| 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 |
9,420.0 |
9,589.5 |
169.5 |
1.8% |
9,885.0 |
| High |
9,539.0 |
9,734.5 |
195.5 |
2.0% |
10,019.0 |
| Low |
9,301.0 |
9,581.0 |
280.0 |
3.0% |
9,361.0 |
| Close |
9,466.5 |
9,659.5 |
193.0 |
2.0% |
9,705.0 |
| Range |
238.0 |
153.5 |
-84.5 |
-35.5% |
658.0 |
| ATR |
275.6 |
275.0 |
-0.5 |
-0.2% |
0.0 |
| Volume |
127,717 |
132,860 |
5,143 |
4.0% |
666,557 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,118.8 |
10,042.7 |
9,743.9 |
|
| R3 |
9,965.3 |
9,889.2 |
9,701.7 |
|
| R2 |
9,811.8 |
9,811.8 |
9,687.6 |
|
| R1 |
9,735.7 |
9,735.7 |
9,673.6 |
9,773.8 |
| PP |
9,658.3 |
9,658.3 |
9,658.3 |
9,677.4 |
| S1 |
9,582.2 |
9,582.2 |
9,645.4 |
9,620.3 |
| S2 |
9,504.8 |
9,504.8 |
9,631.4 |
|
| S3 |
9,351.3 |
9,428.7 |
9,617.3 |
|
| S4 |
9,197.8 |
9,275.2 |
9,575.1 |
|
|
| 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 |
9,746.5 |
9,301.0 |
445.5 |
4.6% |
233.6 |
2.4% |
80% |
False |
False |
131,982 |
| 10 |
10,323.5 |
9,301.0 |
1,022.5 |
10.6% |
263.6 |
2.7% |
35% |
False |
False |
133,613 |
| 20 |
10,521.5 |
9,301.0 |
1,220.5 |
12.6% |
238.2 |
2.5% |
29% |
False |
False |
80,400 |
| 40 |
11,670.5 |
9,301.0 |
2,369.5 |
24.5% |
245.3 |
2.5% |
15% |
False |
False |
40,792 |
| 60 |
11,811.0 |
9,301.0 |
2,510.0 |
26.0% |
218.9 |
2.3% |
14% |
False |
False |
27,307 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
26.0% |
223.5 |
2.3% |
14% |
False |
False |
20,585 |
| 100 |
11,900.5 |
9,301.0 |
2,599.5 |
26.9% |
213.7 |
2.2% |
14% |
False |
False |
16,481 |
| 120 |
12,388.0 |
9,301.0 |
3,087.0 |
32.0% |
210.5 |
2.2% |
12% |
False |
False |
13,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,386.9 |
|
2.618 |
10,136.4 |
|
1.618 |
9,982.9 |
|
1.000 |
9,888.0 |
|
0.618 |
9,829.4 |
|
HIGH |
9,734.5 |
|
0.618 |
9,675.9 |
|
0.500 |
9,657.8 |
|
0.382 |
9,639.6 |
|
LOW |
9,581.0 |
|
0.618 |
9,486.1 |
|
1.000 |
9,427.5 |
|
1.618 |
9,332.6 |
|
2.618 |
9,179.1 |
|
4.250 |
8,928.6 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,658.9 |
9,612.3 |
| PP |
9,658.3 |
9,565.0 |
| S1 |
9,657.8 |
9,517.8 |
|