| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
3,185.0 |
3,195.0 |
10.0 |
0.3% |
3,135.0 |
| High |
3,209.0 |
3,247.0 |
38.0 |
1.2% |
3,253.0 |
| Low |
3,167.0 |
3,195.0 |
28.0 |
0.9% |
3,116.0 |
| Close |
3,183.0 |
3,225.0 |
42.0 |
1.3% |
3,234.0 |
| Range |
42.0 |
52.0 |
10.0 |
23.8% |
137.0 |
| ATR |
67.8 |
67.5 |
-0.3 |
-0.4% |
0.0 |
| Volume |
0 |
26,330 |
26,330 |
|
3,923 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,378.3 |
3,353.7 |
3,253.6 |
|
| R3 |
3,326.3 |
3,301.7 |
3,239.3 |
|
| R2 |
3,274.3 |
3,274.3 |
3,234.5 |
|
| R1 |
3,249.7 |
3,249.7 |
3,229.8 |
3,262.0 |
| PP |
3,222.3 |
3,222.3 |
3,222.3 |
3,228.5 |
| S1 |
3,197.7 |
3,197.7 |
3,220.2 |
3,210.0 |
| S2 |
3,170.3 |
3,170.3 |
3,215.5 |
|
| S3 |
3,118.3 |
3,145.7 |
3,210.7 |
|
| S4 |
3,066.3 |
3,093.7 |
3,196.4 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,612.0 |
3,560.0 |
3,309.4 |
|
| R3 |
3,475.0 |
3,423.0 |
3,271.7 |
|
| R2 |
3,338.0 |
3,338.0 |
3,259.1 |
|
| R1 |
3,286.0 |
3,286.0 |
3,246.6 |
3,312.0 |
| PP |
3,201.0 |
3,201.0 |
3,201.0 |
3,214.0 |
| S1 |
3,149.0 |
3,149.0 |
3,221.4 |
3,175.0 |
| S2 |
3,064.0 |
3,064.0 |
3,208.9 |
|
| S3 |
2,927.0 |
3,012.0 |
3,196.3 |
|
| S4 |
2,790.0 |
2,875.0 |
3,158.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,253.0 |
3,167.0 |
86.0 |
2.7% |
38.8 |
1.2% |
67% |
False |
False |
5,947 |
| 10 |
3,253.0 |
3,019.0 |
234.0 |
7.3% |
54.3 |
1.7% |
88% |
False |
False |
3,444 |
| 20 |
3,253.0 |
2,969.0 |
284.0 |
8.8% |
67.8 |
2.1% |
90% |
False |
False |
4,097 |
| 40 |
3,332.0 |
2,969.0 |
363.0 |
11.3% |
60.1 |
1.9% |
71% |
False |
False |
4,006 |
| 60 |
3,664.0 |
2,969.0 |
695.0 |
21.6% |
44.4 |
1.4% |
37% |
False |
False |
2,710 |
| 80 |
3,679.0 |
2,969.0 |
710.0 |
22.0% |
36.8 |
1.1% |
36% |
False |
False |
2,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,468.0 |
|
2.618 |
3,383.1 |
|
1.618 |
3,331.1 |
|
1.000 |
3,299.0 |
|
0.618 |
3,279.1 |
|
HIGH |
3,247.0 |
|
0.618 |
3,227.1 |
|
0.500 |
3,221.0 |
|
0.382 |
3,214.9 |
|
LOW |
3,195.0 |
|
0.618 |
3,162.9 |
|
1.000 |
3,143.0 |
|
1.618 |
3,110.9 |
|
2.618 |
3,058.9 |
|
4.250 |
2,974.0 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,223.7 |
3,219.0 |
| PP |
3,222.3 |
3,213.0 |
| S1 |
3,221.0 |
3,207.0 |
|