| 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 |
16,258.25 |
16,502.10 |
243.85 |
1.5% |
16,313.26 |
| High |
16,472.77 |
16,798.37 |
325.60 |
2.0% |
16,472.77 |
| Low |
16,013.66 |
16,502.10 |
488.44 |
3.1% |
15,942.37 |
| Close |
16,472.37 |
16,776.43 |
304.06 |
1.8% |
16,472.37 |
| Range |
459.11 |
296.27 |
-162.84 |
-35.5% |
530.40 |
| ATR |
283.72 |
286.74 |
3.02 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,581.11 |
17,475.04 |
16,939.38 |
|
| R3 |
17,284.84 |
17,178.77 |
16,857.90 |
|
| R2 |
16,988.57 |
16,988.57 |
16,830.75 |
|
| R1 |
16,882.50 |
16,882.50 |
16,803.59 |
16,935.54 |
| PP |
16,692.30 |
16,692.30 |
16,692.30 |
16,718.82 |
| S1 |
16,586.23 |
16,586.23 |
16,749.27 |
16,639.27 |
| S2 |
16,396.03 |
16,396.03 |
16,722.11 |
|
| S3 |
16,099.76 |
16,289.96 |
16,694.96 |
|
| S4 |
15,803.49 |
15,993.69 |
16,613.48 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,887.04 |
17,710.10 |
16,764.09 |
|
| R3 |
17,356.64 |
17,179.70 |
16,618.23 |
|
| R2 |
16,826.24 |
16,826.24 |
16,569.61 |
|
| R1 |
16,649.30 |
16,649.30 |
16,520.99 |
16,737.77 |
| PP |
16,295.84 |
16,295.84 |
16,295.84 |
16,340.07 |
| S1 |
16,118.90 |
16,118.90 |
16,423.75 |
16,207.37 |
| S2 |
15,765.44 |
15,765.44 |
16,375.13 |
|
| S3 |
15,235.04 |
15,588.50 |
16,326.51 |
|
| S4 |
14,704.64 |
15,058.10 |
16,180.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,798.37 |
15,942.37 |
856.00 |
5.1% |
289.49 |
1.7% |
97% |
True |
False |
|
| 10 |
16,798.37 |
15,942.37 |
856.00 |
5.1% |
267.88 |
1.6% |
97% |
True |
False |
|
| 20 |
16,933.43 |
15,942.37 |
991.06 |
5.9% |
264.58 |
1.6% |
84% |
False |
False |
|
| 40 |
17,629.13 |
15,370.33 |
2,258.80 |
13.5% |
305.97 |
1.8% |
62% |
False |
False |
|
| 60 |
18,137.12 |
15,370.33 |
2,766.79 |
16.5% |
252.63 |
1.5% |
51% |
False |
False |
|
| 80 |
18,188.81 |
15,370.33 |
2,818.48 |
16.8% |
235.78 |
1.4% |
50% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
17.8% |
214.88 |
1.3% |
47% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.8% |
209.65 |
1.2% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,057.52 |
|
2.618 |
17,574.00 |
|
1.618 |
17,277.73 |
|
1.000 |
17,094.64 |
|
0.618 |
16,981.46 |
|
HIGH |
16,798.37 |
|
0.618 |
16,685.19 |
|
0.500 |
16,650.24 |
|
0.382 |
16,615.28 |
|
LOW |
16,502.10 |
|
0.618 |
16,319.01 |
|
1.000 |
16,205.83 |
|
1.618 |
16,022.74 |
|
2.618 |
15,726.47 |
|
4.250 |
15,242.95 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,734.37 |
16,652.96 |
| PP |
16,692.30 |
16,529.49 |
| S1 |
16,650.24 |
16,406.02 |
|