| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
3,213.0 |
3,262.0 |
49.0 |
1.5% |
3,150.0 |
| High |
3,255.0 |
3,263.0 |
8.0 |
0.2% |
3,264.0 |
| Low |
3,196.0 |
3,226.0 |
30.0 |
0.9% |
3,121.0 |
| Close |
3,220.0 |
3,242.0 |
22.0 |
0.7% |
3,242.0 |
| Range |
59.0 |
37.0 |
-22.0 |
-37.3% |
143.0 |
| ATR |
87.2 |
84.1 |
-3.2 |
-3.6% |
0.0 |
| Volume |
907,596 |
621,946 |
-285,650 |
-31.5% |
5,233,510 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,354.7 |
3,335.3 |
3,262.4 |
|
| R3 |
3,317.7 |
3,298.3 |
3,252.2 |
|
| R2 |
3,280.7 |
3,280.7 |
3,248.8 |
|
| R1 |
3,261.3 |
3,261.3 |
3,245.4 |
3,252.5 |
| PP |
3,243.7 |
3,243.7 |
3,243.7 |
3,239.3 |
| S1 |
3,224.3 |
3,224.3 |
3,238.6 |
3,215.5 |
| S2 |
3,206.7 |
3,206.7 |
3,235.2 |
|
| S3 |
3,169.7 |
3,187.3 |
3,231.8 |
|
| S4 |
3,132.7 |
3,150.3 |
3,221.7 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,638.0 |
3,583.0 |
3,320.7 |
|
| R3 |
3,495.0 |
3,440.0 |
3,281.3 |
|
| R2 |
3,352.0 |
3,352.0 |
3,268.2 |
|
| R1 |
3,297.0 |
3,297.0 |
3,255.1 |
3,324.5 |
| PP |
3,209.0 |
3,209.0 |
3,209.0 |
3,222.8 |
| S1 |
3,154.0 |
3,154.0 |
3,228.9 |
3,181.5 |
| S2 |
3,066.0 |
3,066.0 |
3,215.8 |
|
| S3 |
2,923.0 |
3,011.0 |
3,202.7 |
|
| S4 |
2,780.0 |
2,868.0 |
3,163.4 |
|
|
| 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 |
3,121.0 |
143.0 |
4.4% |
62.8 |
1.9% |
85% |
False |
False |
1,046,702 |
| 10 |
3,264.0 |
2,970.0 |
294.0 |
9.1% |
73.9 |
2.3% |
93% |
False |
False |
1,196,438 |
| 20 |
3,286.0 |
2,970.0 |
316.0 |
9.7% |
76.7 |
2.4% |
86% |
False |
False |
1,300,736 |
| 40 |
3,529.0 |
2,950.0 |
579.0 |
17.9% |
81.6 |
2.5% |
50% |
False |
False |
717,524 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.1% |
72.0 |
2.2% |
39% |
False |
False |
478,688 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.1% |
72.5 |
2.2% |
39% |
False |
False |
360,157 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
23.1% |
68.7 |
2.1% |
39% |
False |
False |
288,246 |
| 120 |
3,706.0 |
2,950.0 |
756.0 |
23.3% |
65.5 |
2.0% |
39% |
False |
False |
240,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,420.3 |
|
2.618 |
3,359.9 |
|
1.618 |
3,322.9 |
|
1.000 |
3,300.0 |
|
0.618 |
3,285.9 |
|
HIGH |
3,263.0 |
|
0.618 |
3,248.9 |
|
0.500 |
3,244.5 |
|
0.382 |
3,240.1 |
|
LOW |
3,226.0 |
|
0.618 |
3,203.1 |
|
1.000 |
3,189.0 |
|
1.618 |
3,166.1 |
|
2.618 |
3,129.1 |
|
4.250 |
3,068.8 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,244.5 |
3,238.0 |
| PP |
3,243.7 |
3,234.0 |
| S1 |
3,242.8 |
3,230.0 |
|