| 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 |
1,145.8 |
1,133.5 |
-12.3 |
-1.1% |
1,139.8 |
| High |
1,147.9 |
1,135.0 |
-12.9 |
-1.1% |
1,156.8 |
| Low |
1,128.9 |
1,125.0 |
-3.9 |
-0.3% |
1,122.1 |
| Close |
1,132.6 |
1,127.7 |
-4.9 |
-0.4% |
1,146.4 |
| Range |
19.0 |
10.0 |
-9.0 |
-47.4% |
34.7 |
| ATR |
15.3 |
14.9 |
-0.4 |
-2.5% |
0.0 |
| Volume |
5,595 |
1,152 |
-4,443 |
-79.4% |
19,869 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,159.2 |
1,153.5 |
1,133.2 |
|
| R3 |
1,149.2 |
1,143.5 |
1,130.5 |
|
| R2 |
1,139.2 |
1,139.2 |
1,129.5 |
|
| R1 |
1,133.5 |
1,133.5 |
1,128.6 |
1,131.4 |
| PP |
1,129.2 |
1,129.2 |
1,129.2 |
1,128.2 |
| S1 |
1,123.5 |
1,123.5 |
1,126.8 |
1,121.4 |
| S2 |
1,119.2 |
1,119.2 |
1,125.9 |
|
| S3 |
1,109.2 |
1,113.5 |
1,125.0 |
|
| S4 |
1,099.2 |
1,103.5 |
1,122.2 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.9 |
1,230.8 |
1,165.5 |
|
| R3 |
1,211.2 |
1,196.1 |
1,155.9 |
|
| R2 |
1,176.5 |
1,176.5 |
1,152.8 |
|
| R1 |
1,161.4 |
1,161.4 |
1,149.6 |
1,169.0 |
| PP |
1,141.8 |
1,141.8 |
1,141.8 |
1,145.5 |
| S1 |
1,126.7 |
1,126.7 |
1,143.2 |
1,134.3 |
| S2 |
1,107.1 |
1,107.1 |
1,140.0 |
|
| S3 |
1,072.4 |
1,092.0 |
1,136.9 |
|
| S4 |
1,037.7 |
1,057.3 |
1,127.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,156.8 |
1,122.6 |
34.2 |
3.0% |
15.6 |
1.4% |
15% |
False |
False |
3,548 |
| 10 |
1,156.8 |
1,104.2 |
52.6 |
4.7% |
15.5 |
1.4% |
45% |
False |
False |
3,072 |
| 20 |
1,156.8 |
1,098.6 |
58.2 |
5.2% |
13.3 |
1.2% |
50% |
False |
False |
2,770 |
| 40 |
1,169.7 |
1,081.6 |
88.1 |
7.8% |
14.1 |
1.2% |
52% |
False |
False |
2,059 |
| 60 |
1,169.7 |
1,077.9 |
91.8 |
8.1% |
13.6 |
1.2% |
54% |
False |
False |
2,198 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.5% |
12.7 |
1.1% |
38% |
False |
False |
1,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,177.5 |
|
2.618 |
1,161.2 |
|
1.618 |
1,151.2 |
|
1.000 |
1,145.0 |
|
0.618 |
1,141.2 |
|
HIGH |
1,135.0 |
|
0.618 |
1,131.2 |
|
0.500 |
1,130.0 |
|
0.382 |
1,128.8 |
|
LOW |
1,125.0 |
|
0.618 |
1,118.8 |
|
1.000 |
1,115.0 |
|
1.618 |
1,108.8 |
|
2.618 |
1,098.8 |
|
4.250 |
1,082.5 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,130.0 |
1,138.5 |
| PP |
1,129.2 |
1,134.9 |
| S1 |
1,128.5 |
1,131.3 |
|