| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,155.3 |
1,159.9 |
4.6 |
0.4% |
1,159.7 |
| High |
1,166.5 |
1,167.3 |
0.8 |
0.1% |
1,167.4 |
| Low |
1,150.5 |
1,154.5 |
4.0 |
0.3% |
1,130.3 |
| Close |
1,160.9 |
1,157.2 |
-3.7 |
-0.3% |
1,156.7 |
| Range |
16.0 |
12.8 |
-3.2 |
-20.0% |
37.1 |
| ATR |
22.3 |
21.7 |
-0.7 |
-3.0% |
0.0 |
| Volume |
77,984 |
64,569 |
-13,415 |
-17.2% |
455,193 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.0 |
1,190.5 |
1,164.3 |
|
| R3 |
1,185.3 |
1,177.8 |
1,160.8 |
|
| R2 |
1,172.5 |
1,172.5 |
1,159.5 |
|
| R1 |
1,164.8 |
1,164.8 |
1,158.3 |
1,162.3 |
| PP |
1,159.8 |
1,159.8 |
1,159.8 |
1,158.5 |
| S1 |
1,152.0 |
1,152.0 |
1,156.0 |
1,149.5 |
| S2 |
1,146.8 |
1,146.8 |
1,154.8 |
|
| S3 |
1,134.0 |
1,139.3 |
1,153.8 |
|
| S4 |
1,121.3 |
1,126.5 |
1,150.3 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,262.8 |
1,246.8 |
1,177.0 |
|
| R3 |
1,225.8 |
1,209.8 |
1,167.0 |
|
| R2 |
1,188.5 |
1,188.5 |
1,163.5 |
|
| R1 |
1,172.8 |
1,172.8 |
1,160.0 |
1,162.0 |
| PP |
1,151.5 |
1,151.5 |
1,151.5 |
1,146.3 |
| S1 |
1,135.5 |
1,135.5 |
1,153.3 |
1,125.0 |
| S2 |
1,114.3 |
1,114.3 |
1,150.0 |
|
| S3 |
1,077.3 |
1,098.5 |
1,146.5 |
|
| S4 |
1,040.3 |
1,061.3 |
1,136.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,167.3 |
1,130.3 |
37.0 |
3.2% |
19.8 |
1.7% |
73% |
True |
False |
89,182 |
| 10 |
1,167.4 |
1,122.7 |
44.7 |
3.9% |
19.3 |
1.7% |
77% |
False |
False |
90,044 |
| 20 |
1,167.4 |
1,073.2 |
94.2 |
8.1% |
23.3 |
2.0% |
89% |
False |
False |
106,002 |
| 40 |
1,190.0 |
1,073.2 |
116.8 |
10.1% |
22.5 |
1.9% |
72% |
False |
False |
82,522 |
| 60 |
1,237.6 |
1,073.2 |
164.4 |
14.2% |
20.3 |
1.8% |
51% |
False |
False |
55,074 |
| 80 |
1,264.7 |
1,073.2 |
191.5 |
16.5% |
16.0 |
1.4% |
44% |
False |
False |
41,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,221.8 |
|
2.618 |
1,200.8 |
|
1.618 |
1,188.0 |
|
1.000 |
1,180.0 |
|
0.618 |
1,175.3 |
|
HIGH |
1,167.3 |
|
0.618 |
1,162.5 |
|
0.500 |
1,161.0 |
|
0.382 |
1,159.5 |
|
LOW |
1,154.5 |
|
0.618 |
1,146.5 |
|
1.000 |
1,141.8 |
|
1.618 |
1,133.8 |
|
2.618 |
1,121.0 |
|
4.250 |
1,100.0 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,161.0 |
1,158.0 |
| PP |
1,159.8 |
1,157.8 |
| S1 |
1,158.5 |
1,157.5 |
|