| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
10,139.0 |
10,124.0 |
-15.0 |
-0.1% |
10,120.5 |
| High |
10,166.0 |
10,208.0 |
42.0 |
0.4% |
10,188.0 |
| Low |
10,052.5 |
10,066.0 |
13.5 |
0.1% |
9,885.5 |
| Close |
10,098.5 |
10,166.5 |
68.0 |
0.7% |
10,098.5 |
| Range |
113.5 |
142.0 |
28.5 |
25.1% |
302.5 |
| ATR |
231.2 |
224.9 |
-6.4 |
-2.8% |
0.0 |
| Volume |
84,276 |
78,102 |
-6,174 |
-7.3% |
495,314 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,572.8 |
10,511.7 |
10,244.6 |
|
| R3 |
10,430.8 |
10,369.7 |
10,205.6 |
|
| R2 |
10,288.8 |
10,288.8 |
10,192.5 |
|
| R1 |
10,227.7 |
10,227.7 |
10,179.5 |
10,258.3 |
| PP |
10,146.8 |
10,146.8 |
10,146.8 |
10,162.1 |
| S1 |
10,085.7 |
10,085.7 |
10,153.5 |
10,116.3 |
| S2 |
10,004.8 |
10,004.8 |
10,140.5 |
|
| S3 |
9,862.8 |
9,943.7 |
10,127.5 |
|
| S4 |
9,720.8 |
9,801.7 |
10,088.4 |
|
|
| 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 |
10,208.0 |
9,885.5 |
322.5 |
3.2% |
156.5 |
1.5% |
87% |
True |
False |
92,989 |
| 10 |
10,208.0 |
9,728.0 |
480.0 |
4.7% |
165.0 |
1.6% |
91% |
True |
False |
99,014 |
| 20 |
10,208.0 |
9,301.0 |
907.0 |
8.9% |
219.2 |
2.2% |
95% |
True |
False |
114,077 |
| 40 |
10,521.5 |
9,301.0 |
1,220.5 |
12.0% |
236.7 |
2.3% |
71% |
False |
False |
74,603 |
| 60 |
11,670.5 |
9,301.0 |
2,369.5 |
23.3% |
225.1 |
2.2% |
37% |
False |
False |
49,929 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
24.7% |
216.9 |
2.1% |
34% |
False |
False |
37,508 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
24.7% |
215.7 |
2.1% |
34% |
False |
False |
30,080 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
25.6% |
210.5 |
2.1% |
33% |
False |
False |
25,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,811.5 |
|
2.618 |
10,579.8 |
|
1.618 |
10,437.8 |
|
1.000 |
10,350.0 |
|
0.618 |
10,295.8 |
|
HIGH |
10,208.0 |
|
0.618 |
10,153.8 |
|
0.500 |
10,137.0 |
|
0.382 |
10,120.2 |
|
LOW |
10,066.0 |
|
0.618 |
9,978.2 |
|
1.000 |
9,924.0 |
|
1.618 |
9,836.2 |
|
2.618 |
9,694.2 |
|
4.250 |
9,462.5 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,156.7 |
10,138.3 |
| PP |
10,146.8 |
10,110.2 |
| S1 |
10,137.0 |
10,082.0 |
|