| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
4,355.00 |
4,377.00 |
22.00 |
0.5% |
4,257.75 |
| High |
4,381.50 |
4,390.75 |
9.25 |
0.2% |
4,369.25 |
| Low |
4,346.25 |
4,338.50 |
-7.75 |
-0.2% |
4,250.50 |
| Close |
4,375.00 |
4,341.25 |
-33.75 |
-0.8% |
4,359.50 |
| Range |
35.25 |
52.25 |
17.00 |
48.2% |
118.75 |
| ATR |
89.01 |
86.39 |
-2.63 |
-3.0% |
0.00 |
| Volume |
132,675 |
232,729 |
100,054 |
75.4% |
1,362,514 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,513.50 |
4,479.75 |
4,370.00 |
|
| R3 |
4,461.25 |
4,427.50 |
4,355.50 |
|
| R2 |
4,409.00 |
4,409.00 |
4,350.75 |
|
| R1 |
4,375.25 |
4,375.25 |
4,346.00 |
4,366.00 |
| PP |
4,356.75 |
4,356.75 |
4,356.75 |
4,352.25 |
| S1 |
4,323.00 |
4,323.00 |
4,336.50 |
4,313.75 |
| S2 |
4,304.50 |
4,304.50 |
4,331.75 |
|
| S3 |
4,252.25 |
4,270.75 |
4,327.00 |
|
| S4 |
4,200.00 |
4,218.50 |
4,312.50 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,682.75 |
4,639.75 |
4,424.75 |
|
| R3 |
4,564.00 |
4,521.00 |
4,392.25 |
|
| R2 |
4,445.25 |
4,445.25 |
4,381.25 |
|
| R1 |
4,402.25 |
4,402.25 |
4,370.50 |
4,423.75 |
| PP |
4,326.50 |
4,326.50 |
4,326.50 |
4,337.00 |
| S1 |
4,283.50 |
4,283.50 |
4,348.50 |
4,305.00 |
| S2 |
4,207.75 |
4,207.75 |
4,337.75 |
|
| S3 |
4,089.00 |
4,164.75 |
4,326.75 |
|
| S4 |
3,970.25 |
4,046.00 |
4,294.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,390.75 |
4,265.00 |
125.75 |
2.9% |
56.25 |
1.3% |
61% |
True |
False |
244,247 |
| 10 |
4,390.75 |
4,066.00 |
324.75 |
7.5% |
78.50 |
1.8% |
85% |
True |
False |
284,767 |
| 20 |
4,441.75 |
4,040.75 |
401.00 |
9.2% |
87.75 |
2.0% |
75% |
False |
False |
301,322 |
| 40 |
4,565.00 |
3,901.00 |
664.00 |
15.3% |
104.50 |
2.4% |
66% |
False |
False |
171,298 |
| 60 |
4,670.50 |
3,901.00 |
769.50 |
17.7% |
89.50 |
2.1% |
57% |
False |
False |
114,279 |
| 80 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
79.75 |
1.8% |
57% |
False |
False |
85,725 |
| 100 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
68.25 |
1.6% |
57% |
False |
False |
68,581 |
| 120 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
57.75 |
1.3% |
57% |
False |
False |
57,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,612.75 |
|
2.618 |
4,527.50 |
|
1.618 |
4,475.25 |
|
1.000 |
4,443.00 |
|
0.618 |
4,423.00 |
|
HIGH |
4,390.75 |
|
0.618 |
4,370.75 |
|
0.500 |
4,364.50 |
|
0.382 |
4,358.50 |
|
LOW |
4,338.50 |
|
0.618 |
4,306.25 |
|
1.000 |
4,286.25 |
|
1.618 |
4,254.00 |
|
2.618 |
4,201.75 |
|
4.250 |
4,116.50 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,364.50 |
4,357.50 |
| PP |
4,356.75 |
4,352.25 |
| S1 |
4,349.00 |
4,346.75 |
|