| 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 |
1,139.8 |
1,133.5 |
-6.3 |
-0.6% |
1,105.0 |
| High |
1,139.8 |
1,135.8 |
-4.0 |
-0.4% |
1,141.8 |
| Low |
1,130.9 |
1,122.1 |
-8.8 |
-0.8% |
1,103.0 |
| Close |
1,133.6 |
1,125.6 |
-8.0 |
-0.7% |
1,138.6 |
| Range |
8.9 |
13.7 |
4.8 |
53.9% |
38.8 |
| ATR |
14.5 |
14.4 |
-0.1 |
-0.4% |
0.0 |
| Volume |
6,559 |
2,317 |
-4,242 |
-64.7% |
5,807 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,168.9 |
1,161.0 |
1,133.1 |
|
| R3 |
1,155.2 |
1,147.3 |
1,129.4 |
|
| R2 |
1,141.5 |
1,141.5 |
1,128.1 |
|
| R1 |
1,133.6 |
1,133.6 |
1,126.9 |
1,130.7 |
| PP |
1,127.8 |
1,127.8 |
1,127.8 |
1,126.4 |
| S1 |
1,119.9 |
1,119.9 |
1,124.3 |
1,117.0 |
| S2 |
1,114.1 |
1,114.1 |
1,123.1 |
|
| S3 |
1,100.4 |
1,106.2 |
1,121.8 |
|
| S4 |
1,086.7 |
1,092.5 |
1,118.1 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.2 |
1,230.2 |
1,159.9 |
|
| R3 |
1,205.4 |
1,191.4 |
1,149.3 |
|
| R2 |
1,166.6 |
1,166.6 |
1,145.7 |
|
| R1 |
1,152.6 |
1,152.6 |
1,142.2 |
1,159.6 |
| PP |
1,127.8 |
1,127.8 |
1,127.8 |
1,131.3 |
| S1 |
1,113.8 |
1,113.8 |
1,135.0 |
1,120.8 |
| S2 |
1,089.0 |
1,089.0 |
1,131.5 |
|
| S3 |
1,050.2 |
1,075.0 |
1,127.9 |
|
| S4 |
1,011.4 |
1,036.2 |
1,117.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,141.8 |
1,104.2 |
37.6 |
3.3% |
15.4 |
1.4% |
57% |
False |
False |
2,596 |
| 10 |
1,141.8 |
1,098.6 |
43.2 |
3.8% |
13.2 |
1.2% |
63% |
False |
False |
3,020 |
| 20 |
1,156.2 |
1,098.6 |
57.6 |
5.1% |
13.6 |
1.2% |
47% |
False |
False |
2,125 |
| 40 |
1,169.7 |
1,080.5 |
89.2 |
7.9% |
13.7 |
1.2% |
51% |
False |
False |
2,250 |
| 60 |
1,188.8 |
1,077.9 |
110.9 |
9.9% |
13.1 |
1.2% |
43% |
False |
False |
1,973 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.5% |
12.4 |
1.1% |
37% |
False |
False |
1,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,194.0 |
|
2.618 |
1,171.7 |
|
1.618 |
1,158.0 |
|
1.000 |
1,149.5 |
|
0.618 |
1,144.3 |
|
HIGH |
1,135.8 |
|
0.618 |
1,130.6 |
|
0.500 |
1,129.0 |
|
0.382 |
1,127.3 |
|
LOW |
1,122.1 |
|
0.618 |
1,113.6 |
|
1.000 |
1,108.4 |
|
1.618 |
1,099.9 |
|
2.618 |
1,086.2 |
|
4.250 |
1,063.9 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,129.0 |
1,132.0 |
| PP |
1,127.8 |
1,129.8 |
| S1 |
1,126.7 |
1,127.7 |
|