| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,162.8 |
1,168.2 |
5.4 |
0.5% |
1,137.0 |
| High |
1,168.6 |
1,189.9 |
21.3 |
1.8% |
1,159.3 |
| Low |
1,151.3 |
1,162.5 |
11.2 |
1.0% |
1,129.6 |
| Close |
1,165.4 |
1,179.8 |
14.4 |
1.2% |
1,155.9 |
| Range |
17.3 |
27.4 |
10.1 |
58.4% |
29.7 |
| ATR |
16.6 |
17.4 |
0.8 |
4.6% |
0.0 |
| Volume |
139,528 |
199,965 |
60,437 |
43.3% |
616,864 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.6 |
1,247.1 |
1,194.9 |
|
| R3 |
1,232.2 |
1,219.7 |
1,187.3 |
|
| R2 |
1,204.8 |
1,204.8 |
1,184.8 |
|
| R1 |
1,192.3 |
1,192.3 |
1,182.3 |
1,198.6 |
| PP |
1,177.4 |
1,177.4 |
1,177.4 |
1,180.5 |
| S1 |
1,164.9 |
1,164.9 |
1,177.3 |
1,171.2 |
| S2 |
1,150.0 |
1,150.0 |
1,174.8 |
|
| S3 |
1,122.6 |
1,137.5 |
1,172.3 |
|
| S4 |
1,095.2 |
1,110.1 |
1,164.7 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,237.4 |
1,226.3 |
1,172.2 |
|
| R3 |
1,207.7 |
1,196.6 |
1,164.1 |
|
| R2 |
1,178.0 |
1,178.0 |
1,161.3 |
|
| R1 |
1,166.9 |
1,166.9 |
1,158.6 |
1,172.5 |
| PP |
1,148.3 |
1,148.3 |
1,148.3 |
1,151.0 |
| S1 |
1,137.2 |
1,137.2 |
1,153.2 |
1,142.8 |
| S2 |
1,118.6 |
1,118.6 |
1,150.5 |
|
| S3 |
1,088.9 |
1,107.5 |
1,147.7 |
|
| S4 |
1,059.2 |
1,077.8 |
1,139.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,189.9 |
1,135.9 |
54.0 |
4.6% |
19.1 |
1.6% |
81% |
True |
False |
141,469 |
| 10 |
1,189.9 |
1,103.8 |
86.1 |
7.3% |
18.1 |
1.5% |
88% |
True |
False |
134,155 |
| 20 |
1,189.9 |
1,103.8 |
86.1 |
7.3% |
17.1 |
1.5% |
88% |
True |
False |
135,157 |
| 40 |
1,189.9 |
1,097.7 |
92.2 |
7.8% |
16.7 |
1.4% |
89% |
True |
False |
140,304 |
| 60 |
1,189.9 |
1,073.7 |
116.2 |
9.8% |
16.5 |
1.4% |
91% |
True |
False |
132,102 |
| 80 |
1,189.9 |
1,073.7 |
116.2 |
9.8% |
15.8 |
1.3% |
91% |
True |
False |
102,612 |
| 100 |
1,210.2 |
1,073.7 |
136.5 |
11.6% |
15.2 |
1.3% |
78% |
False |
False |
82,746 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
13.6% |
15.2 |
1.3% |
66% |
False |
False |
69,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,306.4 |
|
2.618 |
1,261.6 |
|
1.618 |
1,234.2 |
|
1.000 |
1,217.3 |
|
0.618 |
1,206.8 |
|
HIGH |
1,189.9 |
|
0.618 |
1,179.4 |
|
0.500 |
1,176.2 |
|
0.382 |
1,173.0 |
|
LOW |
1,162.5 |
|
0.618 |
1,145.6 |
|
1.000 |
1,135.1 |
|
1.618 |
1,118.2 |
|
2.618 |
1,090.8 |
|
4.250 |
1,046.1 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,178.6 |
1,176.7 |
| PP |
1,177.4 |
1,173.7 |
| S1 |
1,176.2 |
1,170.6 |
|