| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,155.0 |
1,162.8 |
7.8 |
0.7% |
1,137.0 |
| High |
1,168.6 |
1,168.6 |
0.0 |
0.0% |
1,159.3 |
| Low |
1,154.3 |
1,151.3 |
-3.0 |
-0.3% |
1,129.6 |
| Close |
1,164.5 |
1,165.4 |
0.9 |
0.1% |
1,155.9 |
| Range |
14.3 |
17.3 |
3.0 |
21.0% |
29.7 |
| ATR |
16.6 |
16.6 |
0.1 |
0.3% |
0.0 |
| Volume |
111,800 |
139,528 |
27,728 |
24.8% |
616,864 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,213.7 |
1,206.8 |
1,174.9 |
|
| R3 |
1,196.4 |
1,189.5 |
1,170.2 |
|
| R2 |
1,179.1 |
1,179.1 |
1,168.6 |
|
| R1 |
1,172.2 |
1,172.2 |
1,167.0 |
1,175.7 |
| PP |
1,161.8 |
1,161.8 |
1,161.8 |
1,163.5 |
| S1 |
1,154.9 |
1,154.9 |
1,163.8 |
1,158.4 |
| S2 |
1,144.5 |
1,144.5 |
1,162.2 |
|
| S3 |
1,127.2 |
1,137.6 |
1,160.6 |
|
| S4 |
1,109.9 |
1,120.3 |
1,155.9 |
|
|
| 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 |
1,168.6 |
1,135.9 |
32.7 |
2.8% |
16.0 |
1.4% |
90% |
True |
False |
124,106 |
| 10 |
1,168.6 |
1,103.8 |
64.8 |
5.6% |
17.1 |
1.5% |
95% |
True |
False |
129,805 |
| 20 |
1,168.6 |
1,103.0 |
65.6 |
5.6% |
16.8 |
1.4% |
95% |
True |
False |
131,716 |
| 40 |
1,169.8 |
1,097.7 |
72.1 |
6.2% |
16.4 |
1.4% |
94% |
False |
False |
138,303 |
| 60 |
1,169.8 |
1,073.7 |
96.1 |
8.2% |
16.2 |
1.4% |
95% |
False |
False |
129,399 |
| 80 |
1,202.2 |
1,073.7 |
128.5 |
11.0% |
15.7 |
1.3% |
71% |
False |
False |
100,133 |
| 100 |
1,217.0 |
1,073.7 |
143.3 |
12.3% |
15.1 |
1.3% |
64% |
False |
False |
80,779 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
13.8% |
15.1 |
1.3% |
57% |
False |
False |
67,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,242.1 |
|
2.618 |
1,213.9 |
|
1.618 |
1,196.6 |
|
1.000 |
1,185.9 |
|
0.618 |
1,179.3 |
|
HIGH |
1,168.6 |
|
0.618 |
1,162.0 |
|
0.500 |
1,160.0 |
|
0.382 |
1,157.9 |
|
LOW |
1,151.3 |
|
0.618 |
1,140.6 |
|
1.000 |
1,134.0 |
|
1.618 |
1,123.3 |
|
2.618 |
1,106.0 |
|
4.250 |
1,077.8 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,163.6 |
1,161.4 |
| PP |
1,161.8 |
1,157.3 |
| S1 |
1,160.0 |
1,153.3 |
|