| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,133.5 |
1,125.4 |
-8.1 |
-0.7% |
1,139.8 |
| High |
1,135.0 |
1,126.8 |
-8.2 |
-0.7% |
1,156.8 |
| Low |
1,125.0 |
1,112.6 |
-12.4 |
-1.1% |
1,122.1 |
| Close |
1,127.7 |
1,116.0 |
-11.7 |
-1.0% |
1,146.4 |
| Range |
10.0 |
14.2 |
4.2 |
42.0% |
34.7 |
| ATR |
14.9 |
14.9 |
0.0 |
0.1% |
0.0 |
| Volume |
1,152 |
2,203 |
1,051 |
91.2% |
19,869 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,161.1 |
1,152.7 |
1,123.8 |
|
| R3 |
1,146.9 |
1,138.5 |
1,119.9 |
|
| R2 |
1,132.7 |
1,132.7 |
1,118.6 |
|
| R1 |
1,124.3 |
1,124.3 |
1,117.3 |
1,121.4 |
| PP |
1,118.5 |
1,118.5 |
1,118.5 |
1,117.0 |
| S1 |
1,110.1 |
1,110.1 |
1,114.7 |
1,107.2 |
| S2 |
1,104.3 |
1,104.3 |
1,113.4 |
|
| S3 |
1,090.1 |
1,095.9 |
1,112.1 |
|
| S4 |
1,075.9 |
1,081.7 |
1,108.2 |
|
|
| 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 |
1,112.6 |
44.2 |
4.0% |
16.0 |
1.4% |
8% |
False |
True |
3,719 |
| 10 |
1,156.8 |
1,112.6 |
44.2 |
4.0% |
14.9 |
1.3% |
8% |
False |
True |
3,181 |
| 20 |
1,156.8 |
1,098.6 |
58.2 |
5.2% |
13.3 |
1.2% |
30% |
False |
False |
2,837 |
| 40 |
1,169.7 |
1,082.9 |
86.8 |
7.8% |
14.1 |
1.3% |
38% |
False |
False |
2,101 |
| 60 |
1,169.7 |
1,077.9 |
91.8 |
8.2% |
13.6 |
1.2% |
42% |
False |
False |
2,225 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.6% |
12.8 |
1.1% |
29% |
False |
False |
1,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,187.2 |
|
2.618 |
1,164.0 |
|
1.618 |
1,149.8 |
|
1.000 |
1,141.0 |
|
0.618 |
1,135.6 |
|
HIGH |
1,126.8 |
|
0.618 |
1,121.4 |
|
0.500 |
1,119.7 |
|
0.382 |
1,118.0 |
|
LOW |
1,112.6 |
|
0.618 |
1,103.8 |
|
1.000 |
1,098.4 |
|
1.618 |
1,089.6 |
|
2.618 |
1,075.4 |
|
4.250 |
1,052.3 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,119.7 |
1,130.3 |
| PP |
1,118.5 |
1,125.5 |
| S1 |
1,117.2 |
1,120.8 |
|