| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
17,880 |
18,050 |
170 |
1.0% |
18,215 |
| High |
18,115 |
18,105 |
-10 |
-0.1% |
18,665 |
| Low |
17,755 |
17,505 |
-250 |
-1.4% |
17,770 |
| Close |
18,060 |
17,685 |
-375 |
-2.1% |
17,845 |
| Range |
360 |
600 |
240 |
66.7% |
895 |
| ATR |
526 |
531 |
5 |
1.0% |
0 |
| Volume |
6,508 |
8,265 |
1,757 |
27.0% |
79,048 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,565 |
19,225 |
18,015 |
|
| R3 |
18,965 |
18,625 |
17,850 |
|
| R2 |
18,365 |
18,365 |
17,795 |
|
| R1 |
18,025 |
18,025 |
17,740 |
17,895 |
| PP |
17,765 |
17,765 |
17,765 |
17,700 |
| S1 |
17,425 |
17,425 |
17,630 |
17,295 |
| S2 |
17,165 |
17,165 |
17,575 |
|
| S3 |
16,565 |
16,825 |
17,520 |
|
| S4 |
15,965 |
16,225 |
17,355 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,778 |
20,207 |
18,337 |
|
| R3 |
19,883 |
19,312 |
18,091 |
|
| R2 |
18,988 |
18,988 |
18,009 |
|
| R1 |
18,417 |
18,417 |
17,927 |
18,255 |
| PP |
18,093 |
18,093 |
18,093 |
18,013 |
| S1 |
17,522 |
17,522 |
17,763 |
17,360 |
| S2 |
17,198 |
17,198 |
17,681 |
|
| S3 |
16,303 |
16,627 |
17,599 |
|
| S4 |
15,408 |
15,732 |
17,353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,665 |
17,505 |
1,160 |
6.6% |
475 |
2.7% |
16% |
False |
True |
12,305 |
| 10 |
18,730 |
17,505 |
1,225 |
6.9% |
494 |
2.8% |
15% |
False |
True |
17,095 |
| 20 |
19,205 |
17,375 |
1,830 |
10.3% |
609 |
3.4% |
17% |
False |
False |
10,726 |
| 40 |
20,880 |
17,180 |
3,700 |
20.9% |
468 |
2.6% |
14% |
False |
False |
5,411 |
| 60 |
20,880 |
17,180 |
3,700 |
20.9% |
377 |
2.1% |
14% |
False |
False |
3,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,655 |
|
2.618 |
19,676 |
|
1.618 |
19,076 |
|
1.000 |
18,705 |
|
0.618 |
18,476 |
|
HIGH |
18,105 |
|
0.618 |
17,876 |
|
0.500 |
17,805 |
|
0.382 |
17,734 |
|
LOW |
17,505 |
|
0.618 |
17,134 |
|
1.000 |
16,905 |
|
1.618 |
16,534 |
|
2.618 |
15,934 |
|
4.250 |
14,955 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,805 |
17,933 |
| PP |
17,765 |
17,850 |
| S1 |
17,725 |
17,768 |
|