| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,012.00 |
1,991.50 |
-20.50 |
-1.0% |
1,941.00 |
| High |
2,014.75 |
2,001.75 |
-13.00 |
-0.6% |
2,014.00 |
| Low |
1,991.25 |
1,982.50 |
-8.75 |
-0.4% |
1,937.25 |
| Close |
1,994.00 |
1,984.00 |
-10.00 |
-0.5% |
2,007.50 |
| Range |
23.50 |
19.25 |
-4.25 |
-18.1% |
76.75 |
| ATR |
34.88 |
33.76 |
-1.12 |
-3.2% |
0.00 |
| Volume |
1,518,662 |
1,780,661 |
261,999 |
17.3% |
8,401,206 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,047.25 |
2,034.75 |
1,994.50 |
|
| R3 |
2,028.00 |
2,015.50 |
1,989.25 |
|
| R2 |
2,008.75 |
2,008.75 |
1,987.50 |
|
| R1 |
1,996.25 |
1,996.25 |
1,985.75 |
1,993.00 |
| PP |
1,989.50 |
1,989.50 |
1,989.50 |
1,987.75 |
| S1 |
1,977.00 |
1,977.00 |
1,982.25 |
1,973.50 |
| S2 |
1,970.25 |
1,970.25 |
1,980.50 |
|
| S3 |
1,951.00 |
1,957.75 |
1,978.75 |
|
| S4 |
1,931.75 |
1,938.50 |
1,973.50 |
|
|
| 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 |
1,971.00 |
43.75 |
2.2% |
21.50 |
1.1% |
30% |
False |
False |
1,457,247 |
| 10 |
2,014.75 |
1,883.00 |
131.75 |
6.6% |
30.00 |
1.5% |
77% |
False |
False |
1,702,365 |
| 20 |
2,014.75 |
1,861.00 |
153.75 |
7.7% |
35.00 |
1.8% |
80% |
False |
False |
1,897,095 |
| 40 |
2,089.75 |
1,823.00 |
266.75 |
13.4% |
43.00 |
2.2% |
60% |
False |
False |
1,161,189 |
| 60 |
2,106.00 |
1,823.00 |
283.00 |
14.3% |
36.00 |
1.8% |
57% |
False |
False |
775,601 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
32.50 |
1.6% |
54% |
False |
False |
582,368 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
29.75 |
1.5% |
54% |
False |
False |
466,106 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
27.75 |
1.4% |
54% |
False |
False |
388,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.50 |
|
2.618 |
2,052.25 |
|
1.618 |
2,033.00 |
|
1.000 |
2,021.00 |
|
0.618 |
2,013.75 |
|
HIGH |
2,001.75 |
|
0.618 |
1,994.50 |
|
0.500 |
1,992.00 |
|
0.382 |
1,989.75 |
|
LOW |
1,982.50 |
|
0.618 |
1,970.50 |
|
1.000 |
1,963.25 |
|
1.618 |
1,951.25 |
|
2.618 |
1,932.00 |
|
4.250 |
1,900.75 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,992.00 |
1,998.50 |
| PP |
1,989.50 |
1,993.75 |
| S1 |
1,986.75 |
1,989.00 |
|