| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
9,827.5 |
9,898.5 |
71.0 |
0.7% |
9,577.0 |
| High |
9,956.0 |
10,093.5 |
137.5 |
1.4% |
9,787.5 |
| Low |
9,728.0 |
9,889.0 |
161.0 |
1.7% |
9,301.0 |
| Close |
9,916.5 |
9,947.0 |
30.5 |
0.3% |
9,536.0 |
| Range |
228.0 |
204.5 |
-23.5 |
-10.3% |
486.5 |
| ATR |
281.7 |
276.2 |
-5.5 |
-2.0% |
0.0 |
| Volume |
130,957 |
130,957 |
0 |
0.0% |
659,116 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,590.0 |
10,473.0 |
10,059.5 |
|
| R3 |
10,385.5 |
10,268.5 |
10,003.2 |
|
| R2 |
10,181.0 |
10,181.0 |
9,984.5 |
|
| R1 |
10,064.0 |
10,064.0 |
9,965.7 |
10,122.5 |
| PP |
9,976.5 |
9,976.5 |
9,976.5 |
10,005.8 |
| S1 |
9,859.5 |
9,859.5 |
9,928.3 |
9,918.0 |
| S2 |
9,772.0 |
9,772.0 |
9,909.5 |
|
| S3 |
9,567.5 |
9,655.0 |
9,890.8 |
|
| S4 |
9,363.0 |
9,450.5 |
9,834.5 |
|
|
| 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 |
10,093.5 |
9,390.0 |
703.5 |
7.1% |
261.4 |
2.6% |
79% |
True |
False |
126,447 |
| 10 |
10,093.5 |
9,301.0 |
792.5 |
8.0% |
247.5 |
2.5% |
82% |
True |
False |
129,215 |
| 20 |
10,338.0 |
9,301.0 |
1,037.0 |
10.4% |
239.4 |
2.4% |
62% |
False |
False |
110,570 |
| 40 |
11,210.0 |
9,301.0 |
1,909.0 |
19.2% |
256.1 |
2.6% |
34% |
False |
False |
56,555 |
| 60 |
11,811.0 |
9,301.0 |
2,510.0 |
25.2% |
224.1 |
2.3% |
26% |
False |
False |
37,828 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
25.2% |
226.2 |
2.3% |
26% |
False |
False |
28,477 |
| 100 |
11,900.5 |
9,301.0 |
2,599.5 |
26.1% |
214.6 |
2.2% |
25% |
False |
False |
22,800 |
| 120 |
12,097.0 |
9,301.0 |
2,796.0 |
28.1% |
214.9 |
2.2% |
23% |
False |
False |
19,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,962.6 |
|
2.618 |
10,628.9 |
|
1.618 |
10,424.4 |
|
1.000 |
10,298.0 |
|
0.618 |
10,219.9 |
|
HIGH |
10,093.5 |
|
0.618 |
10,015.4 |
|
0.500 |
9,991.3 |
|
0.382 |
9,967.1 |
|
LOW |
9,889.0 |
|
0.618 |
9,762.6 |
|
1.000 |
9,684.5 |
|
1.618 |
9,558.1 |
|
2.618 |
9,353.6 |
|
4.250 |
9,019.9 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,991.3 |
9,921.5 |
| PP |
9,976.5 |
9,896.0 |
| S1 |
9,961.8 |
9,870.5 |
|