| 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 |
16,805.42 |
16,904.17 |
98.75 |
0.6% |
16,313.26 |
| High |
16,963.30 |
17,081.28 |
117.98 |
0.7% |
16,472.77 |
| Low |
16,765.00 |
16,859.34 |
94.34 |
0.6% |
15,942.37 |
| Close |
16,912.29 |
17,050.75 |
138.46 |
0.8% |
16,472.37 |
| Range |
198.30 |
221.94 |
23.64 |
11.9% |
530.40 |
| ATR |
269.30 |
265.92 |
-3.38 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,662.94 |
17,578.79 |
17,172.82 |
|
| R3 |
17,441.00 |
17,356.85 |
17,111.78 |
|
| R2 |
17,219.06 |
17,219.06 |
17,091.44 |
|
| R1 |
17,134.91 |
17,134.91 |
17,071.09 |
17,176.99 |
| PP |
16,997.12 |
16,997.12 |
16,997.12 |
17,018.16 |
| S1 |
16,912.97 |
16,912.97 |
17,030.41 |
16,955.05 |
| S2 |
16,775.18 |
16,775.18 |
17,010.06 |
|
| S3 |
16,553.24 |
16,691.03 |
16,989.72 |
|
| S4 |
16,331.30 |
16,469.09 |
16,928.68 |
|
|
| 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 |
17,081.28 |
16,013.66 |
1,067.62 |
6.3% |
258.94 |
1.5% |
97% |
True |
False |
|
| 10 |
17,081.28 |
15,942.37 |
1,138.91 |
6.7% |
257.83 |
1.5% |
97% |
True |
False |
|
| 20 |
17,081.28 |
15,942.37 |
1,138.91 |
6.7% |
238.15 |
1.4% |
97% |
True |
False |
|
| 40 |
17,568.40 |
15,370.33 |
2,198.07 |
12.9% |
299.63 |
1.8% |
76% |
False |
False |
|
| 60 |
18,137.12 |
15,370.33 |
2,766.79 |
16.2% |
255.00 |
1.5% |
61% |
False |
False |
|
| 80 |
18,188.81 |
15,370.33 |
2,818.48 |
16.5% |
236.06 |
1.4% |
60% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
17.5% |
216.96 |
1.3% |
56% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.5% |
208.22 |
1.2% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,024.53 |
|
2.618 |
17,662.32 |
|
1.618 |
17,440.38 |
|
1.000 |
17,303.22 |
|
0.618 |
17,218.44 |
|
HIGH |
17,081.28 |
|
0.618 |
16,996.50 |
|
0.500 |
16,970.31 |
|
0.382 |
16,944.12 |
|
LOW |
16,859.34 |
|
0.618 |
16,722.18 |
|
1.000 |
16,637.40 |
|
1.618 |
16,500.24 |
|
2.618 |
16,278.30 |
|
4.250 |
15,916.10 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,023.94 |
17,005.05 |
| PP |
16,997.12 |
16,959.35 |
| S1 |
16,970.31 |
16,913.66 |
|