| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
10,119.0 |
10,120.5 |
1.5 |
0.0% |
9,739.0 |
| High |
10,147.0 |
10,188.0 |
41.0 |
0.4% |
10,147.0 |
| Low |
10,044.5 |
10,053.0 |
8.5 |
0.1% |
9,647.5 |
| Close |
10,098.0 |
10,132.0 |
34.0 |
0.3% |
10,098.0 |
| Range |
102.5 |
135.0 |
32.5 |
31.7% |
499.5 |
| ATR |
261.7 |
252.6 |
-9.0 |
-3.5% |
0.0 |
| Volume |
67,186 |
108,468 |
41,282 |
61.4% |
535,414 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,529.3 |
10,465.7 |
10,206.3 |
|
| R3 |
10,394.3 |
10,330.7 |
10,169.1 |
|
| R2 |
10,259.3 |
10,259.3 |
10,156.8 |
|
| R1 |
10,195.7 |
10,195.7 |
10,144.4 |
10,227.5 |
| PP |
10,124.3 |
10,124.3 |
10,124.3 |
10,140.3 |
| S1 |
10,060.7 |
10,060.7 |
10,119.6 |
10,092.5 |
| S2 |
9,989.3 |
9,989.3 |
10,107.3 |
|
| S3 |
9,854.3 |
9,925.7 |
10,094.9 |
|
| S4 |
9,719.3 |
9,790.7 |
10,057.8 |
|
|
| 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 |
10,188.0 |
9,728.0 |
460.0 |
4.5% |
173.5 |
1.7% |
88% |
True |
False |
105,038 |
| 10 |
10,188.0 |
9,301.0 |
887.0 |
8.8% |
213.4 |
2.1% |
94% |
True |
False |
115,609 |
| 20 |
10,338.0 |
9,301.0 |
1,037.0 |
10.2% |
236.8 |
2.3% |
80% |
False |
False |
117,008 |
| 40 |
11,111.5 |
9,301.0 |
1,810.5 |
17.9% |
250.8 |
2.5% |
46% |
False |
False |
63,109 |
| 60 |
11,811.0 |
9,301.0 |
2,510.0 |
24.8% |
225.4 |
2.2% |
33% |
False |
False |
42,205 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
24.8% |
219.7 |
2.2% |
33% |
False |
False |
31,729 |
| 100 |
11,900.5 |
9,301.0 |
2,599.5 |
25.7% |
216.1 |
2.1% |
32% |
False |
False |
25,432 |
| 120 |
12,080.0 |
9,301.0 |
2,779.0 |
27.4% |
214.6 |
2.1% |
30% |
False |
False |
21,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,761.8 |
|
2.618 |
10,541.4 |
|
1.618 |
10,406.4 |
|
1.000 |
10,323.0 |
|
0.618 |
10,271.4 |
|
HIGH |
10,188.0 |
|
0.618 |
10,136.4 |
|
0.500 |
10,120.5 |
|
0.382 |
10,104.6 |
|
LOW |
10,053.0 |
|
0.618 |
9,969.6 |
|
1.000 |
9,918.0 |
|
1.618 |
9,834.6 |
|
2.618 |
9,699.6 |
|
4.250 |
9,479.3 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,128.2 |
10,103.9 |
| PP |
10,124.3 |
10,075.8 |
| S1 |
10,120.5 |
10,047.8 |
|