| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
9,739.0 |
9,827.5 |
88.5 |
0.9% |
9,577.0 |
| High |
9,892.5 |
9,956.0 |
63.5 |
0.6% |
9,787.5 |
| Low |
9,647.5 |
9,728.0 |
80.5 |
0.8% |
9,301.0 |
| Close |
9,799.0 |
9,916.5 |
117.5 |
1.2% |
9,536.0 |
| Range |
245.0 |
228.0 |
-17.0 |
-6.9% |
486.5 |
| ATR |
285.8 |
281.7 |
-4.1 |
-1.4% |
0.0 |
| Volume |
118,688 |
130,957 |
12,269 |
10.3% |
659,116 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,550.8 |
10,461.7 |
10,041.9 |
|
| R3 |
10,322.8 |
10,233.7 |
9,979.2 |
|
| R2 |
10,094.8 |
10,094.8 |
9,958.3 |
|
| R1 |
10,005.7 |
10,005.7 |
9,937.4 |
10,050.3 |
| PP |
9,866.8 |
9,866.8 |
9,866.8 |
9,889.1 |
| S1 |
9,777.7 |
9,777.7 |
9,895.6 |
9,822.3 |
| S2 |
9,638.8 |
9,638.8 |
9,874.7 |
|
| S3 |
9,410.8 |
9,549.7 |
9,853.8 |
|
| S4 |
9,182.8 |
9,321.7 |
9,791.1 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,001.0 |
10,755.0 |
9,803.6 |
|
| R3 |
10,514.5 |
10,268.5 |
9,669.8 |
|
| R2 |
10,028.0 |
10,028.0 |
9,625.2 |
|
| R1 |
9,782.0 |
9,782.0 |
9,580.6 |
9,661.8 |
| PP |
9,541.5 |
9,541.5 |
9,541.5 |
9,481.4 |
| S1 |
9,295.5 |
9,295.5 |
9,491.4 |
9,175.3 |
| S2 |
9,055.0 |
9,055.0 |
9,446.8 |
|
| S3 |
8,568.5 |
8,809.0 |
9,402.2 |
|
| S4 |
8,082.0 |
8,322.5 |
9,268.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,956.0 |
9,390.0 |
566.0 |
5.7% |
251.2 |
2.5% |
93% |
True |
False |
126,828 |
| 10 |
9,956.0 |
9,301.0 |
655.0 |
6.6% |
250.0 |
2.5% |
94% |
True |
False |
131,079 |
| 20 |
10,521.5 |
9,301.0 |
1,220.5 |
12.3% |
247.3 |
2.5% |
50% |
False |
False |
104,958 |
| 40 |
11,566.0 |
9,301.0 |
2,265.0 |
22.8% |
258.3 |
2.6% |
27% |
False |
False |
53,311 |
| 60 |
11,811.0 |
9,301.0 |
2,510.0 |
25.3% |
222.7 |
2.2% |
25% |
False |
False |
35,649 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
25.3% |
226.5 |
2.3% |
25% |
False |
False |
26,841 |
| 100 |
11,900.5 |
9,301.0 |
2,599.5 |
26.2% |
215.0 |
2.2% |
24% |
False |
False |
21,492 |
| 120 |
12,097.0 |
9,301.0 |
2,796.0 |
28.2% |
215.9 |
2.2% |
22% |
False |
False |
17,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,925.0 |
|
2.618 |
10,552.9 |
|
1.618 |
10,324.9 |
|
1.000 |
10,184.0 |
|
0.618 |
10,096.9 |
|
HIGH |
9,956.0 |
|
0.618 |
9,868.9 |
|
0.500 |
9,842.0 |
|
0.382 |
9,815.1 |
|
LOW |
9,728.0 |
|
0.618 |
9,587.1 |
|
1.000 |
9,500.0 |
|
1.618 |
9,359.1 |
|
2.618 |
9,131.1 |
|
4.250 |
8,759.0 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,891.7 |
9,835.3 |
| PP |
9,866.8 |
9,754.2 |
| S1 |
9,842.0 |
9,673.0 |
|