| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
4,322.41 |
4,357.36 |
34.95 |
0.8% |
4,267.40 |
| High |
4,373.19 |
4,388.32 |
15.13 |
0.3% |
4,352.96 |
| Low |
4,303.89 |
4,346.47 |
42.58 |
1.0% |
4,242.47 |
| Close |
4,360.28 |
4,383.67 |
23.39 |
0.5% |
4,323.23 |
| Range |
69.30 |
41.85 |
-27.45 |
-39.6% |
110.49 |
| ATR |
93.25 |
89.58 |
-3.67 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,498.37 |
4,482.87 |
4,406.69 |
|
| R3 |
4,456.52 |
4,441.02 |
4,395.18 |
|
| R2 |
4,414.67 |
4,414.67 |
4,391.34 |
|
| R1 |
4,399.17 |
4,399.17 |
4,387.51 |
4,406.92 |
| PP |
4,372.82 |
4,372.82 |
4,372.82 |
4,376.70 |
| S1 |
4,357.32 |
4,357.32 |
4,379.83 |
4,365.07 |
| S2 |
4,330.97 |
4,330.97 |
4,376.00 |
|
| S3 |
4,289.12 |
4,315.47 |
4,372.16 |
|
| S4 |
4,247.27 |
4,273.62 |
4,360.65 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,637.69 |
4,590.95 |
4,384.00 |
|
| R3 |
4,527.20 |
4,480.46 |
4,353.61 |
|
| R2 |
4,416.71 |
4,416.71 |
4,343.49 |
|
| R1 |
4,369.97 |
4,369.97 |
4,333.36 |
4,393.34 |
| PP |
4,306.22 |
4,306.22 |
4,306.22 |
4,317.91 |
| S1 |
4,259.48 |
4,259.48 |
4,313.10 |
4,282.85 |
| S2 |
4,195.73 |
4,195.73 |
4,302.97 |
|
| S3 |
4,085.24 |
4,148.99 |
4,292.85 |
|
| S4 |
3,974.75 |
4,038.50 |
4,262.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,388.32 |
4,243.69 |
144.63 |
3.3% |
57.84 |
1.3% |
97% |
True |
False |
|
| 10 |
4,388.32 |
4,160.43 |
227.89 |
5.2% |
67.75 |
1.5% |
98% |
True |
False |
|
| 20 |
4,550.67 |
3,787.23 |
763.44 |
17.4% |
104.87 |
2.4% |
78% |
False |
False |
|
| 40 |
4,643.83 |
3,787.23 |
856.60 |
19.5% |
78.88 |
1.8% |
70% |
False |
False |
|
| 60 |
4,694.13 |
3,787.23 |
906.90 |
20.7% |
67.28 |
1.5% |
66% |
False |
False |
|
| 80 |
4,694.13 |
3,787.23 |
906.90 |
20.7% |
61.22 |
1.4% |
66% |
False |
False |
|
| 100 |
4,694.13 |
3,787.23 |
906.90 |
20.7% |
58.01 |
1.3% |
66% |
False |
False |
|
| 120 |
4,694.13 |
3,787.23 |
906.90 |
20.7% |
54.87 |
1.3% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,566.18 |
|
2.618 |
4,497.88 |
|
1.618 |
4,456.03 |
|
1.000 |
4,430.17 |
|
0.618 |
4,414.18 |
|
HIGH |
4,388.32 |
|
0.618 |
4,372.33 |
|
0.500 |
4,367.40 |
|
0.382 |
4,362.46 |
|
LOW |
4,346.47 |
|
0.618 |
4,320.61 |
|
1.000 |
4,304.62 |
|
1.618 |
4,278.76 |
|
2.618 |
4,236.91 |
|
4.250 |
4,168.61 |
|
|