| 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 |
1,931.75 |
1,913.25 |
-18.50 |
-1.0% |
1,949.25 |
| High |
1,936.25 |
1,951.00 |
14.75 |
0.8% |
1,969.00 |
| Low |
1,897.25 |
1,910.25 |
13.00 |
0.7% |
1,897.25 |
| Close |
1,918.75 |
1,919.25 |
0.50 |
0.0% |
1,919.25 |
| Range |
39.00 |
40.75 |
1.75 |
4.5% |
71.75 |
| ATR |
39.44 |
39.53 |
0.09 |
0.2% |
0.00 |
| Volume |
2,218,286 |
2,080,724 |
-137,562 |
-6.2% |
9,221,630 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.00 |
2,025.00 |
1,941.75 |
|
| R3 |
2,008.25 |
1,984.25 |
1,930.50 |
|
| R2 |
1,967.50 |
1,967.50 |
1,926.75 |
|
| R1 |
1,943.50 |
1,943.50 |
1,923.00 |
1,955.50 |
| PP |
1,926.75 |
1,926.75 |
1,926.75 |
1,933.00 |
| S1 |
1,902.75 |
1,902.75 |
1,915.50 |
1,914.75 |
| S2 |
1,886.00 |
1,886.00 |
1,911.75 |
|
| S3 |
1,845.25 |
1,862.00 |
1,908.00 |
|
| S4 |
1,804.50 |
1,821.25 |
1,896.75 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.75 |
2,103.25 |
1,958.75 |
|
| R3 |
2,072.00 |
2,031.50 |
1,939.00 |
|
| R2 |
2,000.25 |
2,000.25 |
1,932.50 |
|
| R1 |
1,959.75 |
1,959.75 |
1,925.75 |
1,944.00 |
| PP |
1,928.50 |
1,928.50 |
1,928.50 |
1,920.75 |
| S1 |
1,888.00 |
1,888.00 |
1,912.75 |
1,872.50 |
| S2 |
1,856.75 |
1,856.75 |
1,906.00 |
|
| S3 |
1,785.00 |
1,816.25 |
1,899.50 |
|
| S4 |
1,713.25 |
1,744.50 |
1,879.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,969.00 |
1,897.25 |
71.75 |
3.7% |
37.75 |
2.0% |
31% |
False |
False |
1,844,326 |
| 10 |
2,011.75 |
1,897.25 |
114.50 |
6.0% |
36.25 |
1.9% |
19% |
False |
False |
1,922,782 |
| 20 |
2,011.75 |
1,890.25 |
121.50 |
6.3% |
38.50 |
2.0% |
24% |
False |
False |
1,116,549 |
| 40 |
2,101.25 |
1,823.00 |
278.25 |
14.5% |
39.50 |
2.1% |
35% |
False |
False |
563,686 |
| 60 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
34.00 |
1.8% |
33% |
False |
False |
376,727 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
30.50 |
1.6% |
33% |
False |
False |
282,986 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
27.75 |
1.4% |
33% |
False |
False |
226,452 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
26.00 |
1.3% |
33% |
False |
False |
188,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,124.25 |
|
2.618 |
2,057.75 |
|
1.618 |
2,017.00 |
|
1.000 |
1,991.75 |
|
0.618 |
1,976.25 |
|
HIGH |
1,951.00 |
|
0.618 |
1,935.50 |
|
0.500 |
1,930.50 |
|
0.382 |
1,925.75 |
|
LOW |
1,910.25 |
|
0.618 |
1,885.00 |
|
1.000 |
1,869.50 |
|
1.618 |
1,844.25 |
|
2.618 |
1,803.50 |
|
4.250 |
1,737.00 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,930.50 |
1,924.00 |
| PP |
1,926.75 |
1,922.50 |
| S1 |
1,923.00 |
1,921.00 |
|