| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,987.75 |
2,004.00 |
16.25 |
0.8% |
1,941.00 |
| High |
2,008.75 |
2,014.00 |
5.25 |
0.3% |
2,014.00 |
| Low |
1,971.00 |
1,998.75 |
27.75 |
1.4% |
1,937.25 |
| Close |
2,006.50 |
2,007.50 |
1.00 |
0.0% |
2,007.50 |
| Range |
37.75 |
15.25 |
-22.50 |
-59.6% |
76.75 |
| ATR |
39.28 |
37.56 |
-1.72 |
-4.4% |
0.00 |
| Volume |
1,803,978 |
1,378,359 |
-425,619 |
-23.6% |
8,401,206 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.50 |
2,045.25 |
2,016.00 |
|
| R3 |
2,037.25 |
2,030.00 |
2,011.75 |
|
| R2 |
2,022.00 |
2,022.00 |
2,010.25 |
|
| R1 |
2,014.75 |
2,014.75 |
2,009.00 |
2,018.50 |
| PP |
2,006.75 |
2,006.75 |
2,006.75 |
2,008.50 |
| S1 |
1,999.50 |
1,999.50 |
2,006.00 |
2,003.00 |
| S2 |
1,991.50 |
1,991.50 |
2,004.75 |
|
| S3 |
1,976.25 |
1,984.25 |
2,003.25 |
|
| S4 |
1,961.00 |
1,969.00 |
1,999.00 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.50 |
2,188.75 |
2,049.75 |
|
| R3 |
2,139.75 |
2,112.00 |
2,028.50 |
|
| R2 |
2,063.00 |
2,063.00 |
2,021.50 |
|
| R1 |
2,035.25 |
2,035.25 |
2,014.50 |
2,049.00 |
| PP |
1,986.25 |
1,986.25 |
1,986.25 |
1,993.25 |
| S1 |
1,958.50 |
1,958.50 |
2,000.50 |
1,972.50 |
| S2 |
1,909.50 |
1,909.50 |
1,993.50 |
|
| S3 |
1,832.75 |
1,881.75 |
1,986.50 |
|
| S4 |
1,756.00 |
1,805.00 |
1,965.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,014.00 |
1,937.25 |
76.75 |
3.8% |
29.25 |
1.5% |
92% |
True |
False |
1,680,241 |
| 10 |
2,014.00 |
1,861.00 |
153.00 |
7.6% |
37.50 |
1.9% |
96% |
True |
False |
1,986,511 |
| 20 |
2,014.00 |
1,861.00 |
153.00 |
7.6% |
36.75 |
1.8% |
96% |
True |
False |
1,954,646 |
| 40 |
2,095.50 |
1,823.00 |
272.50 |
13.6% |
43.00 |
2.1% |
68% |
False |
False |
1,059,062 |
| 60 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
35.75 |
1.8% |
62% |
False |
False |
707,319 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
32.75 |
1.6% |
62% |
False |
False |
531,098 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
29.75 |
1.5% |
62% |
False |
False |
425,071 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
27.75 |
1.4% |
62% |
False |
False |
354,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,078.75 |
|
2.618 |
2,054.00 |
|
1.618 |
2,038.75 |
|
1.000 |
2,029.25 |
|
0.618 |
2,023.50 |
|
HIGH |
2,014.00 |
|
0.618 |
2,008.25 |
|
0.500 |
2,006.50 |
|
0.382 |
2,004.50 |
|
LOW |
1,998.75 |
|
0.618 |
1,989.25 |
|
1.000 |
1,983.50 |
|
1.618 |
1,974.00 |
|
2.618 |
1,958.75 |
|
4.250 |
1,934.00 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,007.00 |
2,000.75 |
| PP |
2,006.75 |
1,994.00 |
| S1 |
2,006.50 |
1,987.25 |
|