| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
10,185.0 |
10,255.5 |
70.5 |
0.7% |
10,107.0 |
| High |
10,248.0 |
10,352.0 |
104.0 |
1.0% |
10,534.5 |
| Low |
10,108.0 |
10,198.0 |
90.0 |
0.9% |
10,100.0 |
| Close |
10,226.5 |
10,251.0 |
24.5 |
0.2% |
10,152.5 |
| Range |
140.0 |
154.0 |
14.0 |
10.0% |
434.5 |
| ATR |
207.5 |
203.6 |
-3.8 |
-1.8% |
0.0 |
| Volume |
35 |
359 |
324 |
925.7% |
401 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,729.0 |
10,644.0 |
10,335.7 |
|
| R3 |
10,575.0 |
10,490.0 |
10,293.4 |
|
| R2 |
10,421.0 |
10,421.0 |
10,279.2 |
|
| R1 |
10,336.0 |
10,336.0 |
10,265.1 |
10,301.5 |
| PP |
10,267.0 |
10,267.0 |
10,267.0 |
10,249.8 |
| S1 |
10,182.0 |
10,182.0 |
10,236.9 |
10,147.5 |
| S2 |
10,113.0 |
10,113.0 |
10,222.8 |
|
| S3 |
9,959.0 |
10,028.0 |
10,208.7 |
|
| S4 |
9,805.0 |
9,874.0 |
10,166.3 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,565.8 |
11,293.7 |
10,391.5 |
|
| R3 |
11,131.3 |
10,859.2 |
10,272.0 |
|
| R2 |
10,696.8 |
10,696.8 |
10,232.2 |
|
| R1 |
10,424.7 |
10,424.7 |
10,192.3 |
10,560.8 |
| PP |
10,262.3 |
10,262.3 |
10,262.3 |
10,330.4 |
| S1 |
9,990.2 |
9,990.2 |
10,112.7 |
10,126.3 |
| S2 |
9,827.8 |
9,827.8 |
10,072.8 |
|
| S3 |
9,393.3 |
9,555.7 |
10,033.0 |
|
| S4 |
8,958.8 |
9,121.2 |
9,913.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,352.0 |
10,100.0 |
252.0 |
2.5% |
131.5 |
1.3% |
60% |
True |
False |
110 |
| 10 |
10,534.5 |
10,012.0 |
522.5 |
5.1% |
141.6 |
1.4% |
46% |
False |
False |
87 |
| 20 |
10,659.0 |
9,547.5 |
1,111.5 |
10.8% |
183.2 |
1.8% |
63% |
False |
False |
62 |
| 40 |
11,674.5 |
9,547.5 |
2,127.0 |
20.7% |
145.1 |
1.4% |
33% |
False |
False |
38 |
| 60 |
11,810.0 |
9,547.5 |
2,262.5 |
22.1% |
112.8 |
1.1% |
31% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,006.5 |
|
2.618 |
10,755.2 |
|
1.618 |
10,601.2 |
|
1.000 |
10,506.0 |
|
0.618 |
10,447.2 |
|
HIGH |
10,352.0 |
|
0.618 |
10,293.2 |
|
0.500 |
10,275.0 |
|
0.382 |
10,256.8 |
|
LOW |
10,198.0 |
|
0.618 |
10,102.8 |
|
1.000 |
10,044.0 |
|
1.618 |
9,948.8 |
|
2.618 |
9,794.8 |
|
4.250 |
9,543.5 |
|
|