| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
3,212.0 |
3,213.0 |
1.0 |
0.0% |
3,068.0 |
| High |
3,264.0 |
3,255.0 |
-9.0 |
-0.3% |
3,141.0 |
| Low |
3,207.0 |
3,196.0 |
-11.0 |
-0.3% |
2,970.0 |
| Close |
3,210.0 |
3,220.0 |
10.0 |
0.3% |
3,076.0 |
| Range |
57.0 |
59.0 |
2.0 |
3.5% |
171.0 |
| ATR |
89.4 |
87.2 |
-2.2 |
-2.4% |
0.0 |
| Volume |
1,276,021 |
907,596 |
-368,425 |
-28.9% |
6,730,870 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,400.7 |
3,369.3 |
3,252.5 |
|
| R3 |
3,341.7 |
3,310.3 |
3,236.2 |
|
| R2 |
3,282.7 |
3,282.7 |
3,230.8 |
|
| R1 |
3,251.3 |
3,251.3 |
3,225.4 |
3,267.0 |
| PP |
3,223.7 |
3,223.7 |
3,223.7 |
3,231.5 |
| S1 |
3,192.3 |
3,192.3 |
3,214.6 |
3,208.0 |
| S2 |
3,164.7 |
3,164.7 |
3,209.2 |
|
| S3 |
3,105.7 |
3,133.3 |
3,203.8 |
|
| S4 |
3,046.7 |
3,074.3 |
3,187.6 |
|
|
| 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 |
3,264.0 |
3,026.0 |
238.0 |
7.4% |
76.0 |
2.4% |
82% |
False |
False |
1,166,693 |
| 10 |
3,264.0 |
2,970.0 |
294.0 |
9.1% |
77.4 |
2.4% |
85% |
False |
False |
1,250,336 |
| 20 |
3,286.0 |
2,970.0 |
316.0 |
9.8% |
77.7 |
2.4% |
79% |
False |
False |
1,324,149 |
| 40 |
3,548.0 |
2,950.0 |
598.0 |
18.6% |
82.0 |
2.5% |
45% |
False |
False |
701,982 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
72.3 |
2.2% |
36% |
False |
False |
468,328 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
74.1 |
2.3% |
36% |
False |
False |
352,394 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
68.6 |
2.1% |
36% |
False |
False |
282,026 |
| 120 |
3,706.0 |
2,950.0 |
756.0 |
23.5% |
65.4 |
2.0% |
36% |
False |
False |
235,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,505.8 |
|
2.618 |
3,409.5 |
|
1.618 |
3,350.5 |
|
1.000 |
3,314.0 |
|
0.618 |
3,291.5 |
|
HIGH |
3,255.0 |
|
0.618 |
3,232.5 |
|
0.500 |
3,225.5 |
|
0.382 |
3,218.5 |
|
LOW |
3,196.0 |
|
0.618 |
3,159.5 |
|
1.000 |
3,137.0 |
|
1.618 |
3,100.5 |
|
2.618 |
3,041.5 |
|
4.250 |
2,945.3 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,225.5 |
3,216.8 |
| PP |
3,223.7 |
3,213.7 |
| S1 |
3,221.8 |
3,210.5 |
|