| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
10,124.0 |
10,157.5 |
33.5 |
0.3% |
10,120.5 |
| High |
10,208.0 |
10,193.0 |
-15.0 |
-0.1% |
10,188.0 |
| Low |
10,066.0 |
10,076.0 |
10.0 |
0.1% |
9,885.5 |
| Close |
10,166.5 |
10,163.0 |
-3.5 |
0.0% |
10,098.5 |
| Range |
142.0 |
117.0 |
-25.0 |
-17.6% |
302.5 |
| ATR |
224.9 |
217.1 |
-7.7 |
-3.4% |
0.0 |
| Volume |
78,102 |
95,744 |
17,642 |
22.6% |
495,314 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,495.0 |
10,446.0 |
10,227.4 |
|
| R3 |
10,378.0 |
10,329.0 |
10,195.2 |
|
| R2 |
10,261.0 |
10,261.0 |
10,184.5 |
|
| R1 |
10,212.0 |
10,212.0 |
10,173.7 |
10,236.5 |
| PP |
10,144.0 |
10,144.0 |
10,144.0 |
10,156.3 |
| S1 |
10,095.0 |
10,095.0 |
10,152.3 |
10,119.5 |
| S2 |
10,027.0 |
10,027.0 |
10,141.6 |
|
| S3 |
9,910.0 |
9,978.0 |
10,130.8 |
|
| S4 |
9,793.0 |
9,861.0 |
10,098.7 |
|
|
| 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% |
143.7 |
1.4% |
86% |
False |
False |
90,444 |
| 10 |
10,208.0 |
9,885.5 |
322.5 |
3.2% |
153.9 |
1.5% |
86% |
False |
False |
95,492 |
| 20 |
10,208.0 |
9,301.0 |
907.0 |
8.9% |
201.9 |
2.0% |
95% |
False |
False |
113,286 |
| 40 |
10,521.5 |
9,301.0 |
1,220.5 |
12.0% |
224.3 |
2.2% |
71% |
False |
False |
76,893 |
| 60 |
11,670.5 |
9,301.0 |
2,369.5 |
23.3% |
222.6 |
2.2% |
36% |
False |
False |
51,514 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
24.7% |
213.1 |
2.1% |
34% |
False |
False |
38,699 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
24.7% |
215.8 |
2.1% |
34% |
False |
False |
31,038 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
25.6% |
210.2 |
2.1% |
33% |
False |
False |
25,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,690.3 |
|
2.618 |
10,499.3 |
|
1.618 |
10,382.3 |
|
1.000 |
10,310.0 |
|
0.618 |
10,265.3 |
|
HIGH |
10,193.0 |
|
0.618 |
10,148.3 |
|
0.500 |
10,134.5 |
|
0.382 |
10,120.7 |
|
LOW |
10,076.0 |
|
0.618 |
10,003.7 |
|
1.000 |
9,959.0 |
|
1.618 |
9,886.7 |
|
2.618 |
9,769.7 |
|
4.250 |
9,578.8 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,153.5 |
10,152.1 |
| PP |
10,144.0 |
10,141.2 |
| S1 |
10,134.5 |
10,130.3 |
|