| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,155.8 |
1,142.2 |
-13.6 |
-1.2% |
1,159.7 |
| High |
1,165.1 |
1,158.9 |
-6.2 |
-0.5% |
1,167.4 |
| Low |
1,140.1 |
1,141.4 |
1.3 |
0.1% |
1,130.3 |
| Close |
1,140.5 |
1,155.0 |
14.5 |
1.3% |
1,156.7 |
| Range |
25.0 |
17.5 |
-7.5 |
-30.0% |
37.1 |
| ATR |
21.9 |
21.6 |
-0.2 |
-1.1% |
0.0 |
| Volume |
115,977 |
121,048 |
5,071 |
4.4% |
455,193 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,204.3 |
1,197.3 |
1,164.5 |
|
| R3 |
1,186.8 |
1,179.8 |
1,159.8 |
|
| R2 |
1,169.3 |
1,169.3 |
1,158.3 |
|
| R1 |
1,162.3 |
1,162.3 |
1,156.5 |
1,165.8 |
| PP |
1,151.8 |
1,151.8 |
1,151.8 |
1,153.5 |
| S1 |
1,144.8 |
1,144.8 |
1,153.5 |
1,148.3 |
| S2 |
1,134.3 |
1,134.3 |
1,151.8 |
|
| S3 |
1,116.8 |
1,127.3 |
1,150.3 |
|
| S4 |
1,099.3 |
1,109.8 |
1,145.5 |
|
|
| 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 |
1,140.1 |
27.2 |
2.4% |
17.5 |
1.5% |
55% |
False |
False |
91,788 |
| 10 |
1,167.4 |
1,130.3 |
37.1 |
3.2% |
18.5 |
1.6% |
67% |
False |
False |
90,739 |
| 20 |
1,167.4 |
1,073.2 |
94.2 |
8.2% |
23.5 |
2.0% |
87% |
False |
False |
108,011 |
| 40 |
1,190.0 |
1,073.2 |
116.8 |
10.1% |
21.5 |
1.9% |
70% |
False |
False |
88,432 |
| 60 |
1,237.6 |
1,073.2 |
164.4 |
14.2% |
20.8 |
1.8% |
50% |
False |
False |
59,024 |
| 80 |
1,264.7 |
1,073.2 |
191.5 |
16.6% |
16.5 |
1.4% |
43% |
False |
False |
44,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,233.3 |
|
2.618 |
1,204.8 |
|
1.618 |
1,187.3 |
|
1.000 |
1,176.5 |
|
0.618 |
1,169.8 |
|
HIGH |
1,159.0 |
|
0.618 |
1,152.3 |
|
0.500 |
1,150.3 |
|
0.382 |
1,148.0 |
|
LOW |
1,141.5 |
|
0.618 |
1,130.5 |
|
1.000 |
1,124.0 |
|
1.618 |
1,113.0 |
|
2.618 |
1,095.5 |
|
4.250 |
1,067.0 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,153.5 |
1,154.5 |
| PP |
1,151.8 |
1,154.3 |
| S1 |
1,150.3 |
1,153.8 |
|