| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
3,192.0 |
3,208.0 |
16.0 |
0.5% |
3,150.0 |
| High |
3,221.0 |
3,259.0 |
38.0 |
1.2% |
3,264.0 |
| Low |
3,171.0 |
3,200.0 |
29.0 |
0.9% |
3,121.0 |
| Close |
3,191.0 |
3,233.0 |
42.0 |
1.3% |
3,242.0 |
| Range |
50.0 |
59.0 |
9.0 |
18.0% |
143.0 |
| ATR |
77.1 |
76.4 |
-0.6 |
-0.8% |
0.0 |
| Volume |
1,014,982 |
937,923 |
-77,059 |
-7.6% |
5,233,510 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,407.7 |
3,379.3 |
3,265.5 |
|
| R3 |
3,348.7 |
3,320.3 |
3,249.2 |
|
| R2 |
3,289.7 |
3,289.7 |
3,243.8 |
|
| R1 |
3,261.3 |
3,261.3 |
3,238.4 |
3,275.5 |
| PP |
3,230.7 |
3,230.7 |
3,230.7 |
3,237.8 |
| S1 |
3,202.3 |
3,202.3 |
3,227.6 |
3,216.5 |
| S2 |
3,171.7 |
3,171.7 |
3,222.2 |
|
| S3 |
3,112.7 |
3,143.3 |
3,216.8 |
|
| S4 |
3,053.7 |
3,084.3 |
3,200.6 |
|
|
| 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 |
2.8% |
47.0 |
1.5% |
67% |
False |
False |
956,538 |
| 10 |
3,264.0 |
3,026.0 |
238.0 |
7.4% |
61.5 |
1.9% |
87% |
False |
False |
1,061,616 |
| 20 |
3,264.0 |
2,970.0 |
294.0 |
9.1% |
74.9 |
2.3% |
89% |
False |
False |
1,198,035 |
| 40 |
3,416.0 |
2,950.0 |
466.0 |
14.4% |
80.9 |
2.5% |
61% |
False |
False |
821,487 |
| 60 |
3,677.0 |
2,950.0 |
727.0 |
22.5% |
72.9 |
2.3% |
39% |
False |
False |
547,891 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.2% |
71.7 |
2.2% |
38% |
False |
False |
411,493 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
23.2% |
69.7 |
2.2% |
38% |
False |
False |
329,847 |
| 120 |
3,699.0 |
2,950.0 |
749.0 |
23.2% |
66.6 |
2.1% |
38% |
False |
False |
274,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,509.8 |
|
2.618 |
3,413.5 |
|
1.618 |
3,354.5 |
|
1.000 |
3,318.0 |
|
0.618 |
3,295.5 |
|
HIGH |
3,259.0 |
|
0.618 |
3,236.5 |
|
0.500 |
3,229.5 |
|
0.382 |
3,222.5 |
|
LOW |
3,200.0 |
|
0.618 |
3,163.5 |
|
1.000 |
3,141.0 |
|
1.618 |
3,104.5 |
|
2.618 |
3,045.5 |
|
4.250 |
2,949.3 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,231.8 |
3,227.0 |
| PP |
3,230.7 |
3,221.0 |
| S1 |
3,229.5 |
3,215.0 |
|