| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,089.9 |
1,078.7 |
-11.2 |
-1.0% |
1,161.0 |
| High |
1,094.5 |
1,097.6 |
3.1 |
0.3% |
1,173.7 |
| Low |
1,073.2 |
1,076.9 |
3.7 |
0.3% |
1,112.9 |
| Close |
1,078.4 |
1,095.9 |
17.5 |
1.6% |
1,115.0 |
| Range |
21.3 |
20.7 |
-0.6 |
-2.8% |
60.8 |
| ATR |
23.3 |
23.1 |
-0.2 |
-0.8% |
0.0 |
| Volume |
138,912 |
133,379 |
-5,533 |
-4.0% |
513,119 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,152.3 |
1,144.8 |
1,107.3 |
|
| R3 |
1,131.5 |
1,124.0 |
1,101.5 |
|
| R2 |
1,110.8 |
1,110.8 |
1,099.8 |
|
| R1 |
1,103.3 |
1,103.3 |
1,097.8 |
1,107.0 |
| PP |
1,090.3 |
1,090.3 |
1,090.3 |
1,092.0 |
| S1 |
1,082.8 |
1,082.8 |
1,094.0 |
1,086.5 |
| S2 |
1,069.5 |
1,069.5 |
1,092.0 |
|
| S3 |
1,048.8 |
1,062.0 |
1,090.3 |
|
| S4 |
1,028.0 |
1,041.3 |
1,084.5 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.3 |
1,276.5 |
1,148.5 |
|
| R3 |
1,255.5 |
1,215.8 |
1,131.8 |
|
| R2 |
1,194.8 |
1,194.8 |
1,126.3 |
|
| R1 |
1,154.8 |
1,154.8 |
1,120.5 |
1,144.3 |
| PP |
1,133.8 |
1,133.8 |
1,133.8 |
1,128.5 |
| S1 |
1,094.0 |
1,094.0 |
1,109.5 |
1,083.5 |
| S2 |
1,073.0 |
1,073.0 |
1,103.8 |
|
| S3 |
1,012.3 |
1,033.3 |
1,098.3 |
|
| S4 |
951.5 |
972.5 |
1,081.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,149.3 |
1,073.2 |
76.1 |
6.9% |
27.3 |
2.5% |
30% |
False |
False |
129,858 |
| 10 |
1,190.0 |
1,073.2 |
116.8 |
10.7% |
25.0 |
2.3% |
19% |
False |
False |
121,568 |
| 20 |
1,190.0 |
1,073.2 |
116.8 |
10.7% |
21.5 |
2.0% |
19% |
False |
False |
95,496 |
| 40 |
1,236.5 |
1,073.2 |
163.3 |
14.9% |
21.8 |
2.0% |
14% |
False |
False |
47,880 |
| 60 |
1,264.7 |
1,073.2 |
191.5 |
17.5% |
16.0 |
1.5% |
12% |
False |
False |
31,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,185.5 |
|
2.618 |
1,151.8 |
|
1.618 |
1,131.0 |
|
1.000 |
1,118.3 |
|
0.618 |
1,110.5 |
|
HIGH |
1,097.5 |
|
0.618 |
1,089.8 |
|
0.500 |
1,087.3 |
|
0.382 |
1,084.8 |
|
LOW |
1,077.0 |
|
0.618 |
1,064.0 |
|
1.000 |
1,056.3 |
|
1.618 |
1,043.5 |
|
2.618 |
1,022.8 |
|
4.250 |
989.0 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,093.0 |
1,097.0 |
| PP |
1,090.3 |
1,096.5 |
| S1 |
1,087.3 |
1,096.3 |
|