| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
3,088.0 |
3,150.0 |
62.0 |
2.0% |
3,068.0 |
| High |
3,129.0 |
3,211.0 |
82.0 |
2.6% |
3,141.0 |
| Low |
3,026.0 |
3,121.0 |
95.0 |
3.1% |
2,970.0 |
| Close |
3,076.0 |
3,176.0 |
100.0 |
3.3% |
3,076.0 |
| Range |
103.0 |
90.0 |
-13.0 |
-12.6% |
171.0 |
| ATR |
90.3 |
93.5 |
3.2 |
3.5% |
0.0 |
| Volume |
1,221,905 |
1,151,926 |
-69,979 |
-5.7% |
6,730,870 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,439.3 |
3,397.7 |
3,225.5 |
|
| R3 |
3,349.3 |
3,307.7 |
3,200.8 |
|
| R2 |
3,259.3 |
3,259.3 |
3,192.5 |
|
| R1 |
3,217.7 |
3,217.7 |
3,184.3 |
3,238.5 |
| PP |
3,169.3 |
3,169.3 |
3,169.3 |
3,179.8 |
| S1 |
3,127.7 |
3,127.7 |
3,167.8 |
3,148.5 |
| S2 |
3,079.3 |
3,079.3 |
3,159.5 |
|
| S3 |
2,989.3 |
3,037.7 |
3,151.3 |
|
| S4 |
2,899.3 |
2,947.7 |
3,126.5 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,575.3 |
3,496.7 |
3,170.1 |
|
| R3 |
3,404.3 |
3,325.7 |
3,123.0 |
|
| R2 |
3,233.3 |
3,233.3 |
3,107.4 |
|
| R1 |
3,154.7 |
3,154.7 |
3,091.7 |
3,194.0 |
| PP |
3,062.3 |
3,062.3 |
3,062.3 |
3,082.0 |
| S1 |
2,983.7 |
2,983.7 |
3,060.3 |
3,023.0 |
| S2 |
2,891.3 |
2,891.3 |
3,044.7 |
|
| S3 |
2,720.3 |
2,812.7 |
3,029.0 |
|
| S4 |
2,549.3 |
2,641.7 |
2,982.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,211.0 |
2,970.0 |
241.0 |
7.6% |
84.0 |
2.6% |
85% |
True |
False |
1,288,368 |
| 10 |
3,211.0 |
2,970.0 |
241.0 |
7.6% |
90.6 |
2.9% |
85% |
True |
False |
1,335,811 |
| 20 |
3,315.0 |
2,970.0 |
345.0 |
10.9% |
80.8 |
2.5% |
60% |
False |
False |
1,221,693 |
| 40 |
3,669.0 |
2,950.0 |
719.0 |
22.6% |
83.7 |
2.6% |
31% |
False |
False |
615,531 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
72.2 |
2.3% |
30% |
False |
False |
410,681 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
73.7 |
2.3% |
30% |
False |
False |
309,252 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
68.1 |
2.1% |
30% |
False |
False |
247,461 |
| 120 |
3,706.0 |
2,950.0 |
756.0 |
23.8% |
65.0 |
2.0% |
30% |
False |
False |
206,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,593.5 |
|
2.618 |
3,446.6 |
|
1.618 |
3,356.6 |
|
1.000 |
3,301.0 |
|
0.618 |
3,266.6 |
|
HIGH |
3,211.0 |
|
0.618 |
3,176.6 |
|
0.500 |
3,166.0 |
|
0.382 |
3,155.4 |
|
LOW |
3,121.0 |
|
0.618 |
3,065.4 |
|
1.000 |
3,031.0 |
|
1.618 |
2,975.4 |
|
2.618 |
2,885.4 |
|
4.250 |
2,738.5 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,172.7 |
3,156.8 |
| PP |
3,169.3 |
3,137.7 |
| S1 |
3,166.0 |
3,118.5 |
|