| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,954.75 |
1,921.75 |
-33.00 |
-1.7% |
1,943.50 |
| High |
1,957.00 |
1,934.25 |
-22.75 |
-1.2% |
2,004.50 |
| Low |
1,910.00 |
1,902.50 |
-7.50 |
-0.4% |
1,928.75 |
| Close |
1,924.50 |
1,921.00 |
-3.50 |
-0.2% |
1,943.25 |
| Range |
47.00 |
31.75 |
-15.25 |
-32.4% |
75.75 |
| ATR |
39.33 |
38.79 |
-0.54 |
-1.4% |
0.00 |
| Volume |
3,065 |
3,098 |
33 |
1.1% |
6,602 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,014.50 |
1,999.50 |
1,938.50 |
|
| R3 |
1,982.75 |
1,967.75 |
1,929.75 |
|
| R2 |
1,951.00 |
1,951.00 |
1,926.75 |
|
| R1 |
1,936.00 |
1,936.00 |
1,924.00 |
1,927.50 |
| PP |
1,919.25 |
1,919.25 |
1,919.25 |
1,915.00 |
| S1 |
1,904.25 |
1,904.25 |
1,918.00 |
1,896.00 |
| S2 |
1,887.50 |
1,887.50 |
1,915.25 |
|
| S3 |
1,855.75 |
1,872.50 |
1,912.25 |
|
| S4 |
1,824.00 |
1,840.75 |
1,903.50 |
|
|
| 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 |
1,902.50 |
102.00 |
5.3% |
37.75 |
2.0% |
18% |
False |
True |
2,742 |
| 10 |
2,004.50 |
1,902.50 |
102.00 |
5.3% |
34.00 |
1.8% |
18% |
False |
True |
1,819 |
| 20 |
2,004.50 |
1,836.50 |
168.00 |
8.7% |
40.25 |
2.1% |
50% |
False |
False |
1,301 |
| 40 |
2,095.00 |
1,819.25 |
275.75 |
14.4% |
36.75 |
1.9% |
37% |
False |
False |
826 |
| 60 |
2,111.25 |
1,819.25 |
292.00 |
15.2% |
31.00 |
1.6% |
35% |
False |
False |
586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,069.25 |
|
2.618 |
2,017.25 |
|
1.618 |
1,985.50 |
|
1.000 |
1,966.00 |
|
0.618 |
1,953.75 |
|
HIGH |
1,934.25 |
|
0.618 |
1,922.00 |
|
0.500 |
1,918.50 |
|
0.382 |
1,914.75 |
|
LOW |
1,902.50 |
|
0.618 |
1,883.00 |
|
1.000 |
1,870.75 |
|
1.618 |
1,851.25 |
|
2.618 |
1,819.50 |
|
4.250 |
1,767.50 |
|
|