| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,151.0 |
1,145.0 |
-6.0 |
-0.5% |
1,138.7 |
| High |
1,151.1 |
1,147.8 |
-3.3 |
-0.3% |
1,156.4 |
| Low |
1,140.1 |
1,127.3 |
-12.8 |
-1.1% |
1,120.5 |
| Close |
1,145.6 |
1,131.7 |
-13.9 |
-1.2% |
1,145.6 |
| Range |
11.0 |
20.5 |
9.5 |
86.4% |
35.9 |
| ATR |
16.4 |
16.7 |
0.3 |
1.8% |
0.0 |
| Volume |
140,350 |
143,467 |
3,117 |
2.2% |
660,752 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,197.1 |
1,184.9 |
1,143.0 |
|
| R3 |
1,176.6 |
1,164.4 |
1,137.3 |
|
| R2 |
1,156.1 |
1,156.1 |
1,135.5 |
|
| R1 |
1,143.9 |
1,143.9 |
1,133.6 |
1,139.8 |
| PP |
1,135.6 |
1,135.6 |
1,135.6 |
1,133.5 |
| S1 |
1,123.4 |
1,123.4 |
1,129.8 |
1,119.3 |
| S2 |
1,115.1 |
1,115.1 |
1,127.9 |
|
| S3 |
1,094.6 |
1,102.9 |
1,126.1 |
|
| S4 |
1,074.1 |
1,082.4 |
1,120.4 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,248.5 |
1,233.0 |
1,165.3 |
|
| R3 |
1,212.6 |
1,197.1 |
1,155.5 |
|
| R2 |
1,176.7 |
1,176.7 |
1,152.2 |
|
| R1 |
1,161.2 |
1,161.2 |
1,148.9 |
1,169.0 |
| PP |
1,140.8 |
1,140.8 |
1,140.8 |
1,144.7 |
| S1 |
1,125.3 |
1,125.3 |
1,142.3 |
1,133.1 |
| S2 |
1,104.9 |
1,104.9 |
1,139.0 |
|
| S3 |
1,069.0 |
1,089.4 |
1,135.7 |
|
| S4 |
1,033.1 |
1,053.5 |
1,125.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,156.4 |
1,120.5 |
35.9 |
3.2% |
17.4 |
1.5% |
31% |
False |
False |
143,420 |
| 10 |
1,156.4 |
1,101.5 |
54.9 |
4.9% |
16.1 |
1.4% |
55% |
False |
False |
130,960 |
| 20 |
1,156.4 |
1,097.7 |
58.7 |
5.2% |
14.8 |
1.3% |
58% |
False |
False |
125,245 |
| 40 |
1,169.8 |
1,080.2 |
89.6 |
7.9% |
16.0 |
1.4% |
57% |
False |
False |
139,754 |
| 60 |
1,175.7 |
1,073.7 |
102.0 |
9.0% |
16.1 |
1.4% |
57% |
False |
False |
109,591 |
| 80 |
1,207.3 |
1,073.7 |
133.6 |
11.8% |
15.1 |
1.3% |
43% |
False |
False |
83,023 |
| 100 |
1,234.0 |
1,073.7 |
160.3 |
14.2% |
14.8 |
1.3% |
36% |
False |
False |
67,155 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
14.2% |
14.8 |
1.3% |
36% |
False |
False |
56,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,234.9 |
|
2.618 |
1,201.5 |
|
1.618 |
1,181.0 |
|
1.000 |
1,168.3 |
|
0.618 |
1,160.5 |
|
HIGH |
1,147.8 |
|
0.618 |
1,140.0 |
|
0.500 |
1,137.6 |
|
0.382 |
1,135.1 |
|
LOW |
1,127.3 |
|
0.618 |
1,114.6 |
|
1.000 |
1,106.8 |
|
1.618 |
1,094.1 |
|
2.618 |
1,073.6 |
|
4.250 |
1,040.2 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,137.6 |
1,141.9 |
| PP |
1,135.6 |
1,138.5 |
| S1 |
1,133.7 |
1,135.1 |
|