| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
9,980.0 |
10,139.0 |
159.0 |
1.6% |
10,120.5 |
| High |
10,148.5 |
10,166.0 |
17.5 |
0.2% |
10,188.0 |
| Low |
9,956.0 |
10,052.5 |
96.5 |
1.0% |
9,885.5 |
| Close |
10,059.5 |
10,098.5 |
39.0 |
0.4% |
10,098.5 |
| Range |
192.5 |
113.5 |
-79.0 |
-41.0% |
302.5 |
| ATR |
240.3 |
231.2 |
-9.1 |
-3.8% |
0.0 |
| Volume |
92,659 |
84,276 |
-8,383 |
-9.0% |
495,314 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,446.2 |
10,385.8 |
10,160.9 |
|
| R3 |
10,332.7 |
10,272.3 |
10,129.7 |
|
| R2 |
10,219.2 |
10,219.2 |
10,119.3 |
|
| R1 |
10,158.8 |
10,158.8 |
10,108.9 |
10,132.3 |
| PP |
10,105.7 |
10,105.7 |
10,105.7 |
10,092.4 |
| S1 |
10,045.3 |
10,045.3 |
10,088.1 |
10,018.8 |
| S2 |
9,992.2 |
9,992.2 |
10,077.7 |
|
| S3 |
9,878.7 |
9,931.8 |
10,067.3 |
|
| S4 |
9,765.2 |
9,818.3 |
10,036.1 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,964.8 |
10,834.2 |
10,264.9 |
|
| R3 |
10,662.3 |
10,531.7 |
10,181.7 |
|
| R2 |
10,359.8 |
10,359.8 |
10,154.0 |
|
| R1 |
10,229.2 |
10,229.2 |
10,126.2 |
10,143.3 |
| PP |
10,057.3 |
10,057.3 |
10,057.3 |
10,014.4 |
| S1 |
9,926.7 |
9,926.7 |
10,070.8 |
9,840.8 |
| S2 |
9,754.8 |
9,754.8 |
10,043.0 |
|
| S3 |
9,452.3 |
9,624.2 |
10,015.3 |
|
| S4 |
9,149.8 |
9,321.7 |
9,932.1 |
|
|
| 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% |
155.1 |
1.5% |
70% |
False |
False |
99,062 |
| 10 |
10,188.0 |
9,647.5 |
540.5 |
5.4% |
175.3 |
1.7% |
83% |
False |
False |
103,072 |
| 20 |
10,188.0 |
9,301.0 |
887.0 |
8.8% |
223.0 |
2.2% |
90% |
False |
False |
117,820 |
| 40 |
10,521.5 |
9,301.0 |
1,220.5 |
12.1% |
244.3 |
2.4% |
65% |
False |
False |
72,738 |
| 60 |
11,670.5 |
9,301.0 |
2,369.5 |
23.5% |
227.0 |
2.2% |
34% |
False |
False |
48,631 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
24.9% |
217.2 |
2.2% |
32% |
False |
False |
36,534 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
24.9% |
216.5 |
2.1% |
32% |
False |
False |
29,300 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
25.7% |
213.2 |
2.1% |
31% |
False |
False |
24,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,648.4 |
|
2.618 |
10,463.1 |
|
1.618 |
10,349.6 |
|
1.000 |
10,279.5 |
|
0.618 |
10,236.1 |
|
HIGH |
10,166.0 |
|
0.618 |
10,122.6 |
|
0.500 |
10,109.3 |
|
0.382 |
10,095.9 |
|
LOW |
10,052.5 |
|
0.618 |
9,982.4 |
|
1.000 |
9,939.0 |
|
1.618 |
9,868.9 |
|
2.618 |
9,755.4 |
|
4.250 |
9,570.1 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,109.3 |
10,074.3 |
| PP |
10,105.7 |
10,050.0 |
| S1 |
10,102.1 |
10,025.8 |
|