| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
16,461 |
16,372 |
-89 |
-0.5% |
16,090 |
| High |
16,530 |
16,642 |
112 |
0.7% |
16,688 |
| Low |
16,323 |
16,307 |
-16 |
-0.1% |
16,011 |
| Close |
16,380 |
16,621 |
241 |
1.5% |
16,436 |
| Range |
207 |
335 |
128 |
61.8% |
677 |
| ATR |
345 |
344 |
-1 |
-0.2% |
0 |
| Volume |
43,789 |
39,627 |
-4,162 |
-9.5% |
763,408 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,528 |
17,410 |
16,805 |
|
| R3 |
17,193 |
17,075 |
16,713 |
|
| R2 |
16,858 |
16,858 |
16,683 |
|
| R1 |
16,740 |
16,740 |
16,652 |
16,799 |
| PP |
16,523 |
16,523 |
16,523 |
16,553 |
| S1 |
16,405 |
16,405 |
16,590 |
16,464 |
| S2 |
16,188 |
16,188 |
16,560 |
|
| S3 |
15,853 |
16,070 |
16,529 |
|
| S4 |
15,518 |
15,735 |
16,437 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,409 |
18,100 |
16,808 |
|
| R3 |
17,732 |
17,423 |
16,622 |
|
| R2 |
17,055 |
17,055 |
16,560 |
|
| R1 |
16,746 |
16,746 |
16,498 |
16,901 |
| PP |
16,378 |
16,378 |
16,378 |
16,456 |
| S1 |
16,069 |
16,069 |
16,374 |
16,224 |
| S2 |
15,701 |
15,701 |
16,312 |
|
| S3 |
15,024 |
15,392 |
16,250 |
|
| S4 |
14,347 |
14,715 |
16,064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,688 |
16,151 |
537 |
3.2% |
312 |
1.9% |
88% |
False |
False |
126,279 |
| 10 |
16,688 |
15,959 |
729 |
4.4% |
350 |
2.1% |
91% |
False |
False |
182,257 |
| 20 |
17,535 |
15,285 |
2,250 |
13.5% |
414 |
2.5% |
59% |
False |
False |
245,522 |
| 40 |
18,020 |
15,285 |
2,735 |
16.5% |
306 |
1.8% |
49% |
False |
False |
190,872 |
| 60 |
18,108 |
15,285 |
2,823 |
17.0% |
267 |
1.6% |
47% |
False |
False |
175,788 |
| 80 |
18,192 |
15,285 |
2,907 |
17.5% |
243 |
1.5% |
46% |
False |
False |
142,278 |
| 100 |
18,250 |
15,285 |
2,965 |
17.8% |
224 |
1.3% |
45% |
False |
False |
113,837 |
| 120 |
18,250 |
15,285 |
2,965 |
17.8% |
212 |
1.3% |
45% |
False |
False |
94,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,066 |
|
2.618 |
17,519 |
|
1.618 |
17,184 |
|
1.000 |
16,977 |
|
0.618 |
16,849 |
|
HIGH |
16,642 |
|
0.618 |
16,514 |
|
0.500 |
16,475 |
|
0.382 |
16,435 |
|
LOW |
16,307 |
|
0.618 |
16,100 |
|
1.000 |
15,972 |
|
1.618 |
15,765 |
|
2.618 |
15,430 |
|
4.250 |
14,883 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,572 |
16,557 |
| PP |
16,523 |
16,493 |
| S1 |
16,475 |
16,429 |
|