| 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 |
1,893.75 |
1,908.00 |
14.25 |
0.8% |
1,905.50 |
| High |
1,920.75 |
1,935.00 |
14.25 |
0.7% |
1,935.00 |
| Low |
1,882.00 |
1,874.75 |
-7.25 |
-0.4% |
1,853.00 |
| Close |
1,908.50 |
1,934.75 |
26.25 |
1.4% |
1,934.75 |
| Range |
38.75 |
60.25 |
21.50 |
55.5% |
82.00 |
| ATR |
39.44 |
40.92 |
1.49 |
3.8% |
0.00 |
| Volume |
5,917 |
7,156 |
1,239 |
20.9% |
34,958 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.50 |
2,075.50 |
1,968.00 |
|
| R3 |
2,035.25 |
2,015.25 |
1,951.25 |
|
| R2 |
1,975.00 |
1,975.00 |
1,945.75 |
|
| R1 |
1,955.00 |
1,955.00 |
1,940.25 |
1,965.00 |
| PP |
1,914.75 |
1,914.75 |
1,914.75 |
1,920.00 |
| S1 |
1,894.75 |
1,894.75 |
1,929.25 |
1,904.75 |
| S2 |
1,854.50 |
1,854.50 |
1,923.75 |
|
| S3 |
1,794.25 |
1,834.50 |
1,918.25 |
|
| S4 |
1,734.00 |
1,774.25 |
1,901.50 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.50 |
2,126.25 |
1,979.75 |
|
| R3 |
2,071.50 |
2,044.25 |
1,957.25 |
|
| R2 |
1,989.50 |
1,989.50 |
1,949.75 |
|
| R1 |
1,962.25 |
1,962.25 |
1,942.25 |
1,976.00 |
| PP |
1,907.50 |
1,907.50 |
1,907.50 |
1,914.50 |
| S1 |
1,880.25 |
1,880.25 |
1,927.25 |
1,894.00 |
| S2 |
1,825.50 |
1,825.50 |
1,919.75 |
|
| S3 |
1,743.50 |
1,798.25 |
1,912.25 |
|
| S4 |
1,661.50 |
1,716.25 |
1,889.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,935.00 |
1,853.00 |
82.00 |
4.2% |
45.25 |
2.3% |
100% |
True |
False |
6,991 |
| 10 |
1,961.25 |
1,853.00 |
108.25 |
5.6% |
41.50 |
2.1% |
76% |
False |
False |
5,436 |
| 20 |
2,004.50 |
1,853.00 |
151.50 |
7.8% |
39.75 |
2.1% |
54% |
False |
False |
3,318 |
| 40 |
2,089.50 |
1,819.25 |
270.25 |
14.0% |
41.25 |
2.1% |
43% |
False |
False |
1,883 |
| 60 |
2,111.25 |
1,819.25 |
292.00 |
15.1% |
33.50 |
1.7% |
40% |
False |
False |
1,321 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
15.1% |
30.00 |
1.6% |
40% |
False |
False |
1,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,191.00 |
|
2.618 |
2,092.75 |
|
1.618 |
2,032.50 |
|
1.000 |
1,995.25 |
|
0.618 |
1,972.25 |
|
HIGH |
1,935.00 |
|
0.618 |
1,912.00 |
|
0.500 |
1,905.00 |
|
0.382 |
1,897.75 |
|
LOW |
1,874.75 |
|
0.618 |
1,837.50 |
|
1.000 |
1,814.50 |
|
1.618 |
1,777.25 |
|
2.618 |
1,717.00 |
|
4.250 |
1,618.75 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,924.75 |
1,923.00 |
| PP |
1,914.75 |
1,911.00 |
| S1 |
1,905.00 |
1,899.00 |
|