| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
3,248.0 |
3,232.0 |
-16.0 |
-0.5% |
3,150.0 |
| High |
3,258.0 |
3,236.0 |
-22.0 |
-0.7% |
3,264.0 |
| Low |
3,221.0 |
3,184.0 |
-37.0 |
-1.1% |
3,121.0 |
| Close |
3,243.0 |
3,211.0 |
-32.0 |
-1.0% |
3,242.0 |
| Range |
37.0 |
52.0 |
15.0 |
40.5% |
143.0 |
| ATR |
80.7 |
79.2 |
-1.6 |
-1.9% |
0.0 |
| Volume |
1,103,920 |
1,103,920 |
0 |
0.0% |
5,233,510 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,366.3 |
3,340.7 |
3,239.6 |
|
| R3 |
3,314.3 |
3,288.7 |
3,225.3 |
|
| R2 |
3,262.3 |
3,262.3 |
3,220.5 |
|
| R1 |
3,236.7 |
3,236.7 |
3,215.8 |
3,223.5 |
| PP |
3,210.3 |
3,210.3 |
3,210.3 |
3,203.8 |
| S1 |
3,184.7 |
3,184.7 |
3,206.2 |
3,171.5 |
| S2 |
3,158.3 |
3,158.3 |
3,201.5 |
|
| S3 |
3,106.3 |
3,132.7 |
3,196.7 |
|
| S4 |
3,054.3 |
3,080.7 |
3,182.4 |
|
|
| 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 |
3,184.0 |
80.0 |
2.5% |
48.4 |
1.5% |
34% |
False |
True |
1,002,680 |
| 10 |
3,264.0 |
3,026.0 |
238.0 |
7.4% |
65.4 |
2.0% |
78% |
False |
False |
1,136,452 |
| 20 |
3,286.0 |
2,970.0 |
316.0 |
9.8% |
74.9 |
2.3% |
76% |
False |
False |
1,248,327 |
| 40 |
3,501.0 |
2,950.0 |
551.0 |
17.2% |
80.3 |
2.5% |
47% |
False |
False |
772,697 |
| 60 |
3,683.0 |
2,950.0 |
733.0 |
22.8% |
72.5 |
2.3% |
36% |
False |
False |
515,465 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
71.7 |
2.2% |
35% |
False |
False |
387,733 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
69.5 |
2.2% |
35% |
False |
False |
310,324 |
| 120 |
3,706.0 |
2,950.0 |
756.0 |
23.5% |
65.9 |
2.1% |
35% |
False |
False |
258,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,457.0 |
|
2.618 |
3,372.1 |
|
1.618 |
3,320.1 |
|
1.000 |
3,288.0 |
|
0.618 |
3,268.1 |
|
HIGH |
3,236.0 |
|
0.618 |
3,216.1 |
|
0.500 |
3,210.0 |
|
0.382 |
3,203.9 |
|
LOW |
3,184.0 |
|
0.618 |
3,151.9 |
|
1.000 |
3,132.0 |
|
1.618 |
3,099.9 |
|
2.618 |
3,047.9 |
|
4.250 |
2,963.0 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,210.7 |
3,223.5 |
| PP |
3,210.3 |
3,219.3 |
| S1 |
3,210.0 |
3,215.2 |
|