| 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 |
3,055.0 |
3,068.0 |
13.0 |
0.4% |
3,142.0 |
| High |
3,119.0 |
3,103.0 |
-16.0 |
-0.5% |
3,189.0 |
| Low |
3,047.0 |
3,008.0 |
-39.0 |
-1.3% |
2,984.0 |
| Close |
3,107.0 |
3,033.0 |
-74.0 |
-2.4% |
3,107.0 |
| Range |
72.0 |
95.0 |
23.0 |
31.9% |
205.0 |
| ATR |
89.1 |
89.8 |
0.7 |
0.8% |
0.0 |
| Volume |
1,160,928 |
1,440,955 |
280,027 |
24.1% |
6,943,111 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,333.0 |
3,278.0 |
3,085.3 |
|
| R3 |
3,238.0 |
3,183.0 |
3,059.1 |
|
| R2 |
3,143.0 |
3,143.0 |
3,050.4 |
|
| R1 |
3,088.0 |
3,088.0 |
3,041.7 |
3,068.0 |
| PP |
3,048.0 |
3,048.0 |
3,048.0 |
3,038.0 |
| S1 |
2,993.0 |
2,993.0 |
3,024.3 |
2,973.0 |
| S2 |
2,953.0 |
2,953.0 |
3,015.6 |
|
| S3 |
2,858.0 |
2,898.0 |
3,006.9 |
|
| S4 |
2,763.0 |
2,803.0 |
2,980.8 |
|
|
| 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 |
6.8% |
97.2 |
3.2% |
24% |
False |
False |
1,383,254 |
| 10 |
3,286.0 |
2,984.0 |
302.0 |
10.0% |
83.5 |
2.8% |
16% |
False |
False |
1,364,147 |
| 20 |
3,315.0 |
2,984.0 |
331.0 |
10.9% |
77.4 |
2.6% |
15% |
False |
False |
903,931 |
| 40 |
3,677.0 |
2,950.0 |
727.0 |
24.0% |
78.2 |
2.6% |
11% |
False |
False |
454,507 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
24.7% |
72.0 |
2.4% |
11% |
False |
False |
303,464 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
24.7% |
72.8 |
2.4% |
11% |
False |
False |
228,752 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
24.7% |
66.7 |
2.2% |
11% |
False |
False |
183,059 |
| 120 |
3,740.0 |
2,950.0 |
790.0 |
26.0% |
62.4 |
2.1% |
11% |
False |
False |
152,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,506.8 |
|
2.618 |
3,351.7 |
|
1.618 |
3,256.7 |
|
1.000 |
3,198.0 |
|
0.618 |
3,161.7 |
|
HIGH |
3,103.0 |
|
0.618 |
3,066.7 |
|
0.500 |
3,055.5 |
|
0.382 |
3,044.3 |
|
LOW |
3,008.0 |
|
0.618 |
2,949.3 |
|
1.000 |
2,913.0 |
|
1.618 |
2,854.3 |
|
2.618 |
2,759.3 |
|
4.250 |
2,604.3 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,055.5 |
3,051.5 |
| PP |
3,048.0 |
3,045.3 |
| S1 |
3,040.5 |
3,039.2 |
|