| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,917.00 |
1,941.00 |
24.00 |
1.3% |
1,915.50 |
| High |
1,943.75 |
1,980.00 |
36.25 |
1.9% |
1,943.75 |
| Low |
1,883.00 |
1,937.25 |
54.25 |
2.9% |
1,861.00 |
| Close |
1,943.00 |
1,974.75 |
31.75 |
1.6% |
1,943.00 |
| Range |
60.75 |
42.75 |
-18.00 |
-29.6% |
82.75 |
| ATR |
41.54 |
41.62 |
0.09 |
0.2% |
0.00 |
| Volume |
2,466,082 |
1,675,519 |
-790,563 |
-32.1% |
11,463,904 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.25 |
2,076.25 |
1,998.25 |
|
| R3 |
2,049.50 |
2,033.50 |
1,986.50 |
|
| R2 |
2,006.75 |
2,006.75 |
1,982.50 |
|
| R1 |
1,990.75 |
1,990.75 |
1,978.75 |
1,998.75 |
| PP |
1,964.00 |
1,964.00 |
1,964.00 |
1,968.00 |
| S1 |
1,948.00 |
1,948.00 |
1,970.75 |
1,956.00 |
| S2 |
1,921.25 |
1,921.25 |
1,967.00 |
|
| S3 |
1,878.50 |
1,905.25 |
1,963.00 |
|
| S4 |
1,835.75 |
1,862.50 |
1,951.25 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.25 |
2,136.25 |
1,988.50 |
|
| R3 |
2,081.50 |
2,053.50 |
1,965.75 |
|
| R2 |
1,998.75 |
1,998.75 |
1,958.25 |
|
| R1 |
1,970.75 |
1,970.75 |
1,950.50 |
1,984.75 |
| PP |
1,916.00 |
1,916.00 |
1,916.00 |
1,923.00 |
| S1 |
1,888.00 |
1,888.00 |
1,935.50 |
1,902.00 |
| S2 |
1,833.25 |
1,833.25 |
1,927.75 |
|
| S3 |
1,750.50 |
1,805.25 |
1,920.25 |
|
| S4 |
1,667.75 |
1,722.50 |
1,897.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,980.00 |
1,861.00 |
119.00 |
6.0% |
42.25 |
2.1% |
96% |
True |
False |
2,157,072 |
| 10 |
1,980.00 |
1,861.00 |
119.00 |
6.0% |
43.00 |
2.2% |
96% |
True |
False |
2,084,755 |
| 20 |
2,011.75 |
1,861.00 |
150.75 |
7.6% |
40.25 |
2.0% |
75% |
False |
False |
1,763,293 |
| 40 |
2,095.50 |
1,823.00 |
272.50 |
13.8% |
43.25 |
2.2% |
56% |
False |
False |
891,630 |
| 60 |
2,118.50 |
1,823.00 |
295.50 |
15.0% |
35.25 |
1.8% |
51% |
False |
False |
595,355 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
15.0% |
32.50 |
1.6% |
51% |
False |
False |
447,099 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
15.0% |
29.00 |
1.5% |
51% |
False |
False |
357,824 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
15.0% |
27.50 |
1.4% |
51% |
False |
False |
298,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.75 |
|
2.618 |
2,092.00 |
|
1.618 |
2,049.25 |
|
1.000 |
2,022.75 |
|
0.618 |
2,006.50 |
|
HIGH |
1,980.00 |
|
0.618 |
1,963.75 |
|
0.500 |
1,958.50 |
|
0.382 |
1,953.50 |
|
LOW |
1,937.25 |
|
0.618 |
1,910.75 |
|
1.000 |
1,894.50 |
|
1.618 |
1,868.00 |
|
2.618 |
1,825.25 |
|
4.250 |
1,755.50 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,969.50 |
1,960.25 |
| PP |
1,964.00 |
1,946.00 |
| S1 |
1,958.50 |
1,931.50 |
|