| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
9,591.5 |
9,598.0 |
6.5 |
0.1% |
9,885.0 |
| High |
9,708.0 |
9,746.5 |
38.5 |
0.4% |
10,019.0 |
| Low |
9,361.0 |
9,561.5 |
200.5 |
2.1% |
9,361.0 |
| Close |
9,415.5 |
9,705.0 |
289.5 |
3.1% |
9,705.0 |
| Range |
347.0 |
185.0 |
-162.0 |
-46.7% |
658.0 |
| ATR |
275.0 |
279.0 |
4.0 |
1.5% |
0.0 |
| Volume |
125,932 |
126,500 |
568 |
0.5% |
666,557 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,226.0 |
10,150.5 |
9,806.8 |
|
| R3 |
10,041.0 |
9,965.5 |
9,755.9 |
|
| R2 |
9,856.0 |
9,856.0 |
9,738.9 |
|
| R1 |
9,780.5 |
9,780.5 |
9,722.0 |
9,818.3 |
| PP |
9,671.0 |
9,671.0 |
9,671.0 |
9,689.9 |
| S1 |
9,595.5 |
9,595.5 |
9,688.0 |
9,633.3 |
| S2 |
9,486.0 |
9,486.0 |
9,671.1 |
|
| S3 |
9,301.0 |
9,410.5 |
9,654.1 |
|
| S4 |
9,116.0 |
9,225.5 |
9,603.3 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,669.0 |
11,345.0 |
10,066.9 |
|
| R3 |
11,011.0 |
10,687.0 |
9,886.0 |
|
| R2 |
10,353.0 |
10,353.0 |
9,825.6 |
|
| R1 |
10,029.0 |
10,029.0 |
9,765.3 |
9,862.0 |
| PP |
9,695.0 |
9,695.0 |
9,695.0 |
9,611.5 |
| S1 |
9,371.0 |
9,371.0 |
9,644.7 |
9,204.0 |
| S2 |
9,037.0 |
9,037.0 |
9,584.4 |
|
| S3 |
8,379.0 |
8,713.0 |
9,524.1 |
|
| S4 |
7,721.0 |
8,055.0 |
9,343.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,019.0 |
9,361.0 |
658.0 |
6.8% |
288.2 |
3.0% |
52% |
False |
False |
133,311 |
| 10 |
10,338.0 |
9,361.0 |
977.0 |
10.1% |
250.1 |
2.6% |
35% |
False |
False |
111,888 |
| 20 |
10,521.5 |
9,361.0 |
1,160.5 |
12.0% |
233.8 |
2.4% |
30% |
False |
False |
60,423 |
| 40 |
11,670.5 |
9,320.0 |
2,350.5 |
24.2% |
240.4 |
2.5% |
16% |
False |
False |
30,618 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
25.7% |
219.2 |
2.3% |
15% |
False |
False |
20,527 |
| 80 |
11,811.0 |
9,320.0 |
2,491.0 |
25.7% |
221.7 |
2.3% |
15% |
False |
False |
15,495 |
| 100 |
11,900.5 |
9,320.0 |
2,580.5 |
26.6% |
211.8 |
2.2% |
15% |
False |
False |
12,408 |
| 120 |
12,421.0 |
9,320.0 |
3,101.0 |
32.0% |
208.0 |
2.1% |
12% |
False |
False |
10,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,532.8 |
|
2.618 |
10,230.8 |
|
1.618 |
10,045.8 |
|
1.000 |
9,931.5 |
|
0.618 |
9,860.8 |
|
HIGH |
9,746.5 |
|
0.618 |
9,675.8 |
|
0.500 |
9,654.0 |
|
0.382 |
9,632.2 |
|
LOW |
9,561.5 |
|
0.618 |
9,447.2 |
|
1.000 |
9,376.5 |
|
1.618 |
9,262.2 |
|
2.618 |
9,077.2 |
|
4.250 |
8,775.3 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,688.0 |
9,654.6 |
| PP |
9,671.0 |
9,604.2 |
| S1 |
9,654.0 |
9,553.8 |
|