| 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 |
1,158.1 |
1,163.9 |
5.8 |
0.5% |
1,138.3 |
| High |
1,168.0 |
1,167.5 |
-0.5 |
0.0% |
1,160.0 |
| Low |
1,158.0 |
1,153.5 |
-4.5 |
-0.4% |
1,131.2 |
| Close |
1,165.4 |
1,166.2 |
0.8 |
0.1% |
1,156.8 |
| Range |
10.0 |
14.0 |
4.0 |
40.0% |
28.8 |
| ATR |
15.2 |
15.1 |
-0.1 |
-0.6% |
0.0 |
| Volume |
1,887 |
8,195 |
6,308 |
334.3% |
15,638 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,204.4 |
1,199.3 |
1,173.9 |
|
| R3 |
1,190.4 |
1,185.3 |
1,170.1 |
|
| R2 |
1,176.4 |
1,176.4 |
1,168.8 |
|
| R1 |
1,171.3 |
1,171.3 |
1,167.5 |
1,173.9 |
| PP |
1,162.4 |
1,162.4 |
1,162.4 |
1,163.7 |
| S1 |
1,157.3 |
1,157.3 |
1,164.9 |
1,159.9 |
| S2 |
1,148.4 |
1,148.4 |
1,163.6 |
|
| S3 |
1,134.4 |
1,143.3 |
1,162.4 |
|
| S4 |
1,120.4 |
1,129.3 |
1,158.5 |
|
|
| 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 |
1,137.1 |
30.9 |
2.6% |
14.0 |
1.2% |
94% |
False |
False |
3,393 |
| 10 |
1,168.0 |
1,106.0 |
62.0 |
5.3% |
15.3 |
1.3% |
97% |
False |
False |
3,139 |
| 20 |
1,168.0 |
1,104.2 |
63.8 |
5.5% |
15.4 |
1.3% |
97% |
False |
False |
3,105 |
| 40 |
1,169.7 |
1,098.6 |
71.1 |
6.1% |
14.8 |
1.3% |
95% |
False |
False |
2,606 |
| 60 |
1,169.7 |
1,077.9 |
91.8 |
7.9% |
14.2 |
1.2% |
96% |
False |
False |
2,469 |
| 80 |
1,202.7 |
1,077.9 |
124.8 |
10.7% |
13.3 |
1.1% |
71% |
False |
False |
2,135 |
| 100 |
1,216.0 |
1,077.9 |
138.1 |
11.8% |
12.7 |
1.1% |
64% |
False |
False |
1,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,227.0 |
|
2.618 |
1,204.2 |
|
1.618 |
1,190.2 |
|
1.000 |
1,181.5 |
|
0.618 |
1,176.2 |
|
HIGH |
1,167.5 |
|
0.618 |
1,162.2 |
|
0.500 |
1,160.5 |
|
0.382 |
1,158.8 |
|
LOW |
1,153.5 |
|
0.618 |
1,144.8 |
|
1.000 |
1,139.5 |
|
1.618 |
1,130.8 |
|
2.618 |
1,116.8 |
|
4.250 |
1,094.0 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,164.3 |
1,162.2 |
| PP |
1,162.4 |
1,158.2 |
| S1 |
1,160.5 |
1,154.2 |
|