| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,969.00 |
1,945.00 |
-24.00 |
-1.2% |
1,943.50 |
| High |
1,975.75 |
1,961.25 |
-14.50 |
-0.7% |
2,004.50 |
| Low |
1,934.00 |
1,931.50 |
-2.50 |
-0.1% |
1,928.75 |
| Close |
1,943.25 |
1,955.50 |
12.25 |
0.6% |
1,943.25 |
| Range |
41.75 |
29.75 |
-12.00 |
-28.7% |
75.75 |
| ATR |
39.43 |
38.74 |
-0.69 |
-1.8% |
0.00 |
| Volume |
2,410 |
3,944 |
1,534 |
63.7% |
6,602 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,038.75 |
2,026.75 |
1,971.75 |
|
| R3 |
2,009.00 |
1,997.00 |
1,963.75 |
|
| R2 |
1,979.25 |
1,979.25 |
1,961.00 |
|
| R1 |
1,967.25 |
1,967.25 |
1,958.25 |
1,973.25 |
| PP |
1,949.50 |
1,949.50 |
1,949.50 |
1,952.50 |
| S1 |
1,937.50 |
1,937.50 |
1,952.75 |
1,943.50 |
| S2 |
1,919.75 |
1,919.75 |
1,950.00 |
|
| S3 |
1,890.00 |
1,907.75 |
1,947.25 |
|
| S4 |
1,860.25 |
1,878.00 |
1,939.25 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.00 |
2,140.50 |
1,985.00 |
|
| R3 |
2,110.25 |
2,064.75 |
1,964.00 |
|
| R2 |
2,034.50 |
2,034.50 |
1,957.25 |
|
| R1 |
1,989.00 |
1,989.00 |
1,950.25 |
1,974.00 |
| PP |
1,958.75 |
1,958.75 |
1,958.75 |
1,951.25 |
| S1 |
1,913.25 |
1,913.25 |
1,936.25 |
1,898.00 |
| S2 |
1,883.00 |
1,883.00 |
1,929.25 |
|
| S3 |
1,807.25 |
1,837.50 |
1,922.50 |
|
| S4 |
1,731.50 |
1,761.75 |
1,901.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,004.50 |
1,928.75 |
75.75 |
3.9% |
34.50 |
1.8% |
35% |
False |
False |
2,054 |
| 10 |
2,004.50 |
1,902.75 |
101.75 |
5.2% |
36.75 |
1.9% |
52% |
False |
False |
1,538 |
| 20 |
2,004.50 |
1,819.25 |
185.25 |
9.5% |
47.00 |
2.4% |
74% |
False |
False |
1,119 |
| 40 |
2,095.00 |
1,819.25 |
275.75 |
14.1% |
36.00 |
1.8% |
49% |
False |
False |
687 |
| 60 |
2,111.25 |
1,819.25 |
292.00 |
14.9% |
30.50 |
1.6% |
47% |
False |
False |
485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,087.75 |
|
2.618 |
2,039.25 |
|
1.618 |
2,009.50 |
|
1.000 |
1,991.00 |
|
0.618 |
1,979.75 |
|
HIGH |
1,961.25 |
|
0.618 |
1,950.00 |
|
0.500 |
1,946.50 |
|
0.382 |
1,942.75 |
|
LOW |
1,931.50 |
|
0.618 |
1,913.00 |
|
1.000 |
1,901.75 |
|
1.618 |
1,883.25 |
|
2.618 |
1,853.50 |
|
4.250 |
1,805.00 |
|
|