| 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 |
1,867.00 |
1,893.75 |
26.75 |
1.4% |
1,945.00 |
| High |
1,902.00 |
1,920.75 |
18.75 |
1.0% |
1,961.25 |
| Low |
1,863.25 |
1,882.00 |
18.75 |
1.0% |
1,889.75 |
| Close |
1,900.50 |
1,908.50 |
8.00 |
0.4% |
1,911.25 |
| Range |
38.75 |
38.75 |
0.00 |
0.0% |
71.50 |
| ATR |
39.49 |
39.44 |
-0.05 |
-0.1% |
0.00 |
| Volume |
7,114 |
5,917 |
-1,197 |
-16.8% |
19,406 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,020.00 |
2,003.00 |
1,929.75 |
|
| R3 |
1,981.25 |
1,964.25 |
1,919.25 |
|
| R2 |
1,942.50 |
1,942.50 |
1,915.50 |
|
| R1 |
1,925.50 |
1,925.50 |
1,912.00 |
1,934.00 |
| PP |
1,903.75 |
1,903.75 |
1,903.75 |
1,908.00 |
| S1 |
1,886.75 |
1,886.75 |
1,905.00 |
1,895.25 |
| S2 |
1,865.00 |
1,865.00 |
1,901.50 |
|
| S3 |
1,826.25 |
1,848.00 |
1,897.75 |
|
| S4 |
1,787.50 |
1,809.25 |
1,887.25 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.25 |
2,094.75 |
1,950.50 |
|
| R3 |
2,063.75 |
2,023.25 |
1,931.00 |
|
| R2 |
1,992.25 |
1,992.25 |
1,924.25 |
|
| R1 |
1,951.75 |
1,951.75 |
1,917.75 |
1,936.25 |
| PP |
1,920.75 |
1,920.75 |
1,920.75 |
1,913.00 |
| S1 |
1,880.25 |
1,880.25 |
1,904.75 |
1,864.75 |
| S2 |
1,849.25 |
1,849.25 |
1,898.25 |
|
| S3 |
1,777.75 |
1,808.75 |
1,891.50 |
|
| S4 |
1,706.25 |
1,737.25 |
1,872.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,943.00 |
1,853.00 |
90.00 |
4.7% |
41.25 |
2.2% |
62% |
False |
False |
6,572 |
| 10 |
1,975.75 |
1,853.00 |
122.75 |
6.4% |
39.50 |
2.1% |
45% |
False |
False |
4,961 |
| 20 |
2,004.50 |
1,853.00 |
151.50 |
7.9% |
38.25 |
2.0% |
37% |
False |
False |
2,983 |
| 40 |
2,089.50 |
1,819.25 |
270.25 |
14.2% |
40.50 |
2.1% |
33% |
False |
False |
1,705 |
| 60 |
2,111.25 |
1,819.25 |
292.00 |
15.3% |
33.00 |
1.7% |
31% |
False |
False |
1,201 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
15.3% |
29.75 |
1.6% |
31% |
False |
False |
918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,085.50 |
|
2.618 |
2,022.25 |
|
1.618 |
1,983.50 |
|
1.000 |
1,959.50 |
|
0.618 |
1,944.75 |
|
HIGH |
1,920.75 |
|
0.618 |
1,906.00 |
|
0.500 |
1,901.50 |
|
0.382 |
1,896.75 |
|
LOW |
1,882.00 |
|
0.618 |
1,858.00 |
|
1.000 |
1,843.25 |
|
1.618 |
1,819.25 |
|
2.618 |
1,780.50 |
|
4.250 |
1,717.25 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.00 |
1,901.25 |
| PP |
1,903.75 |
1,894.00 |
| S1 |
1,901.50 |
1,887.00 |
|