| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,182.5 |
1,176.9 |
-5.6 |
-0.5% |
1,155.0 |
| High |
1,184.8 |
1,178.2 |
-6.6 |
-0.6% |
1,191.7 |
| Low |
1,174.3 |
1,168.3 |
-6.0 |
-0.5% |
1,151.3 |
| Close |
1,183.1 |
1,172.8 |
-10.3 |
-0.9% |
1,183.1 |
| Range |
10.5 |
9.9 |
-0.6 |
-5.7% |
40.4 |
| ATR |
17.1 |
17.0 |
-0.2 |
-1.0% |
0.0 |
| Volume |
108,910 |
108,768 |
-142 |
-0.1% |
752,510 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.8 |
1,197.7 |
1,178.2 |
|
| R3 |
1,192.9 |
1,187.8 |
1,175.5 |
|
| R2 |
1,183.0 |
1,183.0 |
1,174.6 |
|
| R1 |
1,177.9 |
1,177.9 |
1,173.7 |
1,175.5 |
| PP |
1,173.1 |
1,173.1 |
1,173.1 |
1,171.9 |
| S1 |
1,168.0 |
1,168.0 |
1,171.9 |
1,165.6 |
| S2 |
1,163.2 |
1,163.2 |
1,171.0 |
|
| S3 |
1,153.3 |
1,158.1 |
1,170.1 |
|
| S4 |
1,143.4 |
1,148.2 |
1,167.4 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.6 |
1,280.2 |
1,205.3 |
|
| R3 |
1,256.2 |
1,239.8 |
1,194.2 |
|
| R2 |
1,215.8 |
1,215.8 |
1,190.5 |
|
| R1 |
1,199.4 |
1,199.4 |
1,186.8 |
1,207.6 |
| PP |
1,175.4 |
1,175.4 |
1,175.4 |
1,179.5 |
| S1 |
1,159.0 |
1,159.0 |
1,179.4 |
1,167.2 |
| S2 |
1,135.0 |
1,135.0 |
1,175.7 |
|
| S3 |
1,094.6 |
1,118.6 |
1,172.0 |
|
| S4 |
1,054.2 |
1,078.2 |
1,160.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,191.7 |
1,151.3 |
40.4 |
3.4% |
16.6 |
1.4% |
53% |
False |
False |
149,895 |
| 10 |
1,191.7 |
1,134.5 |
57.2 |
4.9% |
16.2 |
1.4% |
67% |
False |
False |
135,865 |
| 20 |
1,191.7 |
1,103.8 |
87.9 |
7.5% |
16.7 |
1.4% |
78% |
False |
False |
136,532 |
| 40 |
1,191.7 |
1,097.7 |
94.0 |
8.0% |
16.2 |
1.4% |
80% |
False |
False |
137,113 |
| 60 |
1,191.7 |
1,079.2 |
112.5 |
9.6% |
16.1 |
1.4% |
83% |
False |
False |
136,536 |
| 80 |
1,191.7 |
1,073.7 |
118.0 |
10.1% |
15.9 |
1.4% |
84% |
False |
False |
107,623 |
| 100 |
1,207.3 |
1,073.7 |
133.6 |
11.4% |
15.2 |
1.3% |
74% |
False |
False |
86,674 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
13.7% |
15.1 |
1.3% |
62% |
False |
False |
72,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,220.3 |
|
2.618 |
1,204.1 |
|
1.618 |
1,194.2 |
|
1.000 |
1,188.1 |
|
0.618 |
1,184.3 |
|
HIGH |
1,178.2 |
|
0.618 |
1,174.4 |
|
0.500 |
1,173.3 |
|
0.382 |
1,172.1 |
|
LOW |
1,168.3 |
|
0.618 |
1,162.2 |
|
1.000 |
1,158.4 |
|
1.618 |
1,152.3 |
|
2.618 |
1,142.4 |
|
4.250 |
1,126.2 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,173.3 |
1,180.0 |
| PP |
1,173.1 |
1,177.6 |
| S1 |
1,173.0 |
1,175.2 |
|