| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
16,774.02 |
16,805.42 |
31.40 |
0.2% |
16,313.26 |
| High |
16,865.09 |
16,963.30 |
98.21 |
0.6% |
16,472.77 |
| Low |
16,746.03 |
16,765.00 |
18.97 |
0.1% |
15,942.37 |
| Close |
16,790.19 |
16,912.29 |
122.10 |
0.7% |
16,472.37 |
| Range |
119.06 |
198.30 |
79.24 |
66.6% |
530.40 |
| ATR |
274.77 |
269.30 |
-5.46 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,475.10 |
17,391.99 |
17,021.36 |
|
| R3 |
17,276.80 |
17,193.69 |
16,966.82 |
|
| R2 |
17,078.50 |
17,078.50 |
16,948.65 |
|
| R1 |
16,995.39 |
16,995.39 |
16,930.47 |
17,036.95 |
| PP |
16,880.20 |
16,880.20 |
16,880.20 |
16,900.97 |
| S1 |
16,797.09 |
16,797.09 |
16,894.11 |
16,838.65 |
| S2 |
16,681.90 |
16,681.90 |
16,875.94 |
|
| S3 |
16,483.60 |
16,598.79 |
16,857.76 |
|
| S4 |
16,285.30 |
16,400.49 |
16,803.23 |
|
|
| 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 |
16,963.30 |
16,013.66 |
949.64 |
5.6% |
269.56 |
1.6% |
95% |
True |
False |
|
| 10 |
16,963.30 |
15,942.37 |
1,020.93 |
6.0% |
259.72 |
1.5% |
95% |
True |
False |
|
| 20 |
16,963.30 |
15,942.37 |
1,020.93 |
6.0% |
238.55 |
1.4% |
95% |
True |
False |
|
| 40 |
17,568.40 |
15,370.33 |
2,198.07 |
13.0% |
301.53 |
1.8% |
70% |
False |
False |
|
| 60 |
18,137.12 |
15,370.33 |
2,766.79 |
16.4% |
252.64 |
1.5% |
56% |
False |
False |
|
| 80 |
18,188.81 |
15,370.33 |
2,818.48 |
16.7% |
235.10 |
1.4% |
55% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
17.6% |
215.55 |
1.3% |
52% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.6% |
208.47 |
1.2% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,806.08 |
|
2.618 |
17,482.45 |
|
1.618 |
17,284.15 |
|
1.000 |
17,161.60 |
|
0.618 |
17,085.85 |
|
HIGH |
16,963.30 |
|
0.618 |
16,887.55 |
|
0.500 |
16,864.15 |
|
0.382 |
16,840.75 |
|
LOW |
16,765.00 |
|
0.618 |
16,642.45 |
|
1.000 |
16,566.70 |
|
1.618 |
16,444.15 |
|
2.618 |
16,245.85 |
|
4.250 |
15,922.23 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,896.24 |
16,852.43 |
| PP |
16,880.20 |
16,792.56 |
| S1 |
16,864.15 |
16,732.70 |
|