| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
3,068.0 |
2,999.0 |
-69.0 |
-2.2% |
3,142.0 |
| High |
3,103.0 |
3,049.0 |
-54.0 |
-1.7% |
3,189.0 |
| Low |
3,008.0 |
2,970.0 |
-38.0 |
-1.3% |
2,984.0 |
| Close |
3,033.0 |
3,026.0 |
-7.0 |
-0.2% |
3,107.0 |
| Range |
95.0 |
79.0 |
-16.0 |
-16.8% |
205.0 |
| ATR |
89.8 |
89.0 |
-0.8 |
-0.9% |
0.0 |
| Volume |
1,440,955 |
1,366,739 |
-74,216 |
-5.2% |
6,943,111 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,252.0 |
3,218.0 |
3,069.5 |
|
| R3 |
3,173.0 |
3,139.0 |
3,047.7 |
|
| R2 |
3,094.0 |
3,094.0 |
3,040.5 |
|
| R1 |
3,060.0 |
3,060.0 |
3,033.2 |
3,077.0 |
| PP |
3,015.0 |
3,015.0 |
3,015.0 |
3,023.5 |
| S1 |
2,981.0 |
2,981.0 |
3,018.8 |
2,998.0 |
| S2 |
2,936.0 |
2,936.0 |
3,011.5 |
|
| S3 |
2,857.0 |
2,902.0 |
3,004.3 |
|
| S4 |
2,778.0 |
2,823.0 |
2,982.6 |
|
|
| 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 |
3,119.0 |
2,970.0 |
149.0 |
4.9% |
86.2 |
2.8% |
38% |
False |
True |
1,440,674 |
| 10 |
3,286.0 |
2,970.0 |
316.0 |
10.4% |
84.3 |
2.8% |
18% |
False |
True |
1,360,202 |
| 20 |
3,315.0 |
2,970.0 |
345.0 |
11.4% |
79.3 |
2.6% |
16% |
False |
True |
971,819 |
| 40 |
3,677.0 |
2,950.0 |
727.0 |
24.0% |
78.9 |
2.6% |
10% |
False |
False |
488,669 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
24.8% |
71.9 |
2.4% |
10% |
False |
False |
326,150 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
24.8% |
73.3 |
2.4% |
10% |
False |
False |
245,836 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
24.8% |
66.8 |
2.2% |
10% |
False |
False |
196,723 |
| 120 |
3,740.0 |
2,950.0 |
790.0 |
26.1% |
63.0 |
2.1% |
10% |
False |
False |
163,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,384.8 |
|
2.618 |
3,255.8 |
|
1.618 |
3,176.8 |
|
1.000 |
3,128.0 |
|
0.618 |
3,097.8 |
|
HIGH |
3,049.0 |
|
0.618 |
3,018.8 |
|
0.500 |
3,009.5 |
|
0.382 |
3,000.2 |
|
LOW |
2,970.0 |
|
0.618 |
2,921.2 |
|
1.000 |
2,891.0 |
|
1.618 |
2,842.2 |
|
2.618 |
2,763.2 |
|
4.250 |
2,634.3 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,020.5 |
3,044.5 |
| PP |
3,015.0 |
3,038.3 |
| S1 |
3,009.5 |
3,032.2 |
|