| 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 |
1,145.0 |
1,131.4 |
-13.6 |
-1.2% |
1,138.7 |
| High |
1,147.8 |
1,134.3 |
-13.5 |
-1.2% |
1,156.4 |
| Low |
1,127.3 |
1,123.5 |
-3.8 |
-0.3% |
1,120.5 |
| Close |
1,131.7 |
1,126.8 |
-4.9 |
-0.4% |
1,145.6 |
| Range |
20.5 |
10.8 |
-9.7 |
-47.3% |
35.9 |
| ATR |
16.7 |
16.3 |
-0.4 |
-2.5% |
0.0 |
| Volume |
143,467 |
105,548 |
-37,919 |
-26.4% |
660,752 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,160.6 |
1,154.5 |
1,132.7 |
|
| R3 |
1,149.8 |
1,143.7 |
1,129.8 |
|
| R2 |
1,139.0 |
1,139.0 |
1,128.8 |
|
| R1 |
1,132.9 |
1,132.9 |
1,127.8 |
1,130.6 |
| PP |
1,128.2 |
1,128.2 |
1,128.2 |
1,127.0 |
| S1 |
1,122.1 |
1,122.1 |
1,125.8 |
1,119.8 |
| S2 |
1,117.4 |
1,117.4 |
1,124.8 |
|
| S3 |
1,106.6 |
1,111.3 |
1,123.8 |
|
| S4 |
1,095.8 |
1,100.5 |
1,120.9 |
|
|
| 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 |
1,121.1 |
35.3 |
3.1% |
16.4 |
1.5% |
16% |
False |
False |
141,042 |
| 10 |
1,156.4 |
1,103.0 |
53.4 |
4.7% |
16.5 |
1.5% |
45% |
False |
False |
133,627 |
| 20 |
1,156.4 |
1,097.7 |
58.7 |
5.2% |
14.8 |
1.3% |
50% |
False |
False |
125,575 |
| 40 |
1,169.8 |
1,080.2 |
89.6 |
8.0% |
15.9 |
1.4% |
52% |
False |
False |
139,745 |
| 60 |
1,171.5 |
1,073.7 |
97.8 |
8.7% |
16.1 |
1.4% |
54% |
False |
False |
111,173 |
| 80 |
1,207.3 |
1,073.7 |
133.6 |
11.9% |
15.0 |
1.3% |
40% |
False |
False |
84,298 |
| 100 |
1,234.0 |
1,073.7 |
160.3 |
14.2% |
14.8 |
1.3% |
33% |
False |
False |
68,182 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
14.2% |
14.8 |
1.3% |
33% |
False |
False |
57,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,180.2 |
|
2.618 |
1,162.6 |
|
1.618 |
1,151.8 |
|
1.000 |
1,145.1 |
|
0.618 |
1,141.0 |
|
HIGH |
1,134.3 |
|
0.618 |
1,130.2 |
|
0.500 |
1,128.9 |
|
0.382 |
1,127.6 |
|
LOW |
1,123.5 |
|
0.618 |
1,116.8 |
|
1.000 |
1,112.7 |
|
1.618 |
1,106.0 |
|
2.618 |
1,095.2 |
|
4.250 |
1,077.6 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,128.9 |
1,137.3 |
| PP |
1,128.2 |
1,133.8 |
| S1 |
1,127.5 |
1,130.3 |
|