| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
3,264.0 |
3,266.0 |
2.0 |
0.1% |
3,248.0 |
| High |
3,277.0 |
3,278.0 |
1.0 |
0.0% |
3,269.0 |
| Low |
3,233.0 |
3,231.0 |
-2.0 |
-0.1% |
3,171.0 |
| Close |
3,255.0 |
3,266.0 |
11.0 |
0.3% |
3,257.0 |
| Range |
44.0 |
47.0 |
3.0 |
6.8% |
98.0 |
| ATR |
69.3 |
67.7 |
-1.6 |
-2.3% |
0.0 |
| Volume |
962,962 |
1,531,807 |
568,845 |
59.1% |
4,827,365 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,399.3 |
3,379.7 |
3,291.9 |
|
| R3 |
3,352.3 |
3,332.7 |
3,278.9 |
|
| R2 |
3,305.3 |
3,305.3 |
3,274.6 |
|
| R1 |
3,285.7 |
3,285.7 |
3,270.3 |
3,289.5 |
| PP |
3,258.3 |
3,258.3 |
3,258.3 |
3,260.3 |
| S1 |
3,238.7 |
3,238.7 |
3,261.7 |
3,242.5 |
| S2 |
3,211.3 |
3,211.3 |
3,257.4 |
|
| S3 |
3,164.3 |
3,191.7 |
3,253.1 |
|
| S4 |
3,117.3 |
3,144.7 |
3,240.2 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,526.3 |
3,489.7 |
3,310.9 |
|
| R3 |
3,428.3 |
3,391.7 |
3,284.0 |
|
| R2 |
3,330.3 |
3,330.3 |
3,275.0 |
|
| R1 |
3,293.7 |
3,293.7 |
3,266.0 |
3,312.0 |
| PP |
3,232.3 |
3,232.3 |
3,232.3 |
3,241.5 |
| S1 |
3,195.7 |
3,195.7 |
3,248.0 |
3,214.0 |
| S2 |
3,134.3 |
3,134.3 |
3,239.0 |
|
| S3 |
3,036.3 |
3,097.7 |
3,230.1 |
|
| S4 |
2,938.3 |
2,999.7 |
3,203.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,288.0 |
3,200.0 |
88.0 |
2.7% |
44.0 |
1.3% |
75% |
False |
False |
982,656 |
| 10 |
3,288.0 |
3,171.0 |
117.0 |
3.6% |
45.5 |
1.4% |
81% |
False |
False |
966,564 |
| 20 |
3,288.0 |
2,970.0 |
318.0 |
9.7% |
63.8 |
2.0% |
93% |
False |
False |
1,138,328 |
| 40 |
3,315.0 |
2,970.0 |
345.0 |
10.6% |
69.5 |
2.1% |
86% |
False |
False |
918,634 |
| 60 |
3,677.0 |
2,950.0 |
727.0 |
22.3% |
71.3 |
2.2% |
43% |
False |
False |
614,031 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
69.0 |
2.1% |
42% |
False |
False |
461,002 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
69.6 |
2.1% |
42% |
False |
False |
369,598 |
| 120 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
65.9 |
2.0% |
42% |
False |
False |
308,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,477.8 |
|
2.618 |
3,401.0 |
|
1.618 |
3,354.0 |
|
1.000 |
3,325.0 |
|
0.618 |
3,307.0 |
|
HIGH |
3,278.0 |
|
0.618 |
3,260.0 |
|
0.500 |
3,254.5 |
|
0.382 |
3,249.0 |
|
LOW |
3,231.0 |
|
0.618 |
3,202.0 |
|
1.000 |
3,184.0 |
|
1.618 |
3,155.0 |
|
2.618 |
3,108.0 |
|
4.250 |
3,031.3 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,262.2 |
3,263.8 |
| PP |
3,258.3 |
3,261.7 |
| S1 |
3,254.5 |
3,259.5 |
|