| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,110.7 |
1,132.2 |
21.5 |
1.9% |
1,115.0 |
| High |
1,138.3 |
1,140.5 |
2.2 |
0.2% |
1,120.6 |
| Low |
1,109.0 |
1,121.3 |
12.3 |
1.1% |
1,073.2 |
| Close |
1,135.8 |
1,128.3 |
-7.5 |
-0.7% |
1,112.2 |
| Range |
29.3 |
19.2 |
-10.1 |
-34.5% |
47.4 |
| ATR |
25.1 |
24.7 |
-0.4 |
-1.7% |
0.0 |
| Volume |
109,428 |
99,192 |
-10,236 |
-9.4% |
702,127 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,187.8 |
1,177.3 |
1,138.8 |
|
| R3 |
1,168.5 |
1,158.0 |
1,133.5 |
|
| R2 |
1,149.3 |
1,149.3 |
1,131.8 |
|
| R1 |
1,138.8 |
1,138.8 |
1,130.0 |
1,134.5 |
| PP |
1,130.0 |
1,130.0 |
1,130.0 |
1,127.8 |
| S1 |
1,119.5 |
1,119.5 |
1,126.5 |
1,115.3 |
| S2 |
1,110.8 |
1,110.8 |
1,124.8 |
|
| S3 |
1,091.8 |
1,100.3 |
1,123.0 |
|
| S4 |
1,072.5 |
1,081.3 |
1,117.8 |
|
|
| 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 |
1,140.5 |
1,074.4 |
66.1 |
5.9% |
28.0 |
2.5% |
82% |
True |
False |
124,392 |
| 10 |
1,149.3 |
1,073.2 |
76.1 |
6.7% |
27.3 |
2.4% |
72% |
False |
False |
121,959 |
| 20 |
1,190.0 |
1,073.2 |
116.8 |
10.4% |
24.5 |
2.2% |
47% |
False |
False |
119,571 |
| 40 |
1,216.0 |
1,073.2 |
142.8 |
12.7% |
23.3 |
2.1% |
39% |
False |
False |
60,086 |
| 60 |
1,264.7 |
1,073.2 |
191.5 |
17.0% |
18.0 |
1.6% |
29% |
False |
False |
40,068 |
| 80 |
1,288.0 |
1,073.2 |
214.8 |
19.0% |
14.0 |
1.2% |
26% |
False |
False |
30,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,222.0 |
|
2.618 |
1,190.8 |
|
1.618 |
1,171.5 |
|
1.000 |
1,159.8 |
|
0.618 |
1,152.3 |
|
HIGH |
1,140.5 |
|
0.618 |
1,133.3 |
|
0.500 |
1,131.0 |
|
0.382 |
1,128.8 |
|
LOW |
1,121.3 |
|
0.618 |
1,109.5 |
|
1.000 |
1,102.0 |
|
1.618 |
1,090.3 |
|
2.618 |
1,071.0 |
|
4.250 |
1,039.8 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,131.0 |
1,121.3 |
| PP |
1,130.0 |
1,114.5 |
| S1 |
1,129.3 |
1,107.5 |
|