| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,094.9 |
1,095.5 |
0.6 |
0.1% |
1,115.0 |
| High |
1,108.5 |
1,114.0 |
5.5 |
0.5% |
1,120.6 |
| Low |
1,077.5 |
1,074.4 |
-3.1 |
-0.3% |
1,073.2 |
| Close |
1,095.1 |
1,112.2 |
17.1 |
1.6% |
1,112.2 |
| Range |
31.0 |
39.6 |
8.6 |
27.7% |
47.4 |
| ATR |
23.7 |
24.8 |
1.1 |
4.8% |
0.0 |
| Volume |
139,600 |
140,363 |
763 |
0.5% |
702,127 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,219.0 |
1,205.3 |
1,134.0 |
|
| R3 |
1,179.5 |
1,165.5 |
1,123.0 |
|
| R2 |
1,139.8 |
1,139.8 |
1,119.5 |
|
| R1 |
1,126.0 |
1,126.0 |
1,115.8 |
1,133.0 |
| PP |
1,100.3 |
1,100.3 |
1,100.3 |
1,103.8 |
| S1 |
1,086.5 |
1,086.5 |
1,108.5 |
1,093.3 |
| S2 |
1,060.5 |
1,060.5 |
1,105.0 |
|
| S3 |
1,021.0 |
1,046.8 |
1,101.3 |
|
| S4 |
981.5 |
1,007.3 |
1,090.5 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.3 |
1,225.5 |
1,138.3 |
|
| R3 |
1,196.8 |
1,178.3 |
1,125.3 |
|
| R2 |
1,149.5 |
1,149.5 |
1,121.0 |
|
| R1 |
1,130.8 |
1,130.8 |
1,116.5 |
1,116.5 |
| PP |
1,102.0 |
1,102.0 |
1,102.0 |
1,094.8 |
| S1 |
1,083.5 |
1,083.5 |
1,107.8 |
1,069.0 |
| S2 |
1,054.5 |
1,054.5 |
1,103.5 |
|
| S3 |
1,007.3 |
1,036.0 |
1,099.3 |
|
| S4 |
959.8 |
988.5 |
1,086.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,120.6 |
1,073.2 |
47.4 |
4.3% |
30.3 |
2.7% |
82% |
False |
False |
140,425 |
| 10 |
1,173.7 |
1,073.2 |
100.5 |
9.0% |
27.5 |
2.5% |
39% |
False |
False |
121,524 |
| 20 |
1,190.0 |
1,073.2 |
116.8 |
10.5% |
23.5 |
2.1% |
33% |
False |
False |
109,446 |
| 40 |
1,216.0 |
1,073.2 |
142.8 |
12.8% |
22.8 |
2.0% |
27% |
False |
False |
54,878 |
| 60 |
1,264.7 |
1,073.2 |
191.5 |
17.2% |
17.3 |
1.5% |
20% |
False |
False |
36,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,282.3 |
|
2.618 |
1,217.8 |
|
1.618 |
1,178.0 |
|
1.000 |
1,153.5 |
|
0.618 |
1,138.5 |
|
HIGH |
1,114.0 |
|
0.618 |
1,098.8 |
|
0.500 |
1,094.3 |
|
0.382 |
1,089.5 |
|
LOW |
1,074.5 |
|
0.618 |
1,050.0 |
|
1.000 |
1,034.8 |
|
1.618 |
1,010.3 |
|
2.618 |
970.8 |
|
4.250 |
906.0 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,106.3 |
1,106.3 |
| PP |
1,100.3 |
1,100.3 |
| S1 |
1,094.3 |
1,094.3 |
|