| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
10,120.5 |
10,104.5 |
-16.0 |
-0.2% |
9,739.0 |
| High |
10,188.0 |
10,116.5 |
-71.5 |
-0.7% |
10,147.0 |
| Low |
10,053.0 |
9,935.5 |
-117.5 |
-1.2% |
9,647.5 |
| Close |
10,132.0 |
10,019.5 |
-112.5 |
-1.1% |
10,098.0 |
| Range |
135.0 |
181.0 |
46.0 |
34.1% |
499.5 |
| ATR |
252.6 |
248.6 |
-4.0 |
-1.6% |
0.0 |
| Volume |
108,468 |
108,468 |
0 |
0.0% |
535,414 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,566.8 |
10,474.2 |
10,119.1 |
|
| R3 |
10,385.8 |
10,293.2 |
10,069.3 |
|
| R2 |
10,204.8 |
10,204.8 |
10,052.7 |
|
| R1 |
10,112.2 |
10,112.2 |
10,036.1 |
10,068.0 |
| PP |
10,023.8 |
10,023.8 |
10,023.8 |
10,001.8 |
| S1 |
9,931.2 |
9,931.2 |
10,002.9 |
9,887.0 |
| S2 |
9,842.8 |
9,842.8 |
9,986.3 |
|
| S3 |
9,661.8 |
9,750.2 |
9,969.7 |
|
| S4 |
9,480.8 |
9,569.2 |
9,920.0 |
|
|
| 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 |
9,889.0 |
299.0 |
3.0% |
164.1 |
1.6% |
44% |
False |
False |
100,541 |
| 10 |
10,188.0 |
9,390.0 |
798.0 |
8.0% |
207.7 |
2.1% |
79% |
False |
False |
113,684 |
| 20 |
10,338.0 |
9,301.0 |
1,037.0 |
10.3% |
236.3 |
2.4% |
69% |
False |
False |
119,393 |
| 40 |
10,985.5 |
9,301.0 |
1,684.5 |
16.8% |
248.2 |
2.5% |
43% |
False |
False |
65,815 |
| 60 |
11,785.0 |
9,301.0 |
2,484.0 |
24.8% |
227.1 |
2.3% |
29% |
False |
False |
44,009 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
25.1% |
218.3 |
2.2% |
29% |
False |
False |
33,072 |
| 100 |
11,900.5 |
9,301.0 |
2,599.5 |
25.9% |
217.5 |
2.2% |
28% |
False |
False |
26,517 |
| 120 |
12,080.0 |
9,301.0 |
2,779.0 |
27.7% |
214.1 |
2.1% |
26% |
False |
False |
22,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,885.8 |
|
2.618 |
10,590.4 |
|
1.618 |
10,409.4 |
|
1.000 |
10,297.5 |
|
0.618 |
10,228.4 |
|
HIGH |
10,116.5 |
|
0.618 |
10,047.4 |
|
0.500 |
10,026.0 |
|
0.382 |
10,004.6 |
|
LOW |
9,935.5 |
|
0.618 |
9,823.6 |
|
1.000 |
9,754.5 |
|
1.618 |
9,642.6 |
|
2.618 |
9,461.6 |
|
4.250 |
9,166.3 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,026.0 |
10,061.8 |
| PP |
10,023.8 |
10,047.7 |
| S1 |
10,021.7 |
10,033.6 |
|