| 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 |
17,850 |
17,460 |
-390 |
-2.2% |
17,880 |
| High |
17,940 |
17,490 |
-450 |
-2.5% |
18,115 |
| Low |
17,375 |
16,995 |
-380 |
-2.2% |
17,160 |
| Close |
17,455 |
17,275 |
-180 |
-1.0% |
17,875 |
| Range |
565 |
495 |
-70 |
-12.4% |
955 |
| ATR |
540 |
537 |
-3 |
-0.6% |
0 |
| Volume |
13,307 |
16,673 |
3,366 |
25.3% |
63,882 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,738 |
18,502 |
17,547 |
|
| R3 |
18,243 |
18,007 |
17,411 |
|
| R2 |
17,748 |
17,748 |
17,366 |
|
| R1 |
17,512 |
17,512 |
17,321 |
17,383 |
| PP |
17,253 |
17,253 |
17,253 |
17,189 |
| S1 |
17,017 |
17,017 |
17,230 |
16,888 |
| S2 |
16,758 |
16,758 |
17,184 |
|
| S3 |
16,263 |
16,522 |
17,139 |
|
| S4 |
15,768 |
16,027 |
17,003 |
|
|
| 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 |
16,995 |
1,115 |
6.5% |
548 |
3.2% |
25% |
False |
True |
15,817 |
| 10 |
18,665 |
16,995 |
1,670 |
9.7% |
512 |
3.0% |
17% |
False |
True |
14,061 |
| 20 |
18,820 |
16,995 |
1,825 |
10.6% |
573 |
3.3% |
15% |
False |
True |
14,504 |
| 40 |
20,880 |
16,995 |
3,885 |
22.5% |
520 |
3.0% |
7% |
False |
True |
7,369 |
| 60 |
20,880 |
16,995 |
3,885 |
22.5% |
410 |
2.4% |
7% |
False |
True |
4,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,594 |
|
2.618 |
18,786 |
|
1.618 |
18,291 |
|
1.000 |
17,985 |
|
0.618 |
17,796 |
|
HIGH |
17,490 |
|
0.618 |
17,301 |
|
0.500 |
17,243 |
|
0.382 |
17,184 |
|
LOW |
16,995 |
|
0.618 |
16,689 |
|
1.000 |
16,500 |
|
1.618 |
16,194 |
|
2.618 |
15,699 |
|
4.250 |
14,891 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,264 |
17,553 |
| PP |
17,253 |
17,460 |
| S1 |
17,243 |
17,368 |
|