| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,004.00 |
2,005.25 |
1.25 |
0.1% |
1,941.00 |
| High |
2,014.00 |
2,014.00 |
0.00 |
0.0% |
2,014.00 |
| Low |
1,998.75 |
2,001.75 |
3.00 |
0.2% |
1,937.25 |
| Close |
2,007.50 |
2,011.00 |
3.50 |
0.2% |
2,007.50 |
| Range |
15.25 |
12.25 |
-3.00 |
-19.7% |
76.75 |
| ATR |
37.56 |
35.75 |
-1.81 |
-4.8% |
0.00 |
| Volume |
1,378,359 |
804,576 |
-573,783 |
-41.6% |
8,401,206 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,045.75 |
2,040.50 |
2,017.75 |
|
| R3 |
2,033.50 |
2,028.25 |
2,014.25 |
|
| R2 |
2,021.25 |
2,021.25 |
2,013.25 |
|
| R1 |
2,016.00 |
2,016.00 |
2,012.00 |
2,018.50 |
| PP |
2,009.00 |
2,009.00 |
2,009.00 |
2,010.25 |
| S1 |
2,003.75 |
2,003.75 |
2,010.00 |
2,006.50 |
| S2 |
1,996.75 |
1,996.75 |
2,008.75 |
|
| S3 |
1,984.50 |
1,991.50 |
2,007.75 |
|
| S4 |
1,972.25 |
1,979.25 |
2,004.25 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.50 |
2,188.75 |
2,049.75 |
|
| R3 |
2,139.75 |
2,112.00 |
2,028.50 |
|
| R2 |
2,063.00 |
2,063.00 |
2,021.50 |
|
| R1 |
2,035.25 |
2,035.25 |
2,014.50 |
2,049.00 |
| PP |
1,986.25 |
1,986.25 |
1,986.25 |
1,993.25 |
| S1 |
1,958.50 |
1,958.50 |
2,000.50 |
1,972.50 |
| S2 |
1,909.50 |
1,909.50 |
1,993.50 |
|
| S3 |
1,832.75 |
1,881.75 |
1,986.50 |
|
| S4 |
1,756.00 |
1,805.00 |
1,965.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,014.00 |
1,960.50 |
53.50 |
2.7% |
23.25 |
1.2% |
94% |
True |
False |
1,506,052 |
| 10 |
2,014.00 |
1,861.00 |
153.00 |
7.6% |
32.75 |
1.6% |
98% |
True |
False |
1,831,562 |
| 20 |
2,014.00 |
1,861.00 |
153.00 |
7.6% |
36.00 |
1.8% |
98% |
True |
False |
1,916,150 |
| 40 |
2,095.50 |
1,823.00 |
272.50 |
13.6% |
42.75 |
2.1% |
69% |
False |
False |
1,078,973 |
| 60 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
35.75 |
1.8% |
64% |
False |
False |
720,683 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
32.50 |
1.6% |
64% |
False |
False |
541,147 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
29.75 |
1.5% |
64% |
False |
False |
433,115 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
27.75 |
1.4% |
64% |
False |
False |
360,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,066.00 |
|
2.618 |
2,046.00 |
|
1.618 |
2,033.75 |
|
1.000 |
2,026.25 |
|
0.618 |
2,021.50 |
|
HIGH |
2,014.00 |
|
0.618 |
2,009.25 |
|
0.500 |
2,008.00 |
|
0.382 |
2,006.50 |
|
LOW |
2,001.75 |
|
0.618 |
1,994.25 |
|
1.000 |
1,989.50 |
|
1.618 |
1,982.00 |
|
2.618 |
1,969.75 |
|
4.250 |
1,949.75 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,010.00 |
2,004.75 |
| PP |
2,009.00 |
1,998.75 |
| S1 |
2,008.00 |
1,992.50 |
|