| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,161.9 |
1,143.1 |
-18.8 |
-1.6% |
1,110.7 |
| High |
1,167.4 |
1,151.9 |
-15.5 |
-1.3% |
1,165.7 |
| Low |
1,141.8 |
1,130.3 |
-11.5 |
-1.0% |
1,109.0 |
| Close |
1,142.9 |
1,130.7 |
-12.2 |
-1.1% |
1,161.5 |
| Range |
25.6 |
21.6 |
-4.0 |
-15.6% |
56.7 |
| ATR |
22.7 |
22.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
98,068 |
112,276 |
14,208 |
14.5% |
511,320 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.5 |
1,188.3 |
1,142.5 |
|
| R3 |
1,180.8 |
1,166.5 |
1,136.8 |
|
| R2 |
1,159.3 |
1,159.3 |
1,134.8 |
|
| R1 |
1,145.0 |
1,145.0 |
1,132.8 |
1,141.3 |
| PP |
1,137.8 |
1,137.8 |
1,137.8 |
1,135.8 |
| S1 |
1,123.3 |
1,123.3 |
1,128.8 |
1,119.8 |
| S2 |
1,116.0 |
1,116.0 |
1,126.8 |
|
| S3 |
1,094.5 |
1,101.8 |
1,124.8 |
|
| S4 |
1,072.8 |
1,080.3 |
1,118.8 |
|
|
| 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 |
1,130.3 |
37.1 |
3.3% |
17.3 |
1.5% |
1% |
False |
True |
91,400 |
| 10 |
1,167.4 |
1,074.4 |
93.0 |
8.2% |
23.3 |
2.1% |
61% |
False |
False |
105,539 |
| 20 |
1,190.0 |
1,073.2 |
116.8 |
10.3% |
24.3 |
2.1% |
49% |
False |
False |
113,553 |
| 40 |
1,204.5 |
1,073.2 |
131.3 |
11.6% |
23.8 |
2.1% |
44% |
False |
False |
74,221 |
| 60 |
1,254.5 |
1,073.2 |
181.3 |
16.0% |
19.8 |
1.8% |
32% |
False |
False |
49,514 |
| 80 |
1,275.8 |
1,073.2 |
202.6 |
17.9% |
15.3 |
1.4% |
28% |
False |
False |
37,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,243.8 |
|
2.618 |
1,208.5 |
|
1.618 |
1,186.8 |
|
1.000 |
1,173.5 |
|
0.618 |
1,165.3 |
|
HIGH |
1,152.0 |
|
0.618 |
1,143.8 |
|
0.500 |
1,141.0 |
|
0.382 |
1,138.5 |
|
LOW |
1,130.3 |
|
0.618 |
1,117.0 |
|
1.000 |
1,108.8 |
|
1.618 |
1,095.3 |
|
2.618 |
1,073.8 |
|
4.250 |
1,038.5 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,141.0 |
1,148.8 |
| PP |
1,137.8 |
1,142.8 |
| S1 |
1,134.3 |
1,136.8 |
|