| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
10,191.0 |
10,206.0 |
15.0 |
0.1% |
10,120.5 |
| High |
10,276.5 |
10,587.0 |
310.5 |
3.0% |
10,188.0 |
| Low |
10,102.5 |
10,188.5 |
86.0 |
0.9% |
9,885.5 |
| Close |
10,231.0 |
10,502.0 |
271.0 |
2.6% |
10,098.5 |
| Range |
174.0 |
398.5 |
224.5 |
129.0% |
302.5 |
| ATR |
214.1 |
227.2 |
13.2 |
6.2% |
0.0 |
| Volume |
134,790 |
124,858 |
-9,932 |
-7.4% |
495,314 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,621.3 |
11,460.2 |
10,721.2 |
|
| R3 |
11,222.8 |
11,061.7 |
10,611.6 |
|
| R2 |
10,824.3 |
10,824.3 |
10,575.1 |
|
| R1 |
10,663.2 |
10,663.2 |
10,538.5 |
10,743.8 |
| PP |
10,425.8 |
10,425.8 |
10,425.8 |
10,466.1 |
| S1 |
10,264.7 |
10,264.7 |
10,465.5 |
10,345.3 |
| S2 |
10,027.3 |
10,027.3 |
10,428.9 |
|
| S3 |
9,628.8 |
9,866.2 |
10,392.4 |
|
| S4 |
9,230.3 |
9,467.7 |
10,282.8 |
|
|
| 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 |
10,587.0 |
10,052.5 |
534.5 |
5.1% |
189.0 |
1.8% |
84% |
True |
False |
103,554 |
| 10 |
10,587.0 |
9,885.5 |
701.5 |
6.7% |
171.0 |
1.6% |
88% |
True |
False |
99,599 |
| 20 |
10,587.0 |
9,301.0 |
1,286.0 |
12.2% |
201.8 |
1.9% |
93% |
True |
False |
112,491 |
| 40 |
10,587.0 |
9,301.0 |
1,286.0 |
12.2% |
218.4 |
2.1% |
93% |
True |
False |
83,355 |
| 60 |
11,670.5 |
9,301.0 |
2,369.5 |
22.6% |
227.1 |
2.2% |
51% |
False |
False |
55,804 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
23.9% |
214.1 |
2.0% |
48% |
False |
False |
41,939 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.9% |
218.0 |
2.1% |
48% |
False |
False |
33,632 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
24.8% |
210.2 |
2.0% |
46% |
False |
False |
28,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,280.6 |
|
2.618 |
11,630.3 |
|
1.618 |
11,231.8 |
|
1.000 |
10,985.5 |
|
0.618 |
10,833.3 |
|
HIGH |
10,587.0 |
|
0.618 |
10,434.8 |
|
0.500 |
10,387.8 |
|
0.382 |
10,340.7 |
|
LOW |
10,188.5 |
|
0.618 |
9,942.2 |
|
1.000 |
9,790.0 |
|
1.618 |
9,543.7 |
|
2.618 |
9,145.2 |
|
4.250 |
8,494.9 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,463.9 |
10,445.2 |
| PP |
10,425.8 |
10,388.3 |
| S1 |
10,387.8 |
10,331.5 |
|