| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,132.2 |
1,123.7 |
-8.5 |
-0.8% |
1,115.0 |
| High |
1,140.5 |
1,150.9 |
10.4 |
0.9% |
1,120.6 |
| Low |
1,121.3 |
1,122.7 |
1.4 |
0.1% |
1,073.2 |
| Close |
1,128.3 |
1,149.9 |
21.6 |
1.9% |
1,112.2 |
| Range |
19.2 |
28.2 |
9.0 |
46.9% |
47.4 |
| ATR |
24.7 |
24.9 |
0.3 |
1.0% |
0.0 |
| Volume |
99,192 |
109,807 |
10,615 |
10.7% |
702,127 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,225.8 |
1,216.0 |
1,165.5 |
|
| R3 |
1,197.5 |
1,187.8 |
1,157.8 |
|
| R2 |
1,169.3 |
1,169.3 |
1,155.0 |
|
| R1 |
1,159.8 |
1,159.8 |
1,152.5 |
1,164.5 |
| PP |
1,141.3 |
1,141.3 |
1,141.3 |
1,143.5 |
| S1 |
1,131.5 |
1,131.5 |
1,147.3 |
1,136.3 |
| S2 |
1,113.0 |
1,113.0 |
1,144.8 |
|
| S3 |
1,084.8 |
1,103.3 |
1,142.3 |
|
| S4 |
1,056.5 |
1,075.0 |
1,134.5 |
|
|
| 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 |
1,150.9 |
1,074.4 |
76.5 |
6.7% |
29.5 |
2.6% |
99% |
True |
False |
119,678 |
| 10 |
1,150.9 |
1,073.2 |
77.7 |
6.8% |
28.3 |
2.5% |
99% |
True |
False |
124,768 |
| 20 |
1,190.0 |
1,073.2 |
116.8 |
10.2% |
24.5 |
2.1% |
66% |
False |
False |
124,583 |
| 40 |
1,216.0 |
1,073.2 |
142.8 |
12.4% |
23.5 |
2.0% |
54% |
False |
False |
62,830 |
| 60 |
1,264.7 |
1,073.2 |
191.5 |
16.7% |
18.5 |
1.6% |
40% |
False |
False |
41,898 |
| 80 |
1,288.0 |
1,073.2 |
214.8 |
18.7% |
14.3 |
1.2% |
36% |
False |
False |
31,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,270.8 |
|
2.618 |
1,224.8 |
|
1.618 |
1,196.5 |
|
1.000 |
1,179.0 |
|
0.618 |
1,168.3 |
|
HIGH |
1,151.0 |
|
0.618 |
1,140.3 |
|
0.500 |
1,136.8 |
|
0.382 |
1,133.5 |
|
LOW |
1,122.8 |
|
0.618 |
1,105.3 |
|
1.000 |
1,094.5 |
|
1.618 |
1,077.0 |
|
2.618 |
1,048.8 |
|
4.250 |
1,002.8 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,145.5 |
1,143.3 |
| PP |
1,141.3 |
1,136.5 |
| S1 |
1,136.8 |
1,130.0 |
|