| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,156.5 |
1,159.7 |
3.2 |
0.3% |
1,110.7 |
| High |
1,165.7 |
1,164.2 |
-1.5 |
-0.1% |
1,165.7 |
| Low |
1,156.5 |
1,155.0 |
-1.5 |
-0.1% |
1,109.0 |
| Close |
1,161.5 |
1,161.3 |
-0.2 |
0.0% |
1,161.5 |
| Range |
9.2 |
9.2 |
0.0 |
0.0% |
56.7 |
| ATR |
23.5 |
22.5 |
-1.0 |
-4.3% |
0.0 |
| Volume |
72,627 |
53,766 |
-18,861 |
-26.0% |
511,320 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,187.8 |
1,183.8 |
1,166.3 |
|
| R3 |
1,178.5 |
1,174.5 |
1,163.8 |
|
| R2 |
1,169.3 |
1,169.3 |
1,163.0 |
|
| R1 |
1,165.3 |
1,165.3 |
1,162.3 |
1,167.3 |
| PP |
1,160.3 |
1,160.3 |
1,160.3 |
1,161.3 |
| S1 |
1,156.3 |
1,156.3 |
1,160.5 |
1,158.3 |
| S2 |
1,151.0 |
1,151.0 |
1,159.5 |
|
| S3 |
1,141.8 |
1,147.0 |
1,158.8 |
|
| S4 |
1,132.5 |
1,137.8 |
1,156.3 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.5 |
1,295.3 |
1,192.8 |
|
| R3 |
1,258.8 |
1,238.5 |
1,177.0 |
|
| R2 |
1,202.0 |
1,202.0 |
1,172.0 |
|
| R1 |
1,181.8 |
1,181.8 |
1,166.8 |
1,192.0 |
| PP |
1,145.5 |
1,145.5 |
1,145.5 |
1,150.5 |
| S1 |
1,125.0 |
1,125.0 |
1,156.3 |
1,135.3 |
| S2 |
1,088.8 |
1,088.8 |
1,151.0 |
|
| S3 |
1,032.0 |
1,068.5 |
1,146.0 |
|
| S4 |
975.3 |
1,011.8 |
1,130.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,165.7 |
1,121.3 |
44.4 |
3.8% |
17.3 |
1.5% |
90% |
False |
False |
91,131 |
| 10 |
1,165.7 |
1,073.2 |
92.5 |
8.0% |
22.8 |
2.0% |
95% |
False |
False |
111,734 |
| 20 |
1,190.0 |
1,073.2 |
116.8 |
10.1% |
23.5 |
2.0% |
75% |
False |
False |
116,669 |
| 40 |
1,216.0 |
1,073.2 |
142.8 |
12.3% |
23.3 |
2.0% |
62% |
False |
False |
68,977 |
| 60 |
1,254.5 |
1,073.2 |
181.3 |
15.6% |
19.0 |
1.6% |
49% |
False |
False |
46,009 |
| 80 |
1,288.0 |
1,073.2 |
214.8 |
18.5% |
14.8 |
1.3% |
41% |
False |
False |
34,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,203.3 |
|
2.618 |
1,188.3 |
|
1.618 |
1,179.0 |
|
1.000 |
1,173.5 |
|
0.618 |
1,170.0 |
|
HIGH |
1,164.3 |
|
0.618 |
1,160.8 |
|
0.500 |
1,159.5 |
|
0.382 |
1,158.5 |
|
LOW |
1,155.0 |
|
0.618 |
1,149.3 |
|
1.000 |
1,145.8 |
|
1.618 |
1,140.0 |
|
2.618 |
1,131.0 |
|
4.250 |
1,116.0 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.8 |
1,158.8 |
| PP |
1,160.3 |
1,156.3 |
| S1 |
1,159.5 |
1,153.5 |
|