| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
17,500 |
17,850 |
350 |
2.0% |
17,880 |
| High |
18,110 |
17,940 |
-170 |
-0.9% |
18,115 |
| Low |
17,460 |
17,375 |
-85 |
-0.5% |
17,160 |
| Close |
17,875 |
17,455 |
-420 |
-2.3% |
17,875 |
| Range |
650 |
565 |
-85 |
-13.1% |
955 |
| ATR |
538 |
540 |
2 |
0.4% |
0 |
| Volume |
22,439 |
13,307 |
-9,132 |
-40.7% |
63,882 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,285 |
18,935 |
17,766 |
|
| R3 |
18,720 |
18,370 |
17,611 |
|
| R2 |
18,155 |
18,155 |
17,559 |
|
| R1 |
17,805 |
17,805 |
17,507 |
17,698 |
| PP |
17,590 |
17,590 |
17,590 |
17,536 |
| S1 |
17,240 |
17,240 |
17,403 |
17,133 |
| S2 |
17,025 |
17,025 |
17,352 |
|
| S3 |
16,460 |
16,675 |
17,300 |
|
| S4 |
15,895 |
16,110 |
17,144 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,582 |
20,183 |
18,400 |
|
| R3 |
19,627 |
19,228 |
18,138 |
|
| R2 |
18,672 |
18,672 |
18,050 |
|
| R1 |
18,273 |
18,273 |
17,963 |
17,995 |
| PP |
17,717 |
17,717 |
17,717 |
17,578 |
| S1 |
17,318 |
17,318 |
17,788 |
17,040 |
| S2 |
16,762 |
16,762 |
17,700 |
|
| S3 |
15,807 |
16,363 |
17,613 |
|
| S4 |
14,852 |
15,408 |
17,350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,110 |
17,160 |
950 |
5.4% |
569 |
3.3% |
31% |
False |
False |
14,136 |
| 10 |
18,665 |
17,160 |
1,505 |
8.6% |
513 |
2.9% |
20% |
False |
False |
14,080 |
| 20 |
19,090 |
17,160 |
1,930 |
11.1% |
565 |
3.2% |
15% |
False |
False |
13,681 |
| 40 |
20,880 |
17,160 |
3,720 |
21.3% |
510 |
2.9% |
8% |
False |
False |
6,954 |
| 60 |
20,880 |
17,160 |
3,720 |
21.3% |
406 |
2.3% |
8% |
False |
False |
4,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,341 |
|
2.618 |
19,419 |
|
1.618 |
18,854 |
|
1.000 |
18,505 |
|
0.618 |
18,289 |
|
HIGH |
17,940 |
|
0.618 |
17,724 |
|
0.500 |
17,658 |
|
0.382 |
17,591 |
|
LOW |
17,375 |
|
0.618 |
17,026 |
|
1.000 |
16,810 |
|
1.618 |
16,461 |
|
2.618 |
15,896 |
|
4.250 |
14,974 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,658 |
17,635 |
| PP |
17,590 |
17,575 |
| S1 |
17,523 |
17,515 |
|