| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,130.6 |
1,151.9 |
21.3 |
1.9% |
1,139.8 |
| High |
1,156.8 |
1,151.9 |
-4.9 |
-0.4% |
1,156.8 |
| Low |
1,130.6 |
1,141.1 |
10.5 |
0.9% |
1,122.1 |
| Close |
1,154.6 |
1,146.4 |
-8.2 |
-0.7% |
1,146.4 |
| Range |
26.2 |
10.8 |
-15.4 |
-58.8% |
34.7 |
| ATR |
15.1 |
15.0 |
-0.1 |
-0.8% |
0.0 |
| Volume |
4,589 |
5,057 |
468 |
10.2% |
19,869 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.9 |
1,173.4 |
1,152.3 |
|
| R3 |
1,168.1 |
1,162.6 |
1,149.4 |
|
| R2 |
1,157.3 |
1,157.3 |
1,148.4 |
|
| R1 |
1,151.8 |
1,151.8 |
1,147.4 |
1,149.2 |
| PP |
1,146.5 |
1,146.5 |
1,146.5 |
1,145.1 |
| S1 |
1,141.0 |
1,141.0 |
1,145.4 |
1,138.4 |
| S2 |
1,135.7 |
1,135.7 |
1,144.4 |
|
| S3 |
1,124.9 |
1,130.2 |
1,143.4 |
|
| S4 |
1,114.1 |
1,119.4 |
1,140.5 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.9 |
1,230.8 |
1,165.5 |
|
| R3 |
1,211.2 |
1,196.1 |
1,155.9 |
|
| R2 |
1,176.5 |
1,176.5 |
1,152.8 |
|
| R1 |
1,161.4 |
1,161.4 |
1,149.6 |
1,169.0 |
| PP |
1,141.8 |
1,141.8 |
1,141.8 |
1,145.5 |
| S1 |
1,126.7 |
1,126.7 |
1,143.2 |
1,134.3 |
| S2 |
1,107.1 |
1,107.1 |
1,140.0 |
|
| S3 |
1,072.4 |
1,092.0 |
1,136.9 |
|
| S4 |
1,037.7 |
1,057.3 |
1,127.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,156.8 |
1,122.1 |
34.7 |
3.0% |
14.3 |
1.2% |
70% |
False |
False |
3,973 |
| 10 |
1,156.8 |
1,103.0 |
53.8 |
4.7% |
13.7 |
1.2% |
81% |
False |
False |
2,567 |
| 20 |
1,156.8 |
1,098.6 |
58.2 |
5.1% |
13.1 |
1.1% |
82% |
False |
False |
2,519 |
| 40 |
1,169.7 |
1,080.5 |
89.2 |
7.8% |
14.2 |
1.2% |
74% |
False |
False |
1,964 |
| 60 |
1,176.7 |
1,077.9 |
98.8 |
8.6% |
13.5 |
1.2% |
69% |
False |
False |
2,096 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.3% |
12.6 |
1.1% |
53% |
False |
False |
1,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,197.8 |
|
2.618 |
1,180.2 |
|
1.618 |
1,169.4 |
|
1.000 |
1,162.7 |
|
0.618 |
1,158.6 |
|
HIGH |
1,151.9 |
|
0.618 |
1,147.8 |
|
0.500 |
1,146.5 |
|
0.382 |
1,145.2 |
|
LOW |
1,141.1 |
|
0.618 |
1,134.4 |
|
1.000 |
1,130.3 |
|
1.618 |
1,123.6 |
|
2.618 |
1,112.8 |
|
4.250 |
1,095.2 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,146.5 |
1,144.2 |
| PP |
1,146.5 |
1,141.9 |
| S1 |
1,146.4 |
1,139.7 |
|