| 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 |
3,065.0 |
3,055.0 |
-10.0 |
-0.3% |
3,142.0 |
| High |
3,090.0 |
3,119.0 |
29.0 |
0.9% |
3,189.0 |
| Low |
2,984.0 |
3,047.0 |
63.0 |
2.1% |
2,984.0 |
| Close |
3,003.0 |
3,107.0 |
104.0 |
3.5% |
3,107.0 |
| Range |
106.0 |
72.0 |
-34.0 |
-32.1% |
205.0 |
| ATR |
87.0 |
89.1 |
2.1 |
2.4% |
0.0 |
| Volume |
1,505,150 |
1,160,928 |
-344,222 |
-22.9% |
6,943,111 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,307.0 |
3,279.0 |
3,146.6 |
|
| R3 |
3,235.0 |
3,207.0 |
3,126.8 |
|
| R2 |
3,163.0 |
3,163.0 |
3,120.2 |
|
| R1 |
3,135.0 |
3,135.0 |
3,113.6 |
3,149.0 |
| PP |
3,091.0 |
3,091.0 |
3,091.0 |
3,098.0 |
| S1 |
3,063.0 |
3,063.0 |
3,100.4 |
3,077.0 |
| S2 |
3,019.0 |
3,019.0 |
3,093.8 |
|
| S3 |
2,947.0 |
2,991.0 |
3,087.2 |
|
| S4 |
2,875.0 |
2,919.0 |
3,067.4 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,708.3 |
3,612.7 |
3,219.8 |
|
| R3 |
3,503.3 |
3,407.7 |
3,163.4 |
|
| R2 |
3,298.3 |
3,298.3 |
3,144.6 |
|
| R1 |
3,202.7 |
3,202.7 |
3,125.8 |
3,148.0 |
| PP |
3,093.3 |
3,093.3 |
3,093.3 |
3,066.0 |
| S1 |
2,997.7 |
2,997.7 |
3,088.2 |
2,943.0 |
| S2 |
2,888.3 |
2,888.3 |
3,069.4 |
|
| S3 |
2,683.3 |
2,792.7 |
3,050.6 |
|
| S4 |
2,478.3 |
2,587.7 |
2,994.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,189.0 |
2,984.0 |
205.0 |
6.6% |
90.0 |
2.9% |
60% |
False |
False |
1,388,622 |
| 10 |
3,286.0 |
2,984.0 |
302.0 |
9.7% |
79.4 |
2.6% |
41% |
False |
False |
1,405,035 |
| 20 |
3,315.0 |
2,984.0 |
331.0 |
10.7% |
74.8 |
2.4% |
37% |
False |
False |
832,016 |
| 40 |
3,677.0 |
2,950.0 |
727.0 |
23.4% |
77.0 |
2.5% |
22% |
False |
False |
418,487 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
24.1% |
71.2 |
2.3% |
21% |
False |
False |
279,637 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
24.1% |
72.0 |
2.3% |
21% |
False |
False |
210,740 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
24.1% |
66.6 |
2.1% |
21% |
False |
False |
168,650 |
| 120 |
3,740.0 |
2,950.0 |
790.0 |
25.4% |
61.8 |
2.0% |
20% |
False |
False |
140,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,425.0 |
|
2.618 |
3,307.5 |
|
1.618 |
3,235.5 |
|
1.000 |
3,191.0 |
|
0.618 |
3,163.5 |
|
HIGH |
3,119.0 |
|
0.618 |
3,091.5 |
|
0.500 |
3,083.0 |
|
0.382 |
3,074.5 |
|
LOW |
3,047.0 |
|
0.618 |
3,002.5 |
|
1.000 |
2,975.0 |
|
1.618 |
2,930.5 |
|
2.618 |
2,858.5 |
|
4.250 |
2,741.0 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,099.0 |
3,088.5 |
| PP |
3,091.0 |
3,070.0 |
| S1 |
3,083.0 |
3,051.5 |
|