| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
16,904.17 |
17,054.69 |
150.52 |
0.9% |
16,502.10 |
| High |
17,081.28 |
17,110.88 |
29.60 |
0.2% |
17,110.88 |
| Low |
16,859.34 |
17,027.23 |
167.89 |
1.0% |
16,502.10 |
| Close |
17,050.75 |
17,084.49 |
33.74 |
0.2% |
17,084.49 |
| Range |
221.94 |
83.65 |
-138.29 |
-62.3% |
608.78 |
| ATR |
265.92 |
252.90 |
-13.02 |
-4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,325.15 |
17,288.47 |
17,130.50 |
|
| R3 |
17,241.50 |
17,204.82 |
17,107.49 |
|
| R2 |
17,157.85 |
17,157.85 |
17,099.83 |
|
| R1 |
17,121.17 |
17,121.17 |
17,092.16 |
17,139.51 |
| PP |
17,074.20 |
17,074.20 |
17,074.20 |
17,083.37 |
| S1 |
17,037.52 |
17,037.52 |
17,076.82 |
17,055.86 |
| S2 |
16,990.55 |
16,990.55 |
17,069.15 |
|
| S3 |
16,906.90 |
16,953.87 |
17,061.49 |
|
| S4 |
16,823.25 |
16,870.22 |
17,038.48 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,725.50 |
18,513.77 |
17,419.32 |
|
| R3 |
18,116.72 |
17,904.99 |
17,251.90 |
|
| R2 |
17,507.94 |
17,507.94 |
17,196.10 |
|
| R1 |
17,296.21 |
17,296.21 |
17,140.29 |
17,402.08 |
| PP |
16,899.16 |
16,899.16 |
16,899.16 |
16,952.09 |
| S1 |
16,687.43 |
16,687.43 |
17,028.69 |
16,793.30 |
| S2 |
16,290.38 |
16,290.38 |
16,972.88 |
|
| S3 |
15,681.60 |
16,078.65 |
16,917.08 |
|
| S4 |
15,072.82 |
15,469.87 |
16,749.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,110.88 |
16,502.10 |
608.78 |
3.6% |
183.84 |
1.1% |
96% |
True |
False |
|
| 10 |
17,110.88 |
15,942.37 |
1,168.51 |
6.8% |
240.18 |
1.4% |
98% |
True |
False |
|
| 20 |
17,110.88 |
15,942.37 |
1,168.51 |
6.8% |
232.83 |
1.4% |
98% |
True |
False |
|
| 40 |
17,568.40 |
15,370.33 |
2,198.07 |
12.9% |
298.21 |
1.7% |
78% |
False |
False |
|
| 60 |
18,137.12 |
15,370.33 |
2,766.79 |
16.2% |
255.29 |
1.5% |
62% |
False |
False |
|
| 80 |
18,188.81 |
15,370.33 |
2,818.48 |
16.5% |
235.13 |
1.4% |
61% |
False |
False |
|
| 100 |
18,350.13 |
15,370.33 |
2,979.80 |
17.4% |
216.89 |
1.3% |
58% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.4% |
207.42 |
1.2% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,466.39 |
|
2.618 |
17,329.88 |
|
1.618 |
17,246.23 |
|
1.000 |
17,194.53 |
|
0.618 |
17,162.58 |
|
HIGH |
17,110.88 |
|
0.618 |
17,078.93 |
|
0.500 |
17,069.06 |
|
0.382 |
17,059.18 |
|
LOW |
17,027.23 |
|
0.618 |
16,975.53 |
|
1.000 |
16,943.58 |
|
1.618 |
16,891.88 |
|
2.618 |
16,808.23 |
|
4.250 |
16,671.72 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,079.35 |
17,035.64 |
| PP |
17,074.20 |
16,986.79 |
| S1 |
17,069.06 |
16,937.94 |
|