| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
9,898.5 |
9,939.0 |
40.5 |
0.4% |
9,577.0 |
| High |
10,093.5 |
10,105.0 |
11.5 |
0.1% |
9,787.5 |
| Low |
9,889.0 |
9,907.5 |
18.5 |
0.2% |
9,301.0 |
| Close |
9,947.0 |
10,001.0 |
54.0 |
0.5% |
9,536.0 |
| Range |
204.5 |
197.5 |
-7.0 |
-3.4% |
486.5 |
| ATR |
276.2 |
270.5 |
-5.6 |
-2.0% |
0.0 |
| Volume |
130,957 |
87,626 |
-43,331 |
-33.1% |
659,116 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,597.0 |
10,496.5 |
10,109.6 |
|
| R3 |
10,399.5 |
10,299.0 |
10,055.3 |
|
| R2 |
10,202.0 |
10,202.0 |
10,037.2 |
|
| R1 |
10,101.5 |
10,101.5 |
10,019.1 |
10,151.8 |
| PP |
10,004.5 |
10,004.5 |
10,004.5 |
10,029.6 |
| S1 |
9,904.0 |
9,904.0 |
9,982.9 |
9,954.3 |
| S2 |
9,807.0 |
9,807.0 |
9,964.8 |
|
| S3 |
9,609.5 |
9,706.5 |
9,946.7 |
|
| S4 |
9,412.0 |
9,509.0 |
9,892.4 |
|
|
| 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 |
10,105.0 |
9,390.0 |
715.0 |
7.1% |
233.2 |
2.3% |
85% |
True |
False |
116,621 |
| 10 |
10,105.0 |
9,301.0 |
804.0 |
8.0% |
232.6 |
2.3% |
87% |
True |
False |
125,384 |
| 20 |
10,338.0 |
9,301.0 |
1,037.0 |
10.4% |
240.9 |
2.4% |
68% |
False |
False |
114,252 |
| 40 |
11,160.0 |
9,301.0 |
1,859.0 |
18.6% |
253.2 |
2.5% |
38% |
False |
False |
58,735 |
| 60 |
11,811.0 |
9,301.0 |
2,510.0 |
25.1% |
226.1 |
2.3% |
28% |
False |
False |
39,287 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
25.1% |
225.8 |
2.3% |
28% |
False |
False |
29,552 |
| 100 |
11,900.5 |
9,301.0 |
2,599.5 |
26.0% |
215.3 |
2.2% |
27% |
False |
False |
23,676 |
| 120 |
12,097.0 |
9,301.0 |
2,796.0 |
28.0% |
215.0 |
2.1% |
25% |
False |
False |
19,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,944.4 |
|
2.618 |
10,622.1 |
|
1.618 |
10,424.6 |
|
1.000 |
10,302.5 |
|
0.618 |
10,227.1 |
|
HIGH |
10,105.0 |
|
0.618 |
10,029.6 |
|
0.500 |
10,006.3 |
|
0.382 |
9,982.9 |
|
LOW |
9,907.5 |
|
0.618 |
9,785.4 |
|
1.000 |
9,710.0 |
|
1.618 |
9,587.9 |
|
2.618 |
9,390.4 |
|
4.250 |
9,068.1 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,006.3 |
9,972.8 |
| PP |
10,004.5 |
9,944.7 |
| S1 |
10,002.8 |
9,916.5 |
|