| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
17,054.69 |
17,082.29 |
27.60 |
0.2% |
16,502.10 |
| High |
17,110.88 |
17,139.21 |
28.33 |
0.2% |
17,110.88 |
| Low |
17,027.23 |
17,064.58 |
37.35 |
0.2% |
16,502.10 |
| Close |
17,084.49 |
17,131.86 |
47.37 |
0.3% |
17,084.49 |
| Range |
83.65 |
74.63 |
-9.02 |
-10.8% |
608.78 |
| ATR |
252.90 |
240.17 |
-12.73 |
-5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,335.77 |
17,308.45 |
17,172.91 |
|
| R3 |
17,261.14 |
17,233.82 |
17,152.38 |
|
| R2 |
17,186.51 |
17,186.51 |
17,145.54 |
|
| R1 |
17,159.19 |
17,159.19 |
17,138.70 |
17,172.85 |
| PP |
17,111.88 |
17,111.88 |
17,111.88 |
17,118.72 |
| S1 |
17,084.56 |
17,084.56 |
17,125.02 |
17,098.22 |
| S2 |
17,037.25 |
17,037.25 |
17,118.18 |
|
| S3 |
16,962.62 |
17,009.93 |
17,111.34 |
|
| S4 |
16,887.99 |
16,935.30 |
17,090.81 |
|
|
| 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 |
17,139.21 |
16,746.03 |
393.18 |
2.3% |
139.52 |
0.8% |
98% |
True |
False |
|
| 10 |
17,139.21 |
15,942.37 |
1,196.84 |
7.0% |
214.51 |
1.3% |
99% |
True |
False |
|
| 20 |
17,139.21 |
15,942.37 |
1,196.84 |
7.0% |
230.56 |
1.3% |
99% |
True |
False |
|
| 40 |
17,568.40 |
15,370.33 |
2,198.07 |
12.8% |
297.60 |
1.7% |
80% |
False |
False |
|
| 60 |
18,137.12 |
15,370.33 |
2,766.79 |
16.1% |
255.05 |
1.5% |
64% |
False |
False |
|
| 80 |
18,188.81 |
15,370.33 |
2,818.48 |
16.5% |
233.18 |
1.4% |
62% |
False |
False |
|
| 100 |
18,314.89 |
15,370.33 |
2,944.56 |
17.2% |
216.86 |
1.3% |
60% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.4% |
206.64 |
1.2% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,456.39 |
|
2.618 |
17,334.59 |
|
1.618 |
17,259.96 |
|
1.000 |
17,213.84 |
|
0.618 |
17,185.33 |
|
HIGH |
17,139.21 |
|
0.618 |
17,110.70 |
|
0.500 |
17,101.90 |
|
0.382 |
17,093.09 |
|
LOW |
17,064.58 |
|
0.618 |
17,018.46 |
|
1.000 |
16,989.95 |
|
1.618 |
16,943.83 |
|
2.618 |
16,869.20 |
|
4.250 |
16,747.40 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,121.87 |
17,087.67 |
| PP |
17,111.88 |
17,043.47 |
| S1 |
17,101.90 |
16,999.28 |
|