| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,159.7 |
1,161.9 |
2.2 |
0.2% |
1,110.7 |
| High |
1,164.2 |
1,167.4 |
3.2 |
0.3% |
1,165.7 |
| Low |
1,155.0 |
1,141.8 |
-13.2 |
-1.1% |
1,109.0 |
| Close |
1,161.3 |
1,142.9 |
-18.4 |
-1.6% |
1,161.5 |
| Range |
9.2 |
25.6 |
16.4 |
178.3% |
56.7 |
| ATR |
22.5 |
22.7 |
0.2 |
1.0% |
0.0 |
| Volume |
53,766 |
98,068 |
44,302 |
82.4% |
511,320 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,227.5 |
1,210.8 |
1,157.0 |
|
| R3 |
1,202.0 |
1,185.3 |
1,150.0 |
|
| R2 |
1,176.3 |
1,176.3 |
1,147.5 |
|
| R1 |
1,159.5 |
1,159.5 |
1,145.3 |
1,155.3 |
| PP |
1,150.8 |
1,150.8 |
1,150.8 |
1,148.5 |
| S1 |
1,134.0 |
1,134.0 |
1,140.5 |
1,129.5 |
| S2 |
1,125.0 |
1,125.0 |
1,138.3 |
|
| S3 |
1,099.5 |
1,108.5 |
1,135.8 |
|
| S4 |
1,074.0 |
1,082.8 |
1,128.8 |
|
|
| 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 |
1,167.4 |
1,122.7 |
44.7 |
3.9% |
18.5 |
1.6% |
45% |
True |
False |
90,906 |
| 10 |
1,167.4 |
1,074.4 |
93.0 |
8.1% |
23.3 |
2.0% |
74% |
True |
False |
107,649 |
| 20 |
1,190.0 |
1,073.2 |
116.8 |
10.2% |
23.8 |
2.1% |
60% |
False |
False |
114,042 |
| 40 |
1,215.0 |
1,073.2 |
141.8 |
12.4% |
23.5 |
2.1% |
49% |
False |
False |
71,414 |
| 60 |
1,254.5 |
1,073.2 |
181.3 |
15.9% |
19.5 |
1.7% |
38% |
False |
False |
47,643 |
| 80 |
1,288.0 |
1,073.2 |
214.8 |
18.8% |
15.0 |
1.3% |
32% |
False |
False |
35,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,276.3 |
|
2.618 |
1,234.5 |
|
1.618 |
1,208.8 |
|
1.000 |
1,193.0 |
|
0.618 |
1,183.3 |
|
HIGH |
1,167.5 |
|
0.618 |
1,157.5 |
|
0.500 |
1,154.5 |
|
0.382 |
1,151.5 |
|
LOW |
1,141.8 |
|
0.618 |
1,126.0 |
|
1.000 |
1,116.3 |
|
1.618 |
1,100.5 |
|
2.618 |
1,074.8 |
|
4.250 |
1,033.0 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,154.5 |
1,154.5 |
| PP |
1,150.8 |
1,150.8 |
| S1 |
1,146.8 |
1,146.8 |
|