| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,104.9 |
1,119.7 |
14.8 |
1.3% |
1,119.5 |
| High |
1,124.1 |
1,136.6 |
12.5 |
1.1% |
1,126.4 |
| Low |
1,104.2 |
1,116.0 |
11.8 |
1.1% |
1,098.6 |
| Close |
1,119.8 |
1,117.8 |
-2.0 |
-0.2% |
1,104.1 |
| Range |
19.9 |
20.6 |
0.7 |
3.5% |
27.8 |
| ATR |
13.7 |
14.2 |
0.5 |
3.6% |
0.0 |
| Volume |
1,107 |
1,317 |
210 |
19.0% |
19,134 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,185.3 |
1,172.1 |
1,129.1 |
|
| R3 |
1,164.7 |
1,151.5 |
1,123.5 |
|
| R2 |
1,144.1 |
1,144.1 |
1,121.6 |
|
| R1 |
1,130.9 |
1,130.9 |
1,119.7 |
1,127.2 |
| PP |
1,123.5 |
1,123.5 |
1,123.5 |
1,121.6 |
| S1 |
1,110.3 |
1,110.3 |
1,115.9 |
1,106.6 |
| S2 |
1,102.9 |
1,102.9 |
1,114.0 |
|
| S3 |
1,082.3 |
1,089.7 |
1,112.1 |
|
| S4 |
1,061.7 |
1,069.1 |
1,106.5 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.1 |
1,176.4 |
1,119.4 |
|
| R3 |
1,165.3 |
1,148.6 |
1,111.7 |
|
| R2 |
1,137.5 |
1,137.5 |
1,109.2 |
|
| R1 |
1,120.8 |
1,120.8 |
1,106.6 |
1,115.3 |
| PP |
1,109.7 |
1,109.7 |
1,109.7 |
1,106.9 |
| S1 |
1,093.0 |
1,093.0 |
1,101.6 |
1,087.5 |
| S2 |
1,081.9 |
1,081.9 |
1,099.0 |
|
| S3 |
1,054.1 |
1,065.2 |
1,096.5 |
|
| S4 |
1,026.3 |
1,037.4 |
1,088.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,136.6 |
1,098.6 |
38.0 |
3.4% |
12.8 |
1.1% |
51% |
True |
False |
1,597 |
| 10 |
1,136.6 |
1,098.6 |
38.0 |
3.4% |
12.9 |
1.2% |
51% |
True |
False |
2,558 |
| 20 |
1,169.7 |
1,098.6 |
71.1 |
6.4% |
14.7 |
1.3% |
27% |
False |
False |
2,120 |
| 40 |
1,169.7 |
1,077.9 |
91.8 |
8.2% |
14.0 |
1.3% |
43% |
False |
False |
2,156 |
| 60 |
1,188.8 |
1,077.9 |
110.9 |
9.9% |
12.8 |
1.1% |
36% |
False |
False |
1,844 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.6% |
12.2 |
1.1% |
31% |
False |
False |
1,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,224.2 |
|
2.618 |
1,190.5 |
|
1.618 |
1,169.9 |
|
1.000 |
1,157.2 |
|
0.618 |
1,149.3 |
|
HIGH |
1,136.6 |
|
0.618 |
1,128.7 |
|
0.500 |
1,126.3 |
|
0.382 |
1,123.9 |
|
LOW |
1,116.0 |
|
0.618 |
1,103.3 |
|
1.000 |
1,095.4 |
|
1.618 |
1,082.7 |
|
2.618 |
1,062.1 |
|
4.250 |
1,028.5 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,126.3 |
1,119.8 |
| PP |
1,123.5 |
1,119.1 |
| S1 |
1,120.6 |
1,118.5 |
|