| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
16,313.26 |
16,001.76 |
-311.50 |
-1.9% |
16,406.10 |
| High |
16,313.26 |
16,118.89 |
-194.37 |
-1.2% |
16,578.60 |
| Low |
15,981.85 |
15,942.37 |
-39.48 |
-0.2% |
16,016.36 |
| Close |
16,001.89 |
16,049.13 |
47.24 |
0.3% |
16,314.67 |
| Range |
331.41 |
176.52 |
-154.89 |
-46.7% |
562.24 |
| ATR |
278.81 |
271.51 |
-7.31 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,566.36 |
16,484.26 |
16,146.22 |
|
| R3 |
16,389.84 |
16,307.74 |
16,097.67 |
|
| R2 |
16,213.32 |
16,213.32 |
16,081.49 |
|
| R1 |
16,131.22 |
16,131.22 |
16,065.31 |
16,172.27 |
| PP |
16,036.80 |
16,036.80 |
16,036.80 |
16,057.32 |
| S1 |
15,954.70 |
15,954.70 |
16,032.95 |
15,995.75 |
| S2 |
15,860.28 |
15,860.28 |
16,016.77 |
|
| S3 |
15,683.76 |
15,778.18 |
16,000.59 |
|
| S4 |
15,507.24 |
15,601.66 |
15,952.04 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,989.93 |
17,714.54 |
16,623.90 |
|
| R3 |
17,427.69 |
17,152.30 |
16,469.29 |
|
| R2 |
16,865.45 |
16,865.45 |
16,417.75 |
|
| R1 |
16,590.06 |
16,590.06 |
16,366.21 |
16,446.64 |
| PP |
16,303.21 |
16,303.21 |
16,303.21 |
16,231.50 |
| S1 |
16,027.82 |
16,027.82 |
16,263.13 |
15,884.40 |
| S2 |
15,740.97 |
15,740.97 |
16,211.59 |
|
| S3 |
15,178.73 |
15,465.58 |
16,160.05 |
|
| S4 |
14,616.49 |
14,903.34 |
16,005.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,465.23 |
15,942.37 |
522.86 |
3.3% |
230.43 |
1.4% |
20% |
False |
True |
|
| 10 |
16,933.43 |
15,942.37 |
991.06 |
6.2% |
238.12 |
1.5% |
11% |
False |
True |
|
| 20 |
16,933.43 |
15,942.37 |
991.06 |
6.2% |
272.04 |
1.7% |
11% |
False |
True |
|
| 40 |
17,661.37 |
15,370.33 |
2,291.04 |
14.3% |
290.29 |
1.8% |
30% |
False |
False |
|
| 60 |
18,137.12 |
15,370.33 |
2,766.79 |
17.2% |
249.14 |
1.6% |
25% |
False |
False |
|
| 80 |
18,188.81 |
15,370.33 |
2,818.48 |
17.6% |
227.17 |
1.4% |
24% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.6% |
208.88 |
1.3% |
23% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.6% |
203.55 |
1.3% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,869.10 |
|
2.618 |
16,581.02 |
|
1.618 |
16,404.50 |
|
1.000 |
16,295.41 |
|
0.618 |
16,227.98 |
|
HIGH |
16,118.89 |
|
0.618 |
16,051.46 |
|
0.500 |
16,030.63 |
|
0.382 |
16,009.80 |
|
LOW |
15,942.37 |
|
0.618 |
15,833.28 |
|
1.000 |
15,765.85 |
|
1.618 |
15,656.76 |
|
2.618 |
15,480.24 |
|
4.250 |
15,192.16 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,042.96 |
16,203.80 |
| PP |
16,036.80 |
16,152.24 |
| S1 |
16,030.63 |
16,100.69 |
|