| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
4,325.29 |
4,343.77 |
18.48 |
0.4% |
4,334.86 |
| High |
4,374.92 |
4,372.42 |
-2.50 |
-0.1% |
4,450.66 |
| Low |
4,317.09 |
4,299.94 |
-17.15 |
-0.4% |
4,293.77 |
| Close |
4,323.86 |
4,336.13 |
12.27 |
0.3% |
4,323.86 |
| Range |
57.83 |
72.48 |
14.65 |
25.3% |
156.89 |
| ATR |
87.52 |
86.44 |
-1.07 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,553.60 |
4,517.35 |
4,375.99 |
|
| R3 |
4,481.12 |
4,444.87 |
4,356.06 |
|
| R2 |
4,408.64 |
4,408.64 |
4,349.42 |
|
| R1 |
4,372.39 |
4,372.39 |
4,342.77 |
4,354.28 |
| PP |
4,336.16 |
4,336.16 |
4,336.16 |
4,327.11 |
| S1 |
4,299.91 |
4,299.91 |
4,329.49 |
4,281.80 |
| S2 |
4,263.68 |
4,263.68 |
4,322.84 |
|
| S3 |
4,191.20 |
4,227.43 |
4,316.20 |
|
| S4 |
4,118.72 |
4,154.95 |
4,296.27 |
|
|
| 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 |
4,299.94 |
150.72 |
3.5% |
64.66 |
1.5% |
24% |
False |
True |
|
| 10 |
4,450.66 |
4,242.47 |
208.19 |
4.8% |
67.12 |
1.5% |
45% |
False |
False |
|
| 20 |
4,450.66 |
3,787.23 |
663.43 |
15.3% |
99.09 |
2.3% |
83% |
False |
False |
|
| 40 |
4,634.70 |
3,787.23 |
847.47 |
19.5% |
79.99 |
1.8% |
65% |
False |
False |
|
| 60 |
4,694.13 |
3,787.23 |
906.90 |
20.9% |
69.20 |
1.6% |
61% |
False |
False |
|
| 80 |
4,694.13 |
3,787.23 |
906.90 |
20.9% |
61.86 |
1.4% |
61% |
False |
False |
|
| 100 |
4,694.13 |
3,787.23 |
906.90 |
20.9% |
58.56 |
1.4% |
61% |
False |
False |
|
| 120 |
4,694.13 |
3,787.23 |
906.90 |
20.9% |
55.80 |
1.3% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,680.46 |
|
2.618 |
4,562.17 |
|
1.618 |
4,489.69 |
|
1.000 |
4,444.90 |
|
0.618 |
4,417.21 |
|
HIGH |
4,372.42 |
|
0.618 |
4,344.73 |
|
0.500 |
4,336.18 |
|
0.382 |
4,327.63 |
|
LOW |
4,299.94 |
|
0.618 |
4,255.15 |
|
1.000 |
4,227.46 |
|
1.618 |
4,182.67 |
|
2.618 |
4,110.19 |
|
4.250 |
3,991.90 |
|
|