| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,133.5 |
1,124.0 |
-9.5 |
-0.8% |
1,105.0 |
| High |
1,135.8 |
1,134.4 |
-1.4 |
-0.1% |
1,141.8 |
| Low |
1,122.1 |
1,122.6 |
0.5 |
0.0% |
1,103.0 |
| Close |
1,125.6 |
1,132.3 |
6.7 |
0.6% |
1,138.6 |
| Range |
13.7 |
11.8 |
-1.9 |
-13.9% |
38.8 |
| ATR |
14.4 |
14.2 |
-0.2 |
-1.3% |
0.0 |
| Volume |
2,317 |
1,347 |
-970 |
-41.9% |
5,807 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,165.2 |
1,160.5 |
1,138.8 |
|
| R3 |
1,153.4 |
1,148.7 |
1,135.5 |
|
| R2 |
1,141.6 |
1,141.6 |
1,134.5 |
|
| R1 |
1,136.9 |
1,136.9 |
1,133.4 |
1,139.3 |
| PP |
1,129.8 |
1,129.8 |
1,129.8 |
1,130.9 |
| S1 |
1,125.1 |
1,125.1 |
1,131.2 |
1,127.5 |
| S2 |
1,118.0 |
1,118.0 |
1,130.1 |
|
| S3 |
1,106.2 |
1,113.3 |
1,129.1 |
|
| S4 |
1,094.4 |
1,101.5 |
1,125.8 |
|
|
| 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 |
1,116.0 |
25.8 |
2.3% |
13.8 |
1.2% |
63% |
False |
False |
2,644 |
| 10 |
1,141.8 |
1,098.6 |
43.2 |
3.8% |
12.1 |
1.1% |
78% |
False |
False |
2,096 |
| 20 |
1,147.7 |
1,098.6 |
49.1 |
4.3% |
13.1 |
1.2% |
69% |
False |
False |
2,129 |
| 40 |
1,169.7 |
1,080.5 |
89.2 |
7.9% |
13.9 |
1.2% |
58% |
False |
False |
1,809 |
| 60 |
1,179.1 |
1,077.9 |
101.2 |
8.9% |
13.1 |
1.2% |
54% |
False |
False |
1,988 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.4% |
12.3 |
1.1% |
42% |
False |
False |
1,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,184.6 |
|
2.618 |
1,165.3 |
|
1.618 |
1,153.5 |
|
1.000 |
1,146.2 |
|
0.618 |
1,141.7 |
|
HIGH |
1,134.4 |
|
0.618 |
1,129.9 |
|
0.500 |
1,128.5 |
|
0.382 |
1,127.1 |
|
LOW |
1,122.6 |
|
0.618 |
1,115.3 |
|
1.000 |
1,110.8 |
|
1.618 |
1,103.5 |
|
2.618 |
1,091.7 |
|
4.250 |
1,072.5 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,131.0 |
1,131.9 |
| PP |
1,129.8 |
1,131.4 |
| S1 |
1,128.5 |
1,131.0 |
|