| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,113.5 |
1,138.3 |
24.8 |
2.2% |
1,145.8 |
| High |
1,141.6 |
1,142.1 |
0.5 |
0.0% |
1,147.9 |
| Low |
1,106.0 |
1,131.2 |
25.2 |
2.3% |
1,106.0 |
| Close |
1,137.4 |
1,138.5 |
1.1 |
0.1% |
1,137.4 |
| Range |
35.6 |
10.9 |
-24.7 |
-69.4% |
41.9 |
| ATR |
15.9 |
15.5 |
-0.4 |
-2.2% |
0.0 |
| Volume |
2,552 |
1,237 |
-1,315 |
-51.5% |
12,421 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,170.0 |
1,165.1 |
1,144.5 |
|
| R3 |
1,159.1 |
1,154.2 |
1,141.5 |
|
| R2 |
1,148.2 |
1,148.2 |
1,140.5 |
|
| R1 |
1,143.3 |
1,143.3 |
1,139.5 |
1,145.8 |
| PP |
1,137.3 |
1,137.3 |
1,137.3 |
1,138.5 |
| S1 |
1,132.4 |
1,132.4 |
1,137.5 |
1,134.9 |
| S2 |
1,126.4 |
1,126.4 |
1,136.5 |
|
| S3 |
1,115.5 |
1,121.5 |
1,135.5 |
|
| S4 |
1,104.6 |
1,110.6 |
1,132.5 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.1 |
1,238.7 |
1,160.4 |
|
| R3 |
1,214.2 |
1,196.8 |
1,148.9 |
|
| R2 |
1,172.3 |
1,172.3 |
1,145.1 |
|
| R1 |
1,154.9 |
1,154.9 |
1,141.2 |
1,142.7 |
| PP |
1,130.4 |
1,130.4 |
1,130.4 |
1,124.3 |
| S1 |
1,113.0 |
1,113.0 |
1,133.6 |
1,100.8 |
| S2 |
1,088.5 |
1,088.5 |
1,129.7 |
|
| S3 |
1,046.6 |
1,071.1 |
1,125.9 |
|
| S4 |
1,004.7 |
1,029.2 |
1,114.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,142.1 |
1,106.0 |
36.1 |
3.2% |
15.6 |
1.4% |
90% |
True |
False |
1,612 |
| 10 |
1,156.8 |
1,106.0 |
50.8 |
4.5% |
16.0 |
1.4% |
64% |
False |
False |
2,696 |
| 20 |
1,156.8 |
1,098.6 |
58.2 |
5.1% |
14.3 |
1.3% |
69% |
False |
False |
2,923 |
| 40 |
1,169.7 |
1,090.6 |
79.1 |
6.9% |
14.6 |
1.3% |
61% |
False |
False |
2,162 |
| 60 |
1,169.7 |
1,077.9 |
91.8 |
8.1% |
14.0 |
1.2% |
66% |
False |
False |
2,217 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.4% |
13.1 |
1.2% |
47% |
False |
False |
1,931 |
| 100 |
1,234.3 |
1,077.9 |
156.4 |
13.7% |
12.4 |
1.1% |
39% |
False |
False |
1,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.4 |
|
2.618 |
1,170.6 |
|
1.618 |
1,159.7 |
|
1.000 |
1,153.0 |
|
0.618 |
1,148.8 |
|
HIGH |
1,142.1 |
|
0.618 |
1,137.9 |
|
0.500 |
1,136.7 |
|
0.382 |
1,135.4 |
|
LOW |
1,131.2 |
|
0.618 |
1,124.5 |
|
1.000 |
1,120.3 |
|
1.618 |
1,113.6 |
|
2.618 |
1,102.7 |
|
4.250 |
1,084.9 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,137.9 |
1,133.7 |
| PP |
1,137.3 |
1,128.9 |
| S1 |
1,136.7 |
1,124.1 |
|