| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,123.7 |
1,148.6 |
24.9 |
2.2% |
1,115.0 |
| High |
1,150.9 |
1,161.7 |
10.8 |
0.9% |
1,120.6 |
| Low |
1,122.7 |
1,141.4 |
18.7 |
1.7% |
1,073.2 |
| Close |
1,149.9 |
1,159.7 |
9.8 |
0.9% |
1,112.2 |
| Range |
28.2 |
20.3 |
-7.9 |
-28.0% |
47.4 |
| ATR |
24.9 |
24.6 |
-0.3 |
-1.3% |
0.0 |
| Volume |
109,807 |
120,266 |
10,459 |
9.5% |
702,127 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,215.3 |
1,207.8 |
1,170.8 |
|
| R3 |
1,194.8 |
1,187.5 |
1,165.3 |
|
| R2 |
1,174.5 |
1,174.5 |
1,163.5 |
|
| R1 |
1,167.3 |
1,167.3 |
1,161.5 |
1,170.8 |
| PP |
1,154.3 |
1,154.3 |
1,154.3 |
1,156.0 |
| S1 |
1,146.8 |
1,146.8 |
1,157.8 |
1,150.5 |
| S2 |
1,134.0 |
1,134.0 |
1,156.0 |
|
| S3 |
1,113.8 |
1,126.5 |
1,154.0 |
|
| S4 |
1,093.3 |
1,106.3 |
1,148.5 |
|
|
| 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 |
1,161.7 |
1,074.4 |
87.3 |
7.5% |
27.3 |
2.4% |
98% |
True |
False |
115,811 |
| 10 |
1,161.7 |
1,073.2 |
88.5 |
7.6% |
28.5 |
2.5% |
98% |
True |
False |
125,282 |
| 20 |
1,190.0 |
1,073.2 |
116.8 |
10.1% |
24.5 |
2.1% |
74% |
False |
False |
125,277 |
| 40 |
1,216.0 |
1,073.2 |
142.8 |
12.3% |
23.5 |
2.0% |
61% |
False |
False |
65,831 |
| 60 |
1,264.7 |
1,073.2 |
191.5 |
16.5% |
18.8 |
1.6% |
45% |
False |
False |
43,902 |
| 80 |
1,288.0 |
1,073.2 |
214.8 |
18.5% |
14.5 |
1.3% |
40% |
False |
False |
32,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,248.0 |
|
2.618 |
1,214.8 |
|
1.618 |
1,194.5 |
|
1.000 |
1,182.0 |
|
0.618 |
1,174.3 |
|
HIGH |
1,161.8 |
|
0.618 |
1,154.0 |
|
0.500 |
1,151.5 |
|
0.382 |
1,149.3 |
|
LOW |
1,141.5 |
|
0.618 |
1,128.8 |
|
1.000 |
1,121.0 |
|
1.618 |
1,108.5 |
|
2.618 |
1,088.3 |
|
4.250 |
1,055.0 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,157.0 |
1,153.8 |
| PP |
1,154.3 |
1,147.5 |
| S1 |
1,151.5 |
1,141.5 |
|