| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,019.75 |
2,010.50 |
-9.25 |
-0.5% |
2,005.25 |
| High |
2,034.25 |
2,056.00 |
21.75 |
1.1% |
2,026.50 |
| Low |
2,007.50 |
2,008.50 |
1.00 |
0.0% |
1,982.50 |
| Close |
2,008.50 |
2,053.00 |
44.50 |
2.2% |
2,025.50 |
| Range |
26.75 |
47.50 |
20.75 |
77.6% |
44.00 |
| ATR |
29.63 |
30.90 |
1.28 |
4.3% |
0.00 |
| Volume |
1,791,221 |
2,099,217 |
307,996 |
17.2% |
7,197,335 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.75 |
2,164.75 |
2,079.00 |
|
| R3 |
2,134.25 |
2,117.25 |
2,066.00 |
|
| R2 |
2,086.75 |
2,086.75 |
2,061.75 |
|
| R1 |
2,069.75 |
2,069.75 |
2,057.25 |
2,078.25 |
| PP |
2,039.25 |
2,039.25 |
2,039.25 |
2,043.50 |
| S1 |
2,022.25 |
2,022.25 |
2,048.75 |
2,030.75 |
| S2 |
1,991.75 |
1,991.75 |
2,044.25 |
|
| S3 |
1,944.25 |
1,974.75 |
2,040.00 |
|
| S4 |
1,896.75 |
1,927.25 |
2,027.00 |
|
|
| 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 |
2,056.00 |
2,007.50 |
48.50 |
2.4% |
23.00 |
1.1% |
94% |
True |
False |
1,567,126 |
| 10 |
2,056.00 |
1,982.50 |
73.50 |
3.6% |
22.00 |
1.1% |
96% |
True |
False |
1,504,902 |
| 20 |
2,056.00 |
1,861.00 |
195.00 |
9.5% |
31.00 |
1.5% |
98% |
True |
False |
1,780,825 |
| 40 |
2,056.00 |
1,861.00 |
195.00 |
9.5% |
35.25 |
1.7% |
98% |
True |
False |
1,397,196 |
| 60 |
2,101.25 |
1,823.00 |
278.25 |
13.6% |
36.25 |
1.8% |
83% |
False |
False |
934,770 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
33.00 |
1.6% |
78% |
False |
False |
701,770 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
30.25 |
1.5% |
78% |
False |
False |
561,748 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
28.25 |
1.4% |
78% |
False |
False |
468,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,258.00 |
|
2.618 |
2,180.25 |
|
1.618 |
2,132.75 |
|
1.000 |
2,103.50 |
|
0.618 |
2,085.25 |
|
HIGH |
2,056.00 |
|
0.618 |
2,037.75 |
|
0.500 |
2,032.25 |
|
0.382 |
2,026.75 |
|
LOW |
2,008.50 |
|
0.618 |
1,979.25 |
|
1.000 |
1,961.00 |
|
1.618 |
1,931.75 |
|
2.618 |
1,884.25 |
|
4.250 |
1,806.50 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.00 |
2,046.00 |
| PP |
2,039.25 |
2,038.75 |
| S1 |
2,032.25 |
2,031.75 |
|