| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
9,510.0 |
9,591.5 |
81.5 |
0.9% |
10,172.0 |
| High |
9,712.0 |
9,708.0 |
-4.0 |
0.0% |
10,338.0 |
| Low |
9,483.0 |
9,361.0 |
-122.0 |
-1.3% |
9,857.0 |
| Close |
9,620.5 |
9,415.5 |
-205.0 |
-2.1% |
9,909.0 |
| Range |
229.0 |
347.0 |
118.0 |
51.5% |
481.0 |
| ATR |
269.5 |
275.0 |
5.5 |
2.1% |
0.0 |
| Volume |
149,605 |
125,932 |
-23,673 |
-15.8% |
452,324 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,535.8 |
10,322.7 |
9,606.4 |
|
| R3 |
10,188.8 |
9,975.7 |
9,510.9 |
|
| R2 |
9,841.8 |
9,841.8 |
9,479.1 |
|
| R1 |
9,628.7 |
9,628.7 |
9,447.3 |
9,561.8 |
| PP |
9,494.8 |
9,494.8 |
9,494.8 |
9,461.4 |
| S1 |
9,281.7 |
9,281.7 |
9,383.7 |
9,214.8 |
| S2 |
9,147.8 |
9,147.8 |
9,351.9 |
|
| S3 |
8,800.8 |
8,934.7 |
9,320.1 |
|
| S4 |
8,453.8 |
8,587.7 |
9,224.7 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,477.7 |
11,174.3 |
10,173.6 |
|
| R3 |
10,996.7 |
10,693.3 |
10,041.3 |
|
| R2 |
10,515.7 |
10,515.7 |
9,997.2 |
|
| R1 |
10,212.3 |
10,212.3 |
9,953.1 |
10,123.5 |
| PP |
10,034.7 |
10,034.7 |
10,034.7 |
9,990.3 |
| S1 |
9,731.3 |
9,731.3 |
9,864.9 |
9,642.5 |
| S2 |
9,553.7 |
9,553.7 |
9,820.8 |
|
| S3 |
9,072.7 |
9,250.3 |
9,776.7 |
|
| S4 |
8,591.7 |
8,769.3 |
9,644.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,219.0 |
9,361.0 |
858.0 |
9.1% |
323.6 |
3.4% |
6% |
False |
True |
129,396 |
| 10 |
10,338.0 |
9,361.0 |
977.0 |
10.4% |
249.2 |
2.6% |
6% |
False |
True |
103,120 |
| 20 |
10,521.5 |
9,361.0 |
1,160.5 |
12.3% |
235.1 |
2.5% |
5% |
False |
True |
54,219 |
| 40 |
11,670.5 |
9,320.0 |
2,350.5 |
25.0% |
239.8 |
2.5% |
4% |
False |
False |
27,461 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
26.5% |
218.3 |
2.3% |
4% |
False |
False |
18,422 |
| 80 |
11,811.0 |
9,320.0 |
2,491.0 |
26.5% |
222.0 |
2.4% |
4% |
False |
False |
13,917 |
| 100 |
11,900.5 |
9,320.0 |
2,580.5 |
27.4% |
211.9 |
2.3% |
4% |
False |
False |
11,144 |
| 120 |
12,421.0 |
9,320.0 |
3,101.0 |
32.9% |
207.1 |
2.2% |
3% |
False |
False |
9,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,182.8 |
|
2.618 |
10,616.4 |
|
1.618 |
10,269.4 |
|
1.000 |
10,055.0 |
|
0.618 |
9,922.4 |
|
HIGH |
9,708.0 |
|
0.618 |
9,575.4 |
|
0.500 |
9,534.5 |
|
0.382 |
9,493.6 |
|
LOW |
9,361.0 |
|
0.618 |
9,146.6 |
|
1.000 |
9,014.0 |
|
1.618 |
8,799.6 |
|
2.618 |
8,452.6 |
|
4.250 |
7,886.3 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,534.5 |
9,690.0 |
| PP |
9,494.8 |
9,598.5 |
| S1 |
9,455.2 |
9,507.0 |
|