| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,018.25 |
2,024.50 |
6.25 |
0.3% |
2,005.25 |
| High |
2,026.50 |
2,028.00 |
1.50 |
0.1% |
2,026.50 |
| Low |
2,012.25 |
2,014.25 |
2.00 |
0.1% |
1,982.50 |
| Close |
2,025.50 |
2,027.50 |
2.00 |
0.1% |
2,025.50 |
| Range |
14.25 |
13.75 |
-0.50 |
-3.5% |
44.00 |
| ATR |
32.48 |
31.15 |
-1.34 |
-4.1% |
0.00 |
| Volume |
1,362,298 |
1,306,548 |
-55,750 |
-4.1% |
7,197,335 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.50 |
2,059.75 |
2,035.00 |
|
| R3 |
2,050.75 |
2,046.00 |
2,031.25 |
|
| R2 |
2,037.00 |
2,037.00 |
2,030.00 |
|
| R1 |
2,032.25 |
2,032.25 |
2,028.75 |
2,034.50 |
| PP |
2,023.25 |
2,023.25 |
2,023.25 |
2,024.50 |
| S1 |
2,018.50 |
2,018.50 |
2,026.25 |
2,021.00 |
| S2 |
2,009.50 |
2,009.50 |
2,025.00 |
|
| S3 |
1,995.75 |
2,004.75 |
2,023.75 |
|
| S4 |
1,982.00 |
1,991.00 |
2,020.00 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.50 |
2,128.50 |
2,049.75 |
|
| R3 |
2,099.50 |
2,084.50 |
2,037.50 |
|
| R2 |
2,055.50 |
2,055.50 |
2,033.50 |
|
| R1 |
2,040.50 |
2,040.50 |
2,029.50 |
2,048.00 |
| PP |
2,011.50 |
2,011.50 |
2,011.50 |
2,015.25 |
| S1 |
1,996.50 |
1,996.50 |
2,021.50 |
2,004.00 |
| S2 |
1,967.50 |
1,967.50 |
2,017.50 |
|
| S3 |
1,923.50 |
1,952.50 |
2,013.50 |
|
| S4 |
1,879.50 |
1,908.50 |
2,001.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,028.00 |
1,982.50 |
45.50 |
2.2% |
21.00 |
1.0% |
99% |
True |
False |
1,539,861 |
| 10 |
2,028.00 |
1,960.50 |
67.50 |
3.3% |
22.00 |
1.1% |
99% |
True |
False |
1,522,957 |
| 20 |
2,028.00 |
1,861.00 |
167.00 |
8.2% |
32.50 |
1.6% |
100% |
True |
False |
1,803,856 |
| 40 |
2,028.00 |
1,823.00 |
205.00 |
10.1% |
40.75 |
2.0% |
100% |
True |
False |
1,270,600 |
| 60 |
2,101.25 |
1,823.00 |
278.25 |
13.7% |
36.00 |
1.8% |
73% |
False |
False |
848,820 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
32.75 |
1.6% |
69% |
False |
False |
637,306 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
30.00 |
1.5% |
69% |
False |
False |
510,094 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
27.75 |
1.4% |
69% |
False |
False |
425,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,086.50 |
|
2.618 |
2,064.00 |
|
1.618 |
2,050.25 |
|
1.000 |
2,041.75 |
|
0.618 |
2,036.50 |
|
HIGH |
2,028.00 |
|
0.618 |
2,022.75 |
|
0.500 |
2,021.00 |
|
0.382 |
2,019.50 |
|
LOW |
2,014.25 |
|
0.618 |
2,005.75 |
|
1.000 |
2,000.50 |
|
1.618 |
1,992.00 |
|
2.618 |
1,978.25 |
|
4.250 |
1,955.75 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,025.50 |
2,020.50 |
| PP |
2,023.25 |
2,013.50 |
| S1 |
2,021.00 |
2,006.50 |
|