| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
9,939.0 |
10,119.0 |
180.0 |
1.8% |
9,739.0 |
| High |
10,105.0 |
10,147.0 |
42.0 |
0.4% |
10,147.0 |
| Low |
9,907.5 |
10,044.5 |
137.0 |
1.4% |
9,647.5 |
| Close |
10,001.0 |
10,098.0 |
97.0 |
1.0% |
10,098.0 |
| Range |
197.5 |
102.5 |
-95.0 |
-48.1% |
499.5 |
| ATR |
270.5 |
261.7 |
-8.9 |
-3.3% |
0.0 |
| Volume |
87,626 |
67,186 |
-20,440 |
-23.3% |
535,414 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,404.0 |
10,353.5 |
10,154.4 |
|
| R3 |
10,301.5 |
10,251.0 |
10,126.2 |
|
| R2 |
10,199.0 |
10,199.0 |
10,116.8 |
|
| R1 |
10,148.5 |
10,148.5 |
10,107.4 |
10,122.5 |
| PP |
10,096.5 |
10,096.5 |
10,096.5 |
10,083.5 |
| S1 |
10,046.0 |
10,046.0 |
10,088.6 |
10,020.0 |
| S2 |
9,994.0 |
9,994.0 |
10,079.2 |
|
| S3 |
9,891.5 |
9,943.5 |
10,069.8 |
|
| S4 |
9,789.0 |
9,841.0 |
10,041.6 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,462.7 |
11,279.8 |
10,372.7 |
|
| R3 |
10,963.2 |
10,780.3 |
10,235.4 |
|
| R2 |
10,463.7 |
10,463.7 |
10,189.6 |
|
| R1 |
10,280.8 |
10,280.8 |
10,143.8 |
10,372.3 |
| PP |
9,964.2 |
9,964.2 |
9,964.2 |
10,009.9 |
| S1 |
9,781.3 |
9,781.3 |
10,052.2 |
9,872.8 |
| S2 |
9,464.7 |
9,464.7 |
10,006.4 |
|
| S3 |
8,965.2 |
9,281.8 |
9,960.6 |
|
| S4 |
8,465.7 |
8,782.3 |
9,823.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,147.0 |
9,647.5 |
499.5 |
4.9% |
195.5 |
1.9% |
90% |
True |
False |
107,082 |
| 10 |
10,147.0 |
9,301.0 |
846.0 |
8.4% |
224.3 |
2.2% |
94% |
True |
False |
119,453 |
| 20 |
10,338.0 |
9,301.0 |
1,037.0 |
10.3% |
237.2 |
2.3% |
77% |
False |
False |
115,670 |
| 40 |
11,111.5 |
9,301.0 |
1,810.5 |
17.9% |
251.6 |
2.5% |
44% |
False |
False |
60,405 |
| 60 |
11,811.0 |
9,301.0 |
2,510.0 |
24.9% |
224.9 |
2.2% |
32% |
False |
False |
40,399 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
24.9% |
221.1 |
2.2% |
32% |
False |
False |
30,378 |
| 100 |
11,900.5 |
9,301.0 |
2,599.5 |
25.7% |
215.8 |
2.1% |
31% |
False |
False |
24,348 |
| 120 |
12,080.0 |
9,301.0 |
2,779.0 |
27.5% |
214.8 |
2.1% |
29% |
False |
False |
20,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,582.6 |
|
2.618 |
10,415.3 |
|
1.618 |
10,312.8 |
|
1.000 |
10,249.5 |
|
0.618 |
10,210.3 |
|
HIGH |
10,147.0 |
|
0.618 |
10,107.8 |
|
0.500 |
10,095.8 |
|
0.382 |
10,083.7 |
|
LOW |
10,044.5 |
|
0.618 |
9,981.2 |
|
1.000 |
9,942.0 |
|
1.618 |
9,878.7 |
|
2.618 |
9,776.2 |
|
4.250 |
9,608.9 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,097.3 |
10,071.3 |
| PP |
10,096.5 |
10,044.7 |
| S1 |
10,095.8 |
10,018.0 |
|