| 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 |
2,999.0 |
3,062.0 |
63.0 |
2.1% |
3,142.0 |
| High |
3,049.0 |
3,109.0 |
60.0 |
2.0% |
3,189.0 |
| Low |
2,970.0 |
3,060.0 |
90.0 |
3.0% |
2,984.0 |
| Close |
3,026.0 |
3,091.0 |
65.0 |
2.1% |
3,107.0 |
| Range |
79.0 |
49.0 |
-30.0 |
-38.0% |
205.0 |
| ATR |
89.0 |
88.6 |
-0.4 |
-0.5% |
0.0 |
| Volume |
1,366,739 |
1,286,209 |
-80,530 |
-5.9% |
6,943,111 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,233.7 |
3,211.3 |
3,118.0 |
|
| R3 |
3,184.7 |
3,162.3 |
3,104.5 |
|
| R2 |
3,135.7 |
3,135.7 |
3,100.0 |
|
| R1 |
3,113.3 |
3,113.3 |
3,095.5 |
3,124.5 |
| PP |
3,086.7 |
3,086.7 |
3,086.7 |
3,092.3 |
| S1 |
3,064.3 |
3,064.3 |
3,086.5 |
3,075.5 |
| S2 |
3,037.7 |
3,037.7 |
3,082.0 |
|
| S3 |
2,988.7 |
3,015.3 |
3,077.5 |
|
| S4 |
2,939.7 |
2,966.3 |
3,064.1 |
|
|
| 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 |
4.8% |
80.2 |
2.6% |
81% |
False |
False |
1,351,996 |
| 10 |
3,286.0 |
2,970.0 |
316.0 |
10.2% |
84.9 |
2.7% |
38% |
False |
False |
1,399,870 |
| 20 |
3,315.0 |
2,970.0 |
345.0 |
11.2% |
77.7 |
2.5% |
35% |
False |
False |
1,035,698 |
| 40 |
3,677.0 |
2,950.0 |
727.0 |
23.5% |
79.5 |
2.6% |
19% |
False |
False |
520,821 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
24.2% |
71.2 |
2.3% |
19% |
False |
False |
347,574 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
24.2% |
73.2 |
2.4% |
19% |
False |
False |
261,913 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
24.2% |
67.1 |
2.2% |
19% |
False |
False |
209,585 |
| 120 |
3,740.0 |
2,950.0 |
790.0 |
25.6% |
63.3 |
2.0% |
18% |
False |
False |
174,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,317.3 |
|
2.618 |
3,237.3 |
|
1.618 |
3,188.3 |
|
1.000 |
3,158.0 |
|
0.618 |
3,139.3 |
|
HIGH |
3,109.0 |
|
0.618 |
3,090.3 |
|
0.500 |
3,084.5 |
|
0.382 |
3,078.7 |
|
LOW |
3,060.0 |
|
0.618 |
3,029.7 |
|
1.000 |
3,011.0 |
|
1.618 |
2,980.7 |
|
2.618 |
2,931.7 |
|
4.250 |
2,851.8 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,088.8 |
3,073.8 |
| PP |
3,086.7 |
3,056.7 |
| S1 |
3,084.5 |
3,039.5 |
|