,130.6 |
6.6 |
0.6% |
1,105.0 |
| High |
1,134.4 |
1,156.8 |
22.4 |
2.0% |
1,141.8 |
| Low |
1,122.6 |
1,130.6 |
8.0 |
0.7% |
1,103.0 |
| Close |
1,132.3 |
1,154.6 |
22.3 |
2.0% |
1,138.6 |
| Range |
11.8 |
26.2 |
14.4 |
122.0% |
38.8 |
| ATR |
14.2 |
15.1 |
0.9 |
6.0% |
0.0 |
| Volume |
1,347 |
4,589 |
3,242 |
240.7% |
5,807 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,225.9 |
1,216.5 |
1,169.0 |
|
| R3 |
1,199.7 |
1,190.3 |
1,161.8 |
|
| R2 |
1,173.5 |
1,173.5 |
1,159.4 |
|
| R1 |
1,164.1 |
1,164.1 |
1,157.0 |
1,168.8 |
| PP |
1,147.3 |
1,147.3 |
1,147.3 |
1,149.7 |
| S1 |
1,137.9 |
1,137.9 |
1,152.2 |
1,142.6 |
| S2 |
1,121.1 |
1,121.1 |
1,149.8 |
|
| S3 |
1,094.9 |
1,111.7 |
1,147.4 |
|
| S4 |
1,068.7 |
1,085.5 |
1,140.2 |
|
|
| 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 |
1,156.8 |
1,122.1 |
34.7 |
3.0% |
14.9 |
1.3% |
94% |
True |
False |
3,298 |
| 10 |
1,156.8 |
1,098.6 |
58.2 |
5.0% |
13.9 |
1.2% |
96% |
True |
False |
2,447 |
| 20 |
1,156.8 |
1,098.6 |
58.2 |
5.0% |
13.1 |
1.1% |
96% |
True |
False |
2,316 |
| 40 |
1,169.7 |
1,080.5 |
89.2 |
7.7% |
14.3 |
1.2% |
83% |
False |
False |
1,850 |
| 60 |
1,176.7 |
1,077.9 |
98.8 |
8.6% |
13.4 |
1.2% |
78% |
False |
False |
2,047 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.2% |
12.6 |
1.1% |
59% |
False |
False |
1,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,268.2 |
|
2.618 |
1,225.4 |
|
1.618 |
1,199.2 |
|
1.000 |
1,183.0 |
|
0.618 |
1,173.0 |
|
HIGH |
1,156.8 |
|
0.618 |
1,146.8 |
|
0.500 |
1,143.7 |
|
0.382 |
1,140.6 |
|
LOW |
1,130.6 |
|
0.618 |
1,114.4 |
|
1.000 |
1,104.4 |
|
1.618 |
1,088.2 |
|
2.618 |
1,062.0 |
|
4.250 |
1,019.3 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,151.0 |
1,149.6 |
| PP |
1,147.3 |
1,144.5 |
| S1 |
1,143.7 |
1,139.5 |
|