| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,991.50 |
1,985.75 |
-5.75 |
-0.3% |
1,941.00 |
| High |
2,001.75 |
2,019.50 |
17.75 |
0.9% |
2,014.00 |
| Low |
1,982.50 |
1,985.00 |
2.50 |
0.1% |
1,937.25 |
| Close |
1,984.00 |
2,019.00 |
35.00 |
1.8% |
2,007.50 |
| Range |
19.25 |
34.50 |
15.25 |
79.2% |
76.75 |
| ATR |
33.76 |
33.89 |
0.12 |
0.4% |
0.00 |
| Volume |
1,780,661 |
1,731,138 |
-49,523 |
-2.8% |
8,401,206 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.25 |
2,099.75 |
2,038.00 |
|
| R3 |
2,076.75 |
2,065.25 |
2,028.50 |
|
| R2 |
2,042.25 |
2,042.25 |
2,025.25 |
|
| R1 |
2,030.75 |
2,030.75 |
2,022.25 |
2,036.50 |
| PP |
2,007.75 |
2,007.75 |
2,007.75 |
2,010.75 |
| S1 |
1,996.25 |
1,996.25 |
2,015.75 |
2,002.00 |
| S2 |
1,973.25 |
1,973.25 |
2,012.75 |
|
| S3 |
1,938.75 |
1,961.75 |
2,009.50 |
|
| S4 |
1,904.25 |
1,927.25 |
2,000.00 |
|
|
| 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 |
2,019.50 |
1,982.50 |
37.00 |
1.8% |
21.00 |
1.0% |
99% |
True |
False |
1,442,679 |
| 10 |
2,019.50 |
1,883.00 |
136.50 |
6.8% |
29.75 |
1.5% |
100% |
True |
False |
1,670,232 |
| 20 |
2,019.50 |
1,861.00 |
158.50 |
7.9% |
34.75 |
1.7% |
100% |
True |
False |
1,867,263 |
| 40 |
2,069.50 |
1,823.00 |
246.50 |
12.2% |
43.00 |
2.1% |
80% |
False |
False |
1,204,353 |
| 60 |
2,106.00 |
1,823.00 |
283.00 |
14.0% |
36.50 |
1.8% |
69% |
False |
False |
804,405 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
33.00 |
1.6% |
66% |
False |
False |
603,995 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
30.00 |
1.5% |
66% |
False |
False |
483,416 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
28.00 |
1.4% |
66% |
False |
False |
402,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.00 |
|
2.618 |
2,109.75 |
|
1.618 |
2,075.25 |
|
1.000 |
2,054.00 |
|
0.618 |
2,040.75 |
|
HIGH |
2,019.50 |
|
0.618 |
2,006.25 |
|
0.500 |
2,002.25 |
|
0.382 |
1,998.25 |
|
LOW |
1,985.00 |
|
0.618 |
1,963.75 |
|
1.000 |
1,950.50 |
|
1.618 |
1,929.25 |
|
2.618 |
1,894.75 |
|
4.250 |
1,838.50 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,013.50 |
2,013.00 |
| PP |
2,007.75 |
2,007.00 |
| S1 |
2,002.25 |
2,001.00 |
|