| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
10,157.5 |
10,191.0 |
33.5 |
0.3% |
10,120.5 |
| High |
10,193.0 |
10,276.5 |
83.5 |
0.8% |
10,188.0 |
| Low |
10,076.0 |
10,102.5 |
26.5 |
0.3% |
9,885.5 |
| Close |
10,163.0 |
10,231.0 |
68.0 |
0.7% |
10,098.5 |
| Range |
117.0 |
174.0 |
57.0 |
48.7% |
302.5 |
| ATR |
217.1 |
214.1 |
-3.1 |
-1.4% |
0.0 |
| Volume |
95,744 |
134,790 |
39,046 |
40.8% |
495,314 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,725.3 |
10,652.2 |
10,326.7 |
|
| R3 |
10,551.3 |
10,478.2 |
10,278.9 |
|
| R2 |
10,377.3 |
10,377.3 |
10,262.9 |
|
| R1 |
10,304.2 |
10,304.2 |
10,247.0 |
10,340.8 |
| PP |
10,203.3 |
10,203.3 |
10,203.3 |
10,221.6 |
| S1 |
10,130.2 |
10,130.2 |
10,215.1 |
10,166.8 |
| S2 |
10,029.3 |
10,029.3 |
10,199.1 |
|
| S3 |
9,855.3 |
9,956.2 |
10,183.2 |
|
| S4 |
9,681.3 |
9,782.2 |
10,135.3 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,964.8 |
10,834.2 |
10,264.9 |
|
| R3 |
10,662.3 |
10,531.7 |
10,181.7 |
|
| R2 |
10,359.8 |
10,359.8 |
10,154.0 |
|
| R1 |
10,229.2 |
10,229.2 |
10,126.2 |
10,143.3 |
| PP |
10,057.3 |
10,057.3 |
10,057.3 |
10,014.4 |
| S1 |
9,926.7 |
9,926.7 |
10,070.8 |
9,840.8 |
| S2 |
9,754.8 |
9,754.8 |
10,043.0 |
|
| S3 |
9,452.3 |
9,624.2 |
10,015.3 |
|
| S4 |
9,149.8 |
9,321.7 |
9,932.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,276.5 |
9,956.0 |
320.5 |
3.1% |
147.8 |
1.4% |
86% |
True |
False |
97,114 |
| 10 |
10,276.5 |
9,885.5 |
391.0 |
3.8% |
150.9 |
1.5% |
88% |
True |
False |
95,876 |
| 20 |
10,276.5 |
9,301.0 |
975.5 |
9.5% |
199.2 |
1.9% |
95% |
True |
False |
112,545 |
| 40 |
10,521.5 |
9,301.0 |
1,220.5 |
11.9% |
216.6 |
2.1% |
76% |
False |
False |
80,248 |
| 60 |
11,670.5 |
9,301.0 |
2,369.5 |
23.2% |
222.7 |
2.2% |
39% |
False |
False |
53,756 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
24.5% |
212.6 |
2.1% |
37% |
False |
False |
40,381 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
24.5% |
215.5 |
2.1% |
37% |
False |
False |
32,385 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
25.4% |
210.2 |
2.1% |
36% |
False |
False |
26,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,016.0 |
|
2.618 |
10,732.0 |
|
1.618 |
10,558.0 |
|
1.000 |
10,450.5 |
|
0.618 |
10,384.0 |
|
HIGH |
10,276.5 |
|
0.618 |
10,210.0 |
|
0.500 |
10,189.5 |
|
0.382 |
10,169.0 |
|
LOW |
10,102.5 |
|
0.618 |
9,995.0 |
|
1.000 |
9,928.5 |
|
1.618 |
9,821.0 |
|
2.618 |
9,647.0 |
|
4.250 |
9,363.0 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,217.2 |
10,211.1 |
| PP |
10,203.3 |
10,191.2 |
| S1 |
10,189.5 |
10,171.3 |
|