| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
3,232.0 |
3,192.0 |
-40.0 |
-1.2% |
3,150.0 |
| High |
3,236.0 |
3,221.0 |
-15.0 |
-0.5% |
3,264.0 |
| Low |
3,184.0 |
3,171.0 |
-13.0 |
-0.4% |
3,121.0 |
| Close |
3,211.0 |
3,191.0 |
-20.0 |
-0.6% |
3,242.0 |
| Range |
52.0 |
50.0 |
-2.0 |
-3.8% |
143.0 |
| ATR |
79.2 |
77.1 |
-2.1 |
-2.6% |
0.0 |
| Volume |
1,103,920 |
1,014,982 |
-88,938 |
-8.1% |
5,233,510 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,344.3 |
3,317.7 |
3,218.5 |
|
| R3 |
3,294.3 |
3,267.7 |
3,204.8 |
|
| R2 |
3,244.3 |
3,244.3 |
3,200.2 |
|
| R1 |
3,217.7 |
3,217.7 |
3,195.6 |
3,206.0 |
| PP |
3,194.3 |
3,194.3 |
3,194.3 |
3,188.5 |
| S1 |
3,167.7 |
3,167.7 |
3,186.4 |
3,156.0 |
| S2 |
3,144.3 |
3,144.3 |
3,181.8 |
|
| S3 |
3,094.3 |
3,117.7 |
3,177.3 |
|
| S4 |
3,044.3 |
3,067.7 |
3,163.5 |
|
|
| 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 |
3,263.0 |
3,171.0 |
92.0 |
2.9% |
47.0 |
1.5% |
22% |
False |
True |
950,472 |
| 10 |
3,264.0 |
3,026.0 |
238.0 |
7.5% |
65.5 |
2.1% |
69% |
False |
False |
1,109,329 |
| 20 |
3,286.0 |
2,970.0 |
316.0 |
9.9% |
75.2 |
2.4% |
70% |
False |
False |
1,254,600 |
| 40 |
3,469.0 |
2,950.0 |
519.0 |
16.3% |
80.8 |
2.5% |
46% |
False |
False |
798,068 |
| 60 |
3,677.0 |
2,950.0 |
727.0 |
22.8% |
72.4 |
2.3% |
33% |
False |
False |
532,376 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.5% |
71.7 |
2.2% |
32% |
False |
False |
399,782 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
23.5% |
69.7 |
2.2% |
32% |
False |
False |
320,468 |
| 120 |
3,706.0 |
2,950.0 |
756.0 |
23.7% |
66.3 |
2.1% |
32% |
False |
False |
267,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,433.5 |
|
2.618 |
3,351.9 |
|
1.618 |
3,301.9 |
|
1.000 |
3,271.0 |
|
0.618 |
3,251.9 |
|
HIGH |
3,221.0 |
|
0.618 |
3,201.9 |
|
0.500 |
3,196.0 |
|
0.382 |
3,190.1 |
|
LOW |
3,171.0 |
|
0.618 |
3,140.1 |
|
1.000 |
3,121.0 |
|
1.618 |
3,090.1 |
|
2.618 |
3,040.1 |
|
4.250 |
2,958.5 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,196.0 |
3,214.5 |
| PP |
3,194.3 |
3,206.7 |
| S1 |
3,192.7 |
3,198.8 |
|