| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
9,598.0 |
9,577.0 |
-21.0 |
-0.2% |
9,885.0 |
| High |
9,746.5 |
9,678.5 |
-68.0 |
-0.7% |
10,019.0 |
| Low |
9,561.5 |
9,434.0 |
-127.5 |
-1.3% |
9,361.0 |
| Close |
9,705.0 |
9,490.5 |
-214.5 |
-2.2% |
9,705.0 |
| Range |
185.0 |
244.5 |
59.5 |
32.2% |
658.0 |
| ATR |
279.0 |
278.4 |
-0.6 |
-0.2% |
0.0 |
| Volume |
126,500 |
146,904 |
20,404 |
16.1% |
666,557 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,267.8 |
10,123.7 |
9,625.0 |
|
| R3 |
10,023.3 |
9,879.2 |
9,557.7 |
|
| R2 |
9,778.8 |
9,778.8 |
9,535.3 |
|
| R1 |
9,634.7 |
9,634.7 |
9,512.9 |
9,584.5 |
| PP |
9,534.3 |
9,534.3 |
9,534.3 |
9,509.3 |
| S1 |
9,390.2 |
9,390.2 |
9,468.1 |
9,340.0 |
| S2 |
9,289.8 |
9,289.8 |
9,445.7 |
|
| S3 |
9,045.3 |
9,145.7 |
9,423.3 |
|
| S4 |
8,800.8 |
8,901.2 |
9,356.0 |
|
|
| 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 |
6.9% |
293.4 |
3.1% |
20% |
False |
False |
132,102 |
| 10 |
10,338.0 |
9,361.0 |
977.0 |
10.3% |
260.2 |
2.7% |
13% |
False |
False |
118,406 |
| 20 |
10,521.5 |
9,361.0 |
1,160.5 |
12.2% |
238.2 |
2.5% |
11% |
False |
False |
67,664 |
| 40 |
11,670.5 |
9,320.0 |
2,350.5 |
24.8% |
242.7 |
2.6% |
7% |
False |
False |
34,287 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
26.2% |
221.1 |
2.3% |
7% |
False |
False |
22,974 |
| 80 |
11,811.0 |
9,320.0 |
2,491.0 |
26.2% |
223.3 |
2.4% |
7% |
False |
False |
17,330 |
| 100 |
11,900.5 |
9,320.0 |
2,580.5 |
27.2% |
212.2 |
2.2% |
7% |
False |
False |
13,877 |
| 120 |
12,421.0 |
9,320.0 |
3,101.0 |
32.7% |
209.3 |
2.2% |
5% |
False |
False |
11,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,717.6 |
|
2.618 |
10,318.6 |
|
1.618 |
10,074.1 |
|
1.000 |
9,923.0 |
|
0.618 |
9,829.6 |
|
HIGH |
9,678.5 |
|
0.618 |
9,585.1 |
|
0.500 |
9,556.3 |
|
0.382 |
9,527.4 |
|
LOW |
9,434.0 |
|
0.618 |
9,282.9 |
|
1.000 |
9,189.5 |
|
1.618 |
9,038.4 |
|
2.618 |
8,793.9 |
|
4.250 |
8,394.9 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,556.3 |
9,553.8 |
| PP |
9,534.3 |
9,532.7 |
| S1 |
9,512.4 |
9,511.6 |
|