| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,140.3 |
1,158.1 |
17.8 |
1.6% |
1,138.3 |
| High |
1,160.0 |
1,168.0 |
8.0 |
0.7% |
1,160.0 |
| Low |
1,140.3 |
1,158.0 |
17.7 |
1.6% |
1,131.2 |
| Close |
1,156.8 |
1,165.4 |
8.6 |
0.7% |
1,156.8 |
| Range |
19.7 |
10.0 |
-9.7 |
-49.2% |
28.8 |
| ATR |
15.5 |
15.2 |
-0.3 |
-2.0% |
0.0 |
| Volume |
1,170 |
1,887 |
717 |
61.3% |
15,638 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.8 |
1,189.6 |
1,170.9 |
|
| R3 |
1,183.8 |
1,179.6 |
1,168.2 |
|
| R2 |
1,173.8 |
1,173.8 |
1,167.2 |
|
| R1 |
1,169.6 |
1,169.6 |
1,166.3 |
1,171.7 |
| PP |
1,163.8 |
1,163.8 |
1,163.8 |
1,164.9 |
| S1 |
1,159.6 |
1,159.6 |
1,164.5 |
1,161.7 |
| S2 |
1,153.8 |
1,153.8 |
1,163.6 |
|
| S3 |
1,143.8 |
1,149.6 |
1,162.7 |
|
| S4 |
1,133.8 |
1,139.6 |
1,159.9 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.7 |
1,225.1 |
1,172.6 |
|
| R3 |
1,206.9 |
1,196.3 |
1,164.7 |
|
| R2 |
1,178.1 |
1,178.1 |
1,162.1 |
|
| R1 |
1,167.5 |
1,167.5 |
1,159.4 |
1,172.8 |
| PP |
1,149.3 |
1,149.3 |
1,149.3 |
1,152.0 |
| S1 |
1,138.7 |
1,138.7 |
1,154.2 |
1,144.0 |
| S2 |
1,120.5 |
1,120.5 |
1,151.5 |
|
| S3 |
1,091.7 |
1,109.9 |
1,148.9 |
|
| S4 |
1,062.9 |
1,081.1 |
1,141.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,168.0 |
1,136.4 |
31.6 |
2.7% |
14.2 |
1.2% |
92% |
True |
False |
3,257 |
| 10 |
1,168.0 |
1,106.0 |
62.0 |
5.3% |
14.9 |
1.3% |
96% |
True |
False |
2,435 |
| 20 |
1,168.0 |
1,103.0 |
65.0 |
5.6% |
15.0 |
1.3% |
96% |
True |
False |
2,719 |
| 40 |
1,169.7 |
1,098.6 |
71.1 |
6.1% |
14.6 |
1.3% |
94% |
False |
False |
2,419 |
| 60 |
1,169.7 |
1,077.9 |
91.8 |
7.9% |
14.6 |
1.2% |
95% |
False |
False |
2,360 |
| 80 |
1,206.9 |
1,077.9 |
129.0 |
11.1% |
13.2 |
1.1% |
68% |
False |
False |
2,051 |
| 100 |
1,216.0 |
1,077.9 |
138.1 |
11.9% |
12.6 |
1.1% |
63% |
False |
False |
1,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,210.5 |
|
2.618 |
1,194.2 |
|
1.618 |
1,184.2 |
|
1.000 |
1,178.0 |
|
0.618 |
1,174.2 |
|
HIGH |
1,168.0 |
|
0.618 |
1,164.2 |
|
0.500 |
1,163.0 |
|
0.382 |
1,161.8 |
|
LOW |
1,158.0 |
|
0.618 |
1,151.8 |
|
1.000 |
1,148.0 |
|
1.618 |
1,141.8 |
|
2.618 |
1,131.8 |
|
4.250 |
1,115.5 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,164.6 |
1,161.1 |
| PP |
1,163.8 |
1,156.8 |
| S1 |
1,163.0 |
1,152.6 |
|