| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
18,400 |
18,370 |
-30 |
-0.2% |
17,905 |
| High |
18,490 |
18,525 |
35 |
0.2% |
18,540 |
| Low |
18,105 |
18,260 |
155 |
0.9% |
17,905 |
| Close |
18,370 |
18,400 |
30 |
0.2% |
18,400 |
| Range |
385 |
265 |
-120 |
-31.2% |
635 |
| ATR |
506 |
488 |
-17 |
-3.4% |
0 |
| Volume |
13,661 |
11,031 |
-2,630 |
-19.3% |
67,480 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,190 |
19,060 |
18,546 |
|
| R3 |
18,925 |
18,795 |
18,473 |
|
| R2 |
18,660 |
18,660 |
18,449 |
|
| R1 |
18,530 |
18,530 |
18,424 |
18,595 |
| PP |
18,395 |
18,395 |
18,395 |
18,428 |
| S1 |
18,265 |
18,265 |
18,376 |
18,330 |
| S2 |
18,130 |
18,130 |
18,352 |
|
| S3 |
17,865 |
18,000 |
18,327 |
|
| S4 |
17,600 |
17,735 |
18,254 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,187 |
19,928 |
18,749 |
|
| R3 |
19,552 |
19,293 |
18,575 |
|
| R2 |
18,917 |
18,917 |
18,517 |
|
| R1 |
18,658 |
18,658 |
18,458 |
18,788 |
| PP |
18,282 |
18,282 |
18,282 |
18,346 |
| S1 |
18,023 |
18,023 |
18,342 |
18,153 |
| S2 |
17,647 |
17,647 |
18,284 |
|
| S3 |
17,012 |
17,388 |
18,226 |
|
| S4 |
16,377 |
16,753 |
18,051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,540 |
17,905 |
635 |
3.5% |
409 |
2.2% |
78% |
False |
False |
13,496 |
| 10 |
18,540 |
16,995 |
1,545 |
8.4% |
457 |
2.5% |
91% |
False |
False |
14,584 |
| 20 |
18,665 |
16,995 |
1,670 |
9.1% |
483 |
2.6% |
84% |
False |
False |
14,438 |
| 40 |
20,640 |
16,995 |
3,645 |
19.8% |
557 |
3.0% |
39% |
False |
False |
10,254 |
| 60 |
20,880 |
16,995 |
3,885 |
21.1% |
431 |
2.3% |
36% |
False |
False |
6,858 |
| 80 |
20,900 |
16,995 |
3,905 |
21.2% |
370 |
2.0% |
36% |
False |
False |
5,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,651 |
|
2.618 |
19,219 |
|
1.618 |
18,954 |
|
1.000 |
18,790 |
|
0.618 |
18,689 |
|
HIGH |
18,525 |
|
0.618 |
18,424 |
|
0.500 |
18,393 |
|
0.382 |
18,361 |
|
LOW |
18,260 |
|
0.618 |
18,096 |
|
1.000 |
17,995 |
|
1.618 |
17,831 |
|
2.618 |
17,566 |
|
4.250 |
17,134 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,398 |
18,369 |
| PP |
18,395 |
18,338 |
| S1 |
18,393 |
18,308 |
|