| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,147.5 |
1,146.1 |
-1.4 |
-0.1% |
1,145.8 |
| High |
1,154.2 |
1,151.6 |
-2.6 |
-0.2% |
1,147.9 |
| Low |
1,142.3 |
1,137.1 |
-5.2 |
-0.5% |
1,106.0 |
| Close |
1,149.6 |
1,145.2 |
-4.4 |
-0.4% |
1,137.4 |
| Range |
11.9 |
14.5 |
2.6 |
21.8% |
41.9 |
| ATR |
15.2 |
15.2 |
-0.1 |
-0.3% |
0.0 |
| Volume |
3,849 |
1,864 |
-1,985 |
-51.6% |
12,421 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,188.1 |
1,181.2 |
1,153.2 |
|
| R3 |
1,173.6 |
1,166.7 |
1,149.2 |
|
| R2 |
1,159.1 |
1,159.1 |
1,147.9 |
|
| R1 |
1,152.2 |
1,152.2 |
1,146.5 |
1,148.4 |
| PP |
1,144.6 |
1,144.6 |
1,144.6 |
1,142.8 |
| S1 |
1,137.7 |
1,137.7 |
1,143.9 |
1,133.9 |
| S2 |
1,130.1 |
1,130.1 |
1,142.5 |
|
| S3 |
1,115.6 |
1,123.2 |
1,141.2 |
|
| S4 |
1,101.1 |
1,108.7 |
1,137.2 |
|
|
| 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 |
1,154.2 |
1,106.0 |
48.2 |
4.2% |
17.6 |
1.5% |
81% |
False |
False |
3,404 |
| 10 |
1,154.2 |
1,106.0 |
48.2 |
4.2% |
14.9 |
1.3% |
81% |
False |
False |
3,194 |
| 20 |
1,156.8 |
1,098.6 |
58.2 |
5.1% |
14.4 |
1.3% |
80% |
False |
False |
2,821 |
| 40 |
1,169.7 |
1,098.6 |
71.1 |
6.2% |
14.3 |
1.3% |
66% |
False |
False |
2,393 |
| 60 |
1,169.7 |
1,077.9 |
91.8 |
8.0% |
14.3 |
1.3% |
73% |
False |
False |
2,344 |
| 80 |
1,207.5 |
1,077.9 |
129.6 |
11.3% |
13.2 |
1.2% |
52% |
False |
False |
2,063 |
| 100 |
1,225.1 |
1,077.9 |
147.2 |
12.9% |
12.6 |
1.1% |
46% |
False |
False |
1,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,213.2 |
|
2.618 |
1,189.6 |
|
1.618 |
1,175.1 |
|
1.000 |
1,166.1 |
|
0.618 |
1,160.6 |
|
HIGH |
1,151.6 |
|
0.618 |
1,146.1 |
|
0.500 |
1,144.4 |
|
0.382 |
1,142.6 |
|
LOW |
1,137.1 |
|
0.618 |
1,128.1 |
|
1.000 |
1,122.6 |
|
1.618 |
1,113.6 |
|
2.618 |
1,099.1 |
|
4.250 |
1,075.5 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,144.9 |
1,145.3 |
| PP |
1,144.6 |
1,145.3 |
| S1 |
1,144.4 |
1,145.2 |
|