| 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 |
1,145.0 |
1,138.1 |
-6.9 |
-0.6% |
1,137.0 |
| High |
1,150.9 |
1,159.3 |
8.4 |
0.7% |
1,159.3 |
| Low |
1,135.9 |
1,138.0 |
2.1 |
0.2% |
1,129.6 |
| Close |
1,144.3 |
1,155.9 |
11.6 |
1.0% |
1,155.9 |
| Range |
15.0 |
21.3 |
6.3 |
42.0% |
29.7 |
| ATR |
16.4 |
16.8 |
0.3 |
2.1% |
0.0 |
| Volume |
121,187 |
134,869 |
13,682 |
11.3% |
616,864 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,215.0 |
1,206.7 |
1,167.6 |
|
| R3 |
1,193.7 |
1,185.4 |
1,161.8 |
|
| R2 |
1,172.4 |
1,172.4 |
1,159.8 |
|
| R1 |
1,164.1 |
1,164.1 |
1,157.9 |
1,168.3 |
| PP |
1,151.1 |
1,151.1 |
1,151.1 |
1,153.1 |
| S1 |
1,142.8 |
1,142.8 |
1,153.9 |
1,147.0 |
| S2 |
1,129.8 |
1,129.8 |
1,152.0 |
|
| S3 |
1,108.5 |
1,121.5 |
1,150.0 |
|
| S4 |
1,087.2 |
1,100.2 |
1,144.2 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,237.4 |
1,226.3 |
1,172.2 |
|
| R3 |
1,207.7 |
1,196.6 |
1,164.1 |
|
| R2 |
1,178.0 |
1,178.0 |
1,161.3 |
|
| R1 |
1,166.9 |
1,166.9 |
1,158.6 |
1,172.5 |
| PP |
1,148.3 |
1,148.3 |
1,148.3 |
1,151.0 |
| S1 |
1,137.2 |
1,137.2 |
1,153.2 |
1,142.8 |
| S2 |
1,118.6 |
1,118.6 |
1,150.5 |
|
| S3 |
1,088.9 |
1,107.5 |
1,147.7 |
|
| S4 |
1,059.2 |
1,077.8 |
1,139.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,159.3 |
1,129.6 |
29.7 |
2.6% |
15.4 |
1.3% |
89% |
True |
False |
123,372 |
| 10 |
1,159.3 |
1,103.8 |
55.5 |
4.8% |
17.1 |
1.5% |
94% |
True |
False |
129,574 |
| 20 |
1,159.3 |
1,101.5 |
57.8 |
5.0% |
15.9 |
1.4% |
94% |
True |
False |
126,802 |
| 40 |
1,169.8 |
1,097.7 |
72.1 |
6.2% |
16.0 |
1.4% |
81% |
False |
False |
136,890 |
| 60 |
1,169.8 |
1,073.7 |
96.1 |
8.3% |
16.8 |
1.5% |
86% |
False |
False |
126,159 |
| 80 |
1,207.3 |
1,073.7 |
133.6 |
11.6% |
15.6 |
1.4% |
62% |
False |
False |
97,062 |
| 100 |
1,217.0 |
1,073.7 |
143.3 |
12.4% |
15.0 |
1.3% |
57% |
False |
False |
78,334 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
13.9% |
15.1 |
1.3% |
51% |
False |
False |
65,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,249.8 |
|
2.618 |
1,215.1 |
|
1.618 |
1,193.8 |
|
1.000 |
1,180.6 |
|
0.618 |
1,172.5 |
|
HIGH |
1,159.3 |
|
0.618 |
1,151.2 |
|
0.500 |
1,148.7 |
|
0.382 |
1,146.1 |
|
LOW |
1,138.0 |
|
0.618 |
1,124.8 |
|
1.000 |
1,116.7 |
|
1.618 |
1,103.5 |
|
2.618 |
1,082.2 |
|
4.250 |
1,047.5 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,153.5 |
1,153.1 |
| PP |
1,151.1 |
1,150.4 |
| S1 |
1,148.7 |
1,147.6 |
|