| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
16,760 |
16,658 |
-102 |
-0.6% |
16,461 |
| High |
16,936 |
16,706 |
-230 |
-1.4% |
16,936 |
| Low |
16,617 |
16,398 |
-219 |
-1.3% |
16,307 |
| Close |
16,658 |
16,506 |
-152 |
-0.9% |
16,506 |
| Range |
319 |
308 |
-11 |
-3.4% |
629 |
| ATR |
333 |
331 |
-2 |
-0.5% |
0 |
| Volume |
25,516 |
4,133 |
-21,383 |
-83.8% |
139,918 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,461 |
17,291 |
16,676 |
|
| R3 |
17,153 |
16,983 |
16,591 |
|
| R2 |
16,845 |
16,845 |
16,563 |
|
| R1 |
16,675 |
16,675 |
16,534 |
16,606 |
| PP |
16,537 |
16,537 |
16,537 |
16,502 |
| S1 |
16,367 |
16,367 |
16,478 |
16,298 |
| S2 |
16,229 |
16,229 |
16,450 |
|
| S3 |
15,921 |
16,059 |
16,421 |
|
| S4 |
15,613 |
15,751 |
16,337 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,470 |
18,117 |
16,852 |
|
| R3 |
17,841 |
17,488 |
16,679 |
|
| R2 |
17,212 |
17,212 |
16,621 |
|
| R1 |
16,859 |
16,859 |
16,564 |
17,036 |
| PP |
16,583 |
16,583 |
16,583 |
16,671 |
| S1 |
16,230 |
16,230 |
16,448 |
16,407 |
| S2 |
15,954 |
15,954 |
16,391 |
|
| S3 |
15,325 |
15,601 |
16,333 |
|
| S4 |
14,696 |
14,972 |
16,160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,936 |
16,307 |
629 |
3.8% |
274 |
1.7% |
32% |
False |
False |
27,983 |
| 10 |
16,936 |
16,009 |
927 |
5.6% |
323 |
2.0% |
54% |
False |
False |
113,550 |
| 20 |
16,940 |
15,285 |
1,655 |
10.0% |
416 |
2.5% |
74% |
False |
False |
219,748 |
| 40 |
17,721 |
15,285 |
2,436 |
14.8% |
313 |
1.9% |
50% |
False |
False |
183,439 |
| 60 |
18,075 |
15,285 |
2,790 |
16.9% |
274 |
1.7% |
44% |
False |
False |
171,627 |
| 80 |
18,108 |
15,285 |
2,823 |
17.1% |
248 |
1.5% |
43% |
False |
False |
142,980 |
| 100 |
18,250 |
15,285 |
2,965 |
18.0% |
228 |
1.4% |
41% |
False |
False |
114,402 |
| 120 |
18,250 |
15,285 |
2,965 |
18.0% |
215 |
1.3% |
41% |
False |
False |
95,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,015 |
|
2.618 |
17,512 |
|
1.618 |
17,204 |
|
1.000 |
17,014 |
|
0.618 |
16,896 |
|
HIGH |
16,706 |
|
0.618 |
16,588 |
|
0.500 |
16,552 |
|
0.382 |
16,516 |
|
LOW |
16,398 |
|
0.618 |
16,208 |
|
1.000 |
16,090 |
|
1.618 |
15,900 |
|
2.618 |
15,592 |
|
4.250 |
15,089 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,552 |
16,667 |
| PP |
16,537 |
16,613 |
| S1 |
16,521 |
16,560 |
|