| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,005.25 |
2,012.00 |
6.75 |
0.3% |
1,941.00 |
| High |
2,014.00 |
2,014.75 |
0.75 |
0.0% |
2,014.00 |
| Low |
2,001.75 |
1,991.25 |
-10.50 |
-0.5% |
1,937.25 |
| Close |
2,011.00 |
1,994.00 |
-17.00 |
-0.8% |
2,007.50 |
| Range |
12.25 |
23.50 |
11.25 |
91.8% |
76.75 |
| ATR |
35.75 |
34.88 |
-0.88 |
-2.4% |
0.00 |
| Volume |
804,576 |
1,518,662 |
714,086 |
88.8% |
8,401,206 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.50 |
2,055.75 |
2,007.00 |
|
| R3 |
2,047.00 |
2,032.25 |
2,000.50 |
|
| R2 |
2,023.50 |
2,023.50 |
1,998.25 |
|
| R1 |
2,008.75 |
2,008.75 |
1,996.25 |
2,004.50 |
| PP |
2,000.00 |
2,000.00 |
2,000.00 |
1,997.75 |
| S1 |
1,985.25 |
1,985.25 |
1,991.75 |
1,981.00 |
| S2 |
1,976.50 |
1,976.50 |
1,989.75 |
|
| S3 |
1,953.00 |
1,961.75 |
1,987.50 |
|
| S4 |
1,929.50 |
1,938.25 |
1,981.00 |
|
|
| 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 |
2,014.75 |
1,960.50 |
54.25 |
2.7% |
24.00 |
1.2% |
62% |
True |
False |
1,488,527 |
| 10 |
2,014.75 |
1,871.25 |
143.50 |
7.2% |
32.00 |
1.6% |
86% |
True |
False |
1,745,963 |
| 20 |
2,014.75 |
1,861.00 |
153.75 |
7.7% |
35.50 |
1.8% |
87% |
True |
False |
1,890,302 |
| 40 |
2,095.50 |
1,823.00 |
272.50 |
13.7% |
42.75 |
2.1% |
63% |
False |
False |
1,116,837 |
| 60 |
2,117.00 |
1,823.00 |
294.00 |
14.7% |
36.00 |
1.8% |
58% |
False |
False |
745,953 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.8% |
32.50 |
1.6% |
58% |
False |
False |
560,117 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.8% |
29.75 |
1.5% |
58% |
False |
False |
448,301 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.8% |
27.75 |
1.4% |
58% |
False |
False |
373,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,114.50 |
|
2.618 |
2,076.25 |
|
1.618 |
2,052.75 |
|
1.000 |
2,038.25 |
|
0.618 |
2,029.25 |
|
HIGH |
2,014.75 |
|
0.618 |
2,005.75 |
|
0.500 |
2,003.00 |
|
0.382 |
2,000.25 |
|
LOW |
1,991.25 |
|
0.618 |
1,976.75 |
|
1.000 |
1,967.75 |
|
1.618 |
1,953.25 |
|
2.618 |
1,929.75 |
|
4.250 |
1,891.50 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,003.00 |
2,003.00 |
| PP |
2,000.00 |
2,000.00 |
| S1 |
1,997.00 |
1,997.00 |
|