| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
3,128.0 |
3,088.0 |
-40.0 |
-1.3% |
3,068.0 |
| High |
3,141.0 |
3,129.0 |
-12.0 |
-0.4% |
3,141.0 |
| Low |
3,042.0 |
3,026.0 |
-16.0 |
-0.5% |
2,970.0 |
| Close |
3,061.0 |
3,076.0 |
15.0 |
0.5% |
3,076.0 |
| Range |
99.0 |
103.0 |
4.0 |
4.0% |
171.0 |
| ATR |
89.3 |
90.3 |
1.0 |
1.1% |
0.0 |
| Volume |
1,415,062 |
1,221,905 |
-193,157 |
-13.7% |
6,730,870 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,386.0 |
3,334.0 |
3,132.7 |
|
| R3 |
3,283.0 |
3,231.0 |
3,104.3 |
|
| R2 |
3,180.0 |
3,180.0 |
3,094.9 |
|
| R1 |
3,128.0 |
3,128.0 |
3,085.4 |
3,102.5 |
| PP |
3,077.0 |
3,077.0 |
3,077.0 |
3,064.3 |
| S1 |
3,025.0 |
3,025.0 |
3,066.6 |
2,999.5 |
| S2 |
2,974.0 |
2,974.0 |
3,057.1 |
|
| S3 |
2,871.0 |
2,922.0 |
3,047.7 |
|
| S4 |
2,768.0 |
2,819.0 |
3,019.4 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,575.3 |
3,496.7 |
3,170.1 |
|
| R3 |
3,404.3 |
3,325.7 |
3,123.0 |
|
| R2 |
3,233.3 |
3,233.3 |
3,107.4 |
|
| R1 |
3,154.7 |
3,154.7 |
3,091.7 |
3,194.0 |
| PP |
3,062.3 |
3,062.3 |
3,062.3 |
3,082.0 |
| S1 |
2,983.7 |
2,983.7 |
3,060.3 |
3,023.0 |
| S2 |
2,891.3 |
2,891.3 |
3,044.7 |
|
| S3 |
2,720.3 |
2,812.7 |
3,029.0 |
|
| S4 |
2,549.3 |
2,641.7 |
2,982.0 |
|
|
| 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% |
85.0 |
2.8% |
62% |
False |
False |
1,346,174 |
| 10 |
3,189.0 |
2,970.0 |
219.0 |
7.1% |
87.5 |
2.8% |
48% |
False |
False |
1,367,398 |
| 20 |
3,315.0 |
2,970.0 |
345.0 |
11.2% |
80.7 |
2.6% |
31% |
False |
False |
1,165,640 |
| 40 |
3,669.0 |
2,950.0 |
719.0 |
23.4% |
82.3 |
2.7% |
18% |
False |
False |
586,737 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
24.3% |
72.0 |
2.3% |
17% |
False |
False |
391,509 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
24.3% |
73.6 |
2.4% |
17% |
False |
False |
294,869 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
24.3% |
68.0 |
2.2% |
17% |
False |
False |
235,954 |
| 120 |
3,732.0 |
2,950.0 |
782.0 |
25.4% |
64.4 |
2.1% |
16% |
False |
False |
196,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,566.8 |
|
2.618 |
3,398.7 |
|
1.618 |
3,295.7 |
|
1.000 |
3,232.0 |
|
0.618 |
3,192.7 |
|
HIGH |
3,129.0 |
|
0.618 |
3,089.7 |
|
0.500 |
3,077.5 |
|
0.382 |
3,065.3 |
|
LOW |
3,026.0 |
|
0.618 |
2,962.3 |
|
1.000 |
2,923.0 |
|
1.618 |
2,859.3 |
|
2.618 |
2,756.3 |
|
4.250 |
2,588.3 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,077.5 |
3,083.5 |
| PP |
3,077.0 |
3,081.0 |
| S1 |
3,076.5 |
3,078.5 |
|