| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
3,062.0 |
3,128.0 |
66.0 |
2.2% |
3,142.0 |
| High |
3,109.0 |
3,141.0 |
32.0 |
1.0% |
3,189.0 |
| Low |
3,060.0 |
3,042.0 |
-18.0 |
-0.6% |
2,984.0 |
| Close |
3,091.0 |
3,061.0 |
-30.0 |
-1.0% |
3,107.0 |
| Range |
49.0 |
99.0 |
50.0 |
102.0% |
205.0 |
| ATR |
88.6 |
89.3 |
0.7 |
0.8% |
0.0 |
| Volume |
1,286,209 |
1,415,062 |
128,853 |
10.0% |
6,943,111 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,378.3 |
3,318.7 |
3,115.5 |
|
| R3 |
3,279.3 |
3,219.7 |
3,088.2 |
|
| R2 |
3,180.3 |
3,180.3 |
3,079.2 |
|
| R1 |
3,120.7 |
3,120.7 |
3,070.1 |
3,101.0 |
| PP |
3,081.3 |
3,081.3 |
3,081.3 |
3,071.5 |
| S1 |
3,021.7 |
3,021.7 |
3,051.9 |
3,002.0 |
| S2 |
2,982.3 |
2,982.3 |
3,042.9 |
|
| S3 |
2,883.3 |
2,922.7 |
3,033.8 |
|
| S4 |
2,784.3 |
2,823.7 |
3,006.6 |
|
|
| 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 |
3,141.0 |
2,970.0 |
171.0 |
5.6% |
78.8 |
2.6% |
53% |
True |
False |
1,333,978 |
| 10 |
3,236.0 |
2,970.0 |
266.0 |
8.7% |
88.2 |
2.9% |
34% |
False |
False |
1,334,455 |
| 20 |
3,315.0 |
2,970.0 |
345.0 |
11.3% |
79.5 |
2.6% |
26% |
False |
False |
1,105,828 |
| 40 |
3,677.0 |
2,950.0 |
727.0 |
23.8% |
80.5 |
2.6% |
15% |
False |
False |
556,193 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
24.5% |
71.9 |
2.3% |
15% |
False |
False |
371,152 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
24.5% |
73.2 |
2.4% |
15% |
False |
False |
279,600 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
24.5% |
67.7 |
2.2% |
15% |
False |
False |
223,735 |
| 120 |
3,740.0 |
2,950.0 |
790.0 |
25.8% |
64.0 |
2.1% |
14% |
False |
False |
186,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,561.8 |
|
2.618 |
3,400.2 |
|
1.618 |
3,301.2 |
|
1.000 |
3,240.0 |
|
0.618 |
3,202.2 |
|
HIGH |
3,141.0 |
|
0.618 |
3,103.2 |
|
0.500 |
3,091.5 |
|
0.382 |
3,079.8 |
|
LOW |
3,042.0 |
|
0.618 |
2,980.8 |
|
1.000 |
2,943.0 |
|
1.618 |
2,881.8 |
|
2.618 |
2,782.8 |
|
4.250 |
2,621.3 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,091.5 |
3,059.2 |
| PP |
3,081.3 |
3,057.3 |
| S1 |
3,071.2 |
3,055.5 |
|