| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
9,970.0 |
9,980.0 |
10.0 |
0.1% |
9,739.0 |
| High |
10,039.0 |
10,148.5 |
109.5 |
1.1% |
10,147.0 |
| Low |
9,885.5 |
9,956.0 |
70.5 |
0.7% |
9,647.5 |
| Close |
9,928.0 |
10,059.5 |
131.5 |
1.3% |
10,098.0 |
| Range |
153.5 |
192.5 |
39.0 |
25.4% |
499.5 |
| ATR |
241.8 |
240.3 |
-1.5 |
-0.6% |
0.0 |
| Volume |
101,443 |
92,659 |
-8,784 |
-8.7% |
535,414 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,632.2 |
10,538.3 |
10,165.4 |
|
| R3 |
10,439.7 |
10,345.8 |
10,112.4 |
|
| R2 |
10,247.2 |
10,247.2 |
10,094.8 |
|
| R1 |
10,153.3 |
10,153.3 |
10,077.1 |
10,200.3 |
| PP |
10,054.7 |
10,054.7 |
10,054.7 |
10,078.1 |
| S1 |
9,960.8 |
9,960.8 |
10,041.9 |
10,007.8 |
| S2 |
9,862.2 |
9,862.2 |
10,024.2 |
|
| S3 |
9,669.7 |
9,768.3 |
10,006.6 |
|
| S4 |
9,477.2 |
9,575.8 |
9,953.6 |
|
|
| 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 |
10,188.0 |
9,885.5 |
302.5 |
3.0% |
152.9 |
1.5% |
58% |
False |
False |
95,644 |
| 10 |
10,188.0 |
9,390.0 |
798.0 |
7.9% |
193.1 |
1.9% |
84% |
False |
False |
106,133 |
| 20 |
10,219.0 |
9,301.0 |
918.0 |
9.1% |
235.4 |
2.3% |
83% |
False |
False |
118,952 |
| 40 |
10,651.0 |
9,301.0 |
1,350.0 |
13.4% |
250.0 |
2.5% |
56% |
False |
False |
70,651 |
| 60 |
11,670.5 |
9,301.0 |
2,369.5 |
23.6% |
227.8 |
2.3% |
32% |
False |
False |
47,240 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
25.0% |
218.6 |
2.2% |
30% |
False |
False |
35,485 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
25.0% |
216.4 |
2.2% |
30% |
False |
False |
28,457 |
| 120 |
12,025.0 |
9,301.0 |
2,724.0 |
27.1% |
213.9 |
2.1% |
28% |
False |
False |
23,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,966.6 |
|
2.618 |
10,652.5 |
|
1.618 |
10,460.0 |
|
1.000 |
10,341.0 |
|
0.618 |
10,267.5 |
|
HIGH |
10,148.5 |
|
0.618 |
10,075.0 |
|
0.500 |
10,052.3 |
|
0.382 |
10,029.5 |
|
LOW |
9,956.0 |
|
0.618 |
9,837.0 |
|
1.000 |
9,763.5 |
|
1.618 |
9,644.5 |
|
2.618 |
9,452.0 |
|
4.250 |
9,137.9 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,057.1 |
10,045.3 |
| PP |
10,054.7 |
10,031.2 |
| S1 |
10,052.3 |
10,017.0 |
|