| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,151.9 |
1,145.8 |
-6.1 |
-0.5% |
1,139.8 |
| High |
1,151.9 |
1,147.9 |
-4.0 |
-0.3% |
1,156.8 |
| Low |
1,141.1 |
1,128.9 |
-12.2 |
-1.1% |
1,122.1 |
| Close |
1,146.4 |
1,132.6 |
-13.8 |
-1.2% |
1,146.4 |
| Range |
10.8 |
19.0 |
8.2 |
75.9% |
34.7 |
| ATR |
15.0 |
15.3 |
0.3 |
1.9% |
0.0 |
| Volume |
5,057 |
5,595 |
538 |
10.6% |
19,869 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.5 |
1,182.0 |
1,143.1 |
|
| R3 |
1,174.5 |
1,163.0 |
1,137.8 |
|
| R2 |
1,155.5 |
1,155.5 |
1,136.1 |
|
| R1 |
1,144.0 |
1,144.0 |
1,134.3 |
1,140.3 |
| PP |
1,136.5 |
1,136.5 |
1,136.5 |
1,134.6 |
| S1 |
1,125.0 |
1,125.0 |
1,130.9 |
1,121.3 |
| S2 |
1,117.5 |
1,117.5 |
1,129.1 |
|
| S3 |
1,098.5 |
1,106.0 |
1,127.4 |
|
| S4 |
1,079.5 |
1,087.0 |
1,122.2 |
|
|
| 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 |
3.1% |
16.3 |
1.4% |
30% |
False |
False |
3,781 |
| 10 |
1,156.8 |
1,103.0 |
53.8 |
4.8% |
15.0 |
1.3% |
55% |
False |
False |
3,003 |
| 20 |
1,156.8 |
1,098.6 |
58.2 |
5.1% |
13.2 |
1.2% |
58% |
False |
False |
2,750 |
| 40 |
1,169.7 |
1,081.6 |
88.1 |
7.8% |
14.1 |
1.2% |
58% |
False |
False |
2,064 |
| 60 |
1,176.7 |
1,077.9 |
98.8 |
8.7% |
13.6 |
1.2% |
55% |
False |
False |
2,186 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.4% |
12.7 |
1.1% |
42% |
False |
False |
1,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,228.7 |
|
2.618 |
1,197.6 |
|
1.618 |
1,178.6 |
|
1.000 |
1,166.9 |
|
0.618 |
1,159.6 |
|
HIGH |
1,147.9 |
|
0.618 |
1,140.6 |
|
0.500 |
1,138.4 |
|
0.382 |
1,136.2 |
|
LOW |
1,128.9 |
|
0.618 |
1,117.2 |
|
1.000 |
1,109.9 |
|
1.618 |
1,098.2 |
|
2.618 |
1,079.2 |
|
4.250 |
1,048.2 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,138.4 |
1,142.9 |
| PP |
1,136.5 |
1,139.4 |
| S1 |
1,134.5 |
1,136.0 |
|