| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,159.9 |
1,155.8 |
-4.1 |
-0.4% |
1,159.7 |
| High |
1,167.3 |
1,165.1 |
-2.2 |
-0.2% |
1,167.4 |
| Low |
1,154.5 |
1,140.1 |
-14.4 |
-1.2% |
1,130.3 |
| Close |
1,157.2 |
1,140.5 |
-16.7 |
-1.4% |
1,156.7 |
| Range |
12.8 |
25.0 |
12.2 |
95.3% |
37.1 |
| ATR |
21.7 |
21.9 |
0.2 |
1.1% |
0.0 |
| Volume |
64,569 |
115,977 |
51,408 |
79.6% |
455,193 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.5 |
1,207.0 |
1,154.3 |
|
| R3 |
1,198.5 |
1,182.0 |
1,147.5 |
|
| R2 |
1,173.5 |
1,173.5 |
1,145.0 |
|
| R1 |
1,157.0 |
1,157.0 |
1,142.8 |
1,152.8 |
| PP |
1,148.5 |
1,148.5 |
1,148.5 |
1,146.5 |
| S1 |
1,132.0 |
1,132.0 |
1,138.3 |
1,127.8 |
| S2 |
1,123.5 |
1,123.5 |
1,136.0 |
|
| S3 |
1,098.5 |
1,107.0 |
1,133.5 |
|
| S4 |
1,073.5 |
1,082.0 |
1,126.8 |
|
|
| 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 |
1,130.5 |
36.8 |
3.2% |
20.5 |
1.8% |
27% |
False |
False |
89,922 |
| 10 |
1,167.4 |
1,130.3 |
37.1 |
3.3% |
18.8 |
1.7% |
27% |
False |
False |
90,661 |
| 20 |
1,167.4 |
1,073.2 |
94.2 |
8.3% |
23.5 |
2.1% |
71% |
False |
False |
107,715 |
| 40 |
1,190.0 |
1,073.2 |
116.8 |
10.2% |
22.0 |
1.9% |
58% |
False |
False |
85,410 |
| 60 |
1,237.6 |
1,073.2 |
164.4 |
14.4% |
20.5 |
1.8% |
41% |
False |
False |
57,007 |
| 80 |
1,264.7 |
1,073.2 |
191.5 |
16.8% |
16.3 |
1.4% |
35% |
False |
False |
42,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,271.3 |
|
2.618 |
1,230.5 |
|
1.618 |
1,205.5 |
|
1.000 |
1,190.0 |
|
0.618 |
1,180.5 |
|
HIGH |
1,165.0 |
|
0.618 |
1,155.5 |
|
0.500 |
1,152.5 |
|
0.382 |
1,149.8 |
|
LOW |
1,140.0 |
|
0.618 |
1,124.8 |
|
1.000 |
1,115.0 |
|
1.618 |
1,099.8 |
|
2.618 |
1,074.8 |
|
4.250 |
1,033.8 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,152.5 |
1,153.8 |
| PP |
1,148.5 |
1,149.3 |
| S1 |
1,144.5 |
1,145.0 |
|