| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,915.50 |
1,876.25 |
-39.25 |
-2.0% |
1,949.25 |
| High |
1,929.75 |
1,889.75 |
-40.00 |
-2.1% |
1,969.00 |
| Low |
1,868.75 |
1,861.00 |
-7.75 |
-0.4% |
1,897.25 |
| Close |
1,872.00 |
1,874.50 |
2.50 |
0.1% |
1,919.25 |
| Range |
61.00 |
28.75 |
-32.25 |
-52.9% |
71.75 |
| ATR |
41.07 |
40.19 |
-0.88 |
-2.1% |
0.00 |
| Volume |
2,354,063 |
2,374,651 |
20,588 |
0.9% |
9,221,630 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,961.25 |
1,946.75 |
1,890.25 |
|
| R3 |
1,932.50 |
1,918.00 |
1,882.50 |
|
| R2 |
1,903.75 |
1,903.75 |
1,879.75 |
|
| R1 |
1,889.25 |
1,889.25 |
1,877.25 |
1,882.00 |
| PP |
1,875.00 |
1,875.00 |
1,875.00 |
1,871.50 |
| S1 |
1,860.50 |
1,860.50 |
1,871.75 |
1,853.50 |
| S2 |
1,846.25 |
1,846.25 |
1,869.25 |
|
| S3 |
1,817.50 |
1,831.75 |
1,866.50 |
|
| S4 |
1,788.75 |
1,803.00 |
1,858.75 |
|
|
| 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 |
1,951.00 |
1,861.00 |
90.00 |
4.8% |
40.25 |
2.1% |
15% |
False |
True |
2,090,337 |
| 10 |
2,011.75 |
1,861.00 |
150.75 |
8.0% |
38.50 |
2.1% |
9% |
False |
True |
2,034,641 |
| 20 |
2,011.75 |
1,861.00 |
150.75 |
8.0% |
40.25 |
2.1% |
9% |
False |
True |
1,351,003 |
| 40 |
2,099.00 |
1,823.00 |
276.00 |
14.7% |
40.75 |
2.2% |
19% |
False |
False |
681,723 |
| 60 |
2,118.50 |
1,823.00 |
295.50 |
15.8% |
34.50 |
1.8% |
17% |
False |
False |
455,418 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
15.8% |
31.00 |
1.7% |
17% |
False |
False |
342,091 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
15.8% |
28.00 |
1.5% |
17% |
False |
False |
273,733 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
15.8% |
26.50 |
1.4% |
17% |
False |
False |
228,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,012.00 |
|
2.618 |
1,965.00 |
|
1.618 |
1,936.25 |
|
1.000 |
1,918.50 |
|
0.618 |
1,907.50 |
|
HIGH |
1,889.75 |
|
0.618 |
1,878.75 |
|
0.500 |
1,875.50 |
|
0.382 |
1,872.00 |
|
LOW |
1,861.00 |
|
0.618 |
1,843.25 |
|
1.000 |
1,832.25 |
|
1.618 |
1,814.50 |
|
2.618 |
1,785.75 |
|
4.250 |
1,738.75 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,875.50 |
1,906.00 |
| PP |
1,875.00 |
1,895.50 |
| S1 |
1,874.75 |
1,885.00 |
|