| 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 |
1,125.4 |
1,115.9 |
-9.5 |
-0.8% |
1,139.8 |
| High |
1,126.8 |
1,119.2 |
-7.6 |
-0.7% |
1,156.8 |
| Low |
1,112.6 |
1,111.9 |
-0.7 |
-0.1% |
1,122.1 |
| Close |
1,116.0 |
1,114.5 |
-1.5 |
-0.1% |
1,146.4 |
| Range |
14.2 |
7.3 |
-6.9 |
-48.6% |
34.7 |
| ATR |
14.9 |
14.4 |
-0.5 |
-3.6% |
0.0 |
| Volume |
2,203 |
919 |
-1,284 |
-58.3% |
19,869 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,137.1 |
1,133.1 |
1,118.5 |
|
| R3 |
1,129.8 |
1,125.8 |
1,116.5 |
|
| R2 |
1,122.5 |
1,122.5 |
1,115.8 |
|
| R1 |
1,118.5 |
1,118.5 |
1,115.2 |
1,116.9 |
| PP |
1,115.2 |
1,115.2 |
1,115.2 |
1,114.4 |
| S1 |
1,111.2 |
1,111.2 |
1,113.8 |
1,109.6 |
| S2 |
1,107.9 |
1,107.9 |
1,113.2 |
|
| S3 |
1,100.6 |
1,103.9 |
1,112.5 |
|
| S4 |
1,093.3 |
1,096.6 |
1,110.5 |
|
|
| 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 |
1,151.9 |
1,111.9 |
40.0 |
3.6% |
12.3 |
1.1% |
7% |
False |
True |
2,985 |
| 10 |
1,156.8 |
1,111.9 |
44.9 |
4.0% |
13.6 |
1.2% |
6% |
False |
True |
3,142 |
| 20 |
1,156.8 |
1,098.6 |
58.2 |
5.2% |
13.2 |
1.2% |
27% |
False |
False |
2,850 |
| 40 |
1,169.7 |
1,082.9 |
86.8 |
7.8% |
14.1 |
1.3% |
36% |
False |
False |
2,111 |
| 60 |
1,169.7 |
1,077.9 |
91.8 |
8.2% |
13.4 |
1.2% |
40% |
False |
False |
2,226 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.6% |
12.8 |
1.1% |
28% |
False |
False |
1,898 |
| 100 |
1,234.3 |
1,077.9 |
156.4 |
14.0% |
12.3 |
1.1% |
23% |
False |
False |
1,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,150.2 |
|
2.618 |
1,138.3 |
|
1.618 |
1,131.0 |
|
1.000 |
1,126.5 |
|
0.618 |
1,123.7 |
|
HIGH |
1,119.2 |
|
0.618 |
1,116.4 |
|
0.500 |
1,115.6 |
|
0.382 |
1,114.7 |
|
LOW |
1,111.9 |
|
0.618 |
1,107.4 |
|
1.000 |
1,104.6 |
|
1.618 |
1,100.1 |
|
2.618 |
1,092.8 |
|
4.250 |
1,080.9 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,115.6 |
1,123.5 |
| PP |
1,115.2 |
1,120.5 |
| S1 |
1,114.9 |
1,117.5 |
|