| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,095.5 |
1,110.7 |
15.2 |
1.4% |
1,115.0 |
| High |
1,114.0 |
1,138.3 |
24.3 |
2.2% |
1,120.6 |
| Low |
1,074.4 |
1,109.0 |
34.6 |
3.2% |
1,073.2 |
| Close |
1,112.2 |
1,135.8 |
23.6 |
2.1% |
1,112.2 |
| Range |
39.6 |
29.3 |
-10.3 |
-26.0% |
47.4 |
| ATR |
24.8 |
25.1 |
0.3 |
1.3% |
0.0 |
| Volume |
140,363 |
109,428 |
-30,935 |
-22.0% |
702,127 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,215.5 |
1,205.0 |
1,152.0 |
|
| R3 |
1,186.3 |
1,175.8 |
1,143.8 |
|
| R2 |
1,157.0 |
1,157.0 |
1,141.3 |
|
| R1 |
1,146.5 |
1,146.5 |
1,138.5 |
1,151.8 |
| PP |
1,127.8 |
1,127.8 |
1,127.8 |
1,130.3 |
| S1 |
1,117.0 |
1,117.0 |
1,133.0 |
1,122.5 |
| S2 |
1,098.5 |
1,098.5 |
1,130.5 |
|
| S3 |
1,069.0 |
1,087.8 |
1,127.8 |
|
| S4 |
1,039.8 |
1,058.5 |
1,119.8 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.3 |
1,225.5 |
1,138.3 |
|
| R3 |
1,196.8 |
1,178.3 |
1,125.3 |
|
| R2 |
1,149.5 |
1,149.5 |
1,121.0 |
|
| R1 |
1,130.8 |
1,130.8 |
1,116.5 |
1,116.5 |
| PP |
1,102.0 |
1,102.0 |
1,102.0 |
1,094.8 |
| S1 |
1,083.5 |
1,083.5 |
1,107.8 |
1,069.0 |
| S2 |
1,054.5 |
1,054.5 |
1,103.5 |
|
| S3 |
1,007.3 |
1,036.0 |
1,099.3 |
|
| S4 |
959.8 |
988.5 |
1,086.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,138.3 |
1,073.2 |
65.1 |
5.7% |
28.5 |
2.5% |
96% |
True |
False |
132,336 |
| 10 |
1,159.9 |
1,073.2 |
86.7 |
7.6% |
28.3 |
2.5% |
72% |
False |
False |
122,459 |
| 20 |
1,190.0 |
1,073.2 |
116.8 |
10.3% |
24.3 |
2.1% |
54% |
False |
False |
114,895 |
| 40 |
1,216.0 |
1,073.2 |
142.8 |
12.6% |
23.3 |
2.0% |
44% |
False |
False |
57,613 |
| 60 |
1,264.7 |
1,073.2 |
191.5 |
16.9% |
17.8 |
1.6% |
33% |
False |
False |
38,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,262.8 |
|
2.618 |
1,215.0 |
|
1.618 |
1,185.8 |
|
1.000 |
1,167.5 |
|
0.618 |
1,156.5 |
|
HIGH |
1,138.3 |
|
0.618 |
1,127.0 |
|
0.500 |
1,123.8 |
|
0.382 |
1,120.3 |
|
LOW |
1,109.0 |
|
0.618 |
1,091.0 |
|
1.000 |
1,079.8 |
|
1.618 |
1,061.5 |
|
2.618 |
1,032.3 |
|
4.250 |
984.5 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,131.8 |
1,126.0 |
| PP |
1,127.8 |
1,116.3 |
| S1 |
1,123.8 |
1,106.3 |
|