| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,078.7 |
1,094.9 |
16.2 |
1.5% |
1,161.0 |
| High |
1,097.6 |
1,108.5 |
10.9 |
1.0% |
1,173.7 |
| Low |
1,076.9 |
1,077.5 |
0.6 |
0.1% |
1,112.9 |
| Close |
1,095.9 |
1,095.1 |
-0.8 |
-0.1% |
1,115.0 |
| Range |
20.7 |
31.0 |
10.3 |
49.8% |
60.8 |
| ATR |
23.1 |
23.7 |
0.6 |
2.4% |
0.0 |
| Volume |
133,379 |
139,600 |
6,221 |
4.7% |
513,119 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,186.8 |
1,172.0 |
1,112.3 |
|
| R3 |
1,155.8 |
1,141.0 |
1,103.5 |
|
| R2 |
1,124.8 |
1,124.8 |
1,100.8 |
|
| R1 |
1,110.0 |
1,110.0 |
1,098.0 |
1,117.3 |
| PP |
1,093.8 |
1,093.8 |
1,093.8 |
1,097.5 |
| S1 |
1,079.0 |
1,079.0 |
1,092.3 |
1,086.3 |
| S2 |
1,062.8 |
1,062.8 |
1,089.5 |
|
| S3 |
1,031.8 |
1,048.0 |
1,086.5 |
|
| S4 |
1,000.8 |
1,017.0 |
1,078.0 |
|
|
| 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% |
29.5 |
2.7% |
29% |
False |
False |
134,753 |
| 10 |
1,176.4 |
1,073.2 |
103.2 |
9.4% |
25.8 |
2.4% |
21% |
False |
False |
120,184 |
| 20 |
1,190.0 |
1,073.2 |
116.8 |
10.7% |
22.3 |
2.0% |
19% |
False |
False |
102,444 |
| 40 |
1,222.8 |
1,073.2 |
149.6 |
13.7% |
22.3 |
2.0% |
15% |
False |
False |
51,370 |
| 60 |
1,264.7 |
1,073.2 |
191.5 |
17.5% |
16.5 |
1.5% |
11% |
False |
False |
34,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,240.3 |
|
2.618 |
1,189.8 |
|
1.618 |
1,158.8 |
|
1.000 |
1,139.5 |
|
0.618 |
1,127.8 |
|
HIGH |
1,108.5 |
|
0.618 |
1,096.8 |
|
0.500 |
1,093.0 |
|
0.382 |
1,089.3 |
|
LOW |
1,077.5 |
|
0.618 |
1,058.3 |
|
1.000 |
1,046.5 |
|
1.618 |
1,027.3 |
|
2.618 |
996.3 |
|
4.250 |
945.8 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,094.5 |
1,093.8 |
| PP |
1,093.8 |
1,092.3 |
| S1 |
1,093.0 |
1,090.8 |
|