| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
4,378.99 |
4,325.29 |
-53.70 |
-1.2% |
4,334.86 |
| High |
4,450.66 |
4,374.92 |
-75.74 |
-1.7% |
4,450.66 |
| Low |
4,368.80 |
4,317.09 |
-51.71 |
-1.2% |
4,293.77 |
| Close |
4,384.96 |
4,323.86 |
-61.10 |
-1.4% |
4,323.86 |
| Range |
81.86 |
57.83 |
-24.03 |
-29.4% |
156.89 |
| ATR |
89.03 |
87.52 |
-1.51 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,512.11 |
4,475.82 |
4,355.67 |
|
| R3 |
4,454.28 |
4,417.99 |
4,339.76 |
|
| R2 |
4,396.45 |
4,396.45 |
4,334.46 |
|
| R1 |
4,360.16 |
4,360.16 |
4,329.16 |
4,349.39 |
| PP |
4,338.62 |
4,338.62 |
4,338.62 |
4,333.24 |
| S1 |
4,302.33 |
4,302.33 |
4,318.56 |
4,291.56 |
| S2 |
4,280.79 |
4,280.79 |
4,313.26 |
|
| S3 |
4,222.96 |
4,244.50 |
4,307.96 |
|
| S4 |
4,165.13 |
4,186.67 |
4,292.05 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,826.77 |
4,732.20 |
4,410.15 |
|
| R3 |
4,669.88 |
4,575.31 |
4,367.00 |
|
| R2 |
4,512.99 |
4,512.99 |
4,352.62 |
|
| R1 |
4,418.42 |
4,418.42 |
4,338.24 |
4,387.26 |
| PP |
4,356.10 |
4,356.10 |
4,356.10 |
4,340.52 |
| S1 |
4,261.53 |
4,261.53 |
4,309.48 |
4,230.37 |
| S2 |
4,199.21 |
4,199.21 |
4,295.10 |
|
| S3 |
4,042.32 |
4,104.64 |
4,280.72 |
|
| S4 |
3,885.43 |
3,947.75 |
4,237.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,450.66 |
4,293.77 |
156.89 |
3.6% |
58.40 |
1.4% |
19% |
False |
False |
|
| 10 |
4,450.66 |
4,160.43 |
290.23 |
6.7% |
64.91 |
1.5% |
56% |
False |
False |
|
| 20 |
4,450.66 |
3,787.23 |
663.43 |
15.3% |
103.67 |
2.4% |
81% |
False |
False |
|
| 40 |
4,634.70 |
3,787.23 |
847.47 |
19.6% |
80.17 |
1.9% |
63% |
False |
False |
|
| 60 |
4,694.13 |
3,787.23 |
906.90 |
21.0% |
68.61 |
1.6% |
59% |
False |
False |
|
| 80 |
4,694.13 |
3,787.23 |
906.90 |
21.0% |
61.26 |
1.4% |
59% |
False |
False |
|
| 100 |
4,694.13 |
3,787.23 |
906.90 |
21.0% |
58.36 |
1.3% |
59% |
False |
False |
|
| 120 |
4,694.13 |
3,787.23 |
906.90 |
21.0% |
55.55 |
1.3% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,620.70 |
|
2.618 |
4,526.32 |
|
1.618 |
4,468.49 |
|
1.000 |
4,432.75 |
|
0.618 |
4,410.66 |
|
HIGH |
4,374.92 |
|
0.618 |
4,352.83 |
|
0.500 |
4,346.01 |
|
0.382 |
4,339.18 |
|
LOW |
4,317.09 |
|
0.618 |
4,281.35 |
|
1.000 |
4,259.26 |
|
1.618 |
4,223.52 |
|
2.618 |
4,165.69 |
|
4.250 |
4,071.31 |
|
|