| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
3,150.0 |
3,191.0 |
41.0 |
1.3% |
3,068.0 |
| High |
3,211.0 |
3,228.0 |
17.0 |
0.5% |
3,141.0 |
| Low |
3,121.0 |
3,157.0 |
36.0 |
1.2% |
2,970.0 |
| Close |
3,176.0 |
3,217.0 |
41.0 |
1.3% |
3,076.0 |
| Range |
90.0 |
71.0 |
-19.0 |
-21.1% |
171.0 |
| ATR |
93.5 |
91.9 |
-1.6 |
-1.7% |
0.0 |
| Volume |
1,151,926 |
1,276,021 |
124,095 |
10.8% |
6,730,870 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,413.7 |
3,386.3 |
3,256.1 |
|
| R3 |
3,342.7 |
3,315.3 |
3,236.5 |
|
| R2 |
3,271.7 |
3,271.7 |
3,230.0 |
|
| R1 |
3,244.3 |
3,244.3 |
3,223.5 |
3,258.0 |
| PP |
3,200.7 |
3,200.7 |
3,200.7 |
3,207.5 |
| S1 |
3,173.3 |
3,173.3 |
3,210.5 |
3,187.0 |
| S2 |
3,129.7 |
3,129.7 |
3,204.0 |
|
| S3 |
3,058.7 |
3,102.3 |
3,197.5 |
|
| S4 |
2,987.7 |
3,031.3 |
3,178.0 |
|
|
| 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 |
3,228.0 |
3,026.0 |
202.0 |
6.3% |
82.4 |
2.6% |
95% |
True |
False |
1,270,224 |
| 10 |
3,228.0 |
2,970.0 |
258.0 |
8.0% |
84.3 |
2.6% |
96% |
True |
False |
1,355,449 |
| 20 |
3,315.0 |
2,970.0 |
345.0 |
10.7% |
80.2 |
2.5% |
72% |
False |
False |
1,273,381 |
| 40 |
3,656.0 |
2,950.0 |
706.0 |
21.9% |
84.1 |
2.6% |
38% |
False |
False |
647,426 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
71.7 |
2.2% |
36% |
False |
False |
431,942 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
74.3 |
2.3% |
36% |
False |
False |
325,198 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
68.3 |
2.1% |
36% |
False |
False |
260,212 |
| 120 |
3,706.0 |
2,950.0 |
756.0 |
23.5% |
65.4 |
2.0% |
35% |
False |
False |
216,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,529.8 |
|
2.618 |
3,413.9 |
|
1.618 |
3,342.9 |
|
1.000 |
3,299.0 |
|
0.618 |
3,271.9 |
|
HIGH |
3,228.0 |
|
0.618 |
3,200.9 |
|
0.500 |
3,192.5 |
|
0.382 |
3,184.1 |
|
LOW |
3,157.0 |
|
0.618 |
3,113.1 |
|
1.000 |
3,086.0 |
|
1.618 |
3,042.1 |
|
2.618 |
2,971.1 |
|
4.250 |
2,855.3 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,208.8 |
3,187.0 |
| PP |
3,200.7 |
3,157.0 |
| S1 |
3,192.5 |
3,127.0 |
|