| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,138.3 |
1,136.4 |
-1.9 |
-0.2% |
1,145.8 |
| High |
1,142.1 |
1,151.5 |
9.4 |
0.8% |
1,147.9 |
| Low |
1,131.2 |
1,136.4 |
5.2 |
0.5% |
1,106.0 |
| Close |
1,138.5 |
1,147.2 |
8.7 |
0.8% |
1,137.4 |
| Range |
10.9 |
15.1 |
4.2 |
38.5% |
41.9 |
| ATR |
15.5 |
15.5 |
0.0 |
-0.2% |
0.0 |
| Volume |
1,237 |
7,518 |
6,281 |
507.8% |
12,421 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,190.3 |
1,183.9 |
1,155.5 |
|
| R3 |
1,175.2 |
1,168.8 |
1,151.4 |
|
| R2 |
1,160.1 |
1,160.1 |
1,150.0 |
|
| R1 |
1,153.7 |
1,153.7 |
1,148.6 |
1,156.9 |
| PP |
1,145.0 |
1,145.0 |
1,145.0 |
1,146.7 |
| S1 |
1,138.6 |
1,138.6 |
1,145.8 |
1,141.8 |
| S2 |
1,129.9 |
1,129.9 |
1,144.4 |
|
| S3 |
1,114.8 |
1,123.5 |
1,143.0 |
|
| S4 |
1,099.7 |
1,108.4 |
1,138.9 |
|
|
| 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 |
1,151.5 |
1,106.0 |
45.5 |
4.0% |
16.6 |
1.4% |
91% |
True |
False |
2,885 |
| 10 |
1,156.8 |
1,106.0 |
50.8 |
4.4% |
16.1 |
1.4% |
81% |
False |
False |
3,216 |
| 20 |
1,156.8 |
1,098.6 |
58.2 |
5.1% |
14.7 |
1.3% |
84% |
False |
False |
3,118 |
| 40 |
1,169.7 |
1,098.3 |
71.4 |
6.2% |
14.5 |
1.3% |
68% |
False |
False |
2,308 |
| 60 |
1,169.7 |
1,077.9 |
91.8 |
8.0% |
14.1 |
1.2% |
75% |
False |
False |
2,311 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.3% |
13.2 |
1.2% |
53% |
False |
False |
2,007 |
| 100 |
1,234.3 |
1,077.9 |
156.4 |
13.6% |
12.4 |
1.1% |
44% |
False |
False |
1,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,215.7 |
|
2.618 |
1,191.0 |
|
1.618 |
1,175.9 |
|
1.000 |
1,166.6 |
|
0.618 |
1,160.8 |
|
HIGH |
1,151.5 |
|
0.618 |
1,145.7 |
|
0.500 |
1,144.0 |
|
0.382 |
1,142.2 |
|
LOW |
1,136.4 |
|
0.618 |
1,127.1 |
|
1.000 |
1,121.3 |
|
1.618 |
1,112.0 |
|
2.618 |
1,096.9 |
|
4.250 |
1,072.2 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,146.1 |
1,141.1 |
| PP |
1,145.0 |
1,134.9 |
| S1 |
1,144.0 |
1,128.8 |
|