| 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 |
1,168.7 |
1,184.6 |
15.9 |
1.4% |
1,138.3 |
| High |
1,190.5 |
1,192.1 |
1.6 |
0.1% |
1,160.0 |
| Low |
1,164.6 |
1,175.5 |
10.9 |
0.9% |
1,131.2 |
| Close |
1,180.6 |
1,188.3 |
7.7 |
0.7% |
1,156.8 |
| Range |
25.9 |
16.6 |
-9.3 |
-35.9% |
28.8 |
| ATR |
15.9 |
15.9 |
0.1 |
0.3% |
0.0 |
| Volume |
4,601 |
2,617 |
-1,984 |
-43.1% |
15,638 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.1 |
1,228.3 |
1,197.4 |
|
| R3 |
1,218.5 |
1,211.7 |
1,192.9 |
|
| R2 |
1,201.9 |
1,201.9 |
1,191.3 |
|
| R1 |
1,195.1 |
1,195.1 |
1,189.8 |
1,198.5 |
| PP |
1,185.3 |
1,185.3 |
1,185.3 |
1,187.0 |
| S1 |
1,178.5 |
1,178.5 |
1,186.8 |
1,181.9 |
| S2 |
1,168.7 |
1,168.7 |
1,185.3 |
|
| S3 |
1,152.1 |
1,161.9 |
1,183.7 |
|
| S4 |
1,135.5 |
1,145.3 |
1,179.2 |
|
|
| 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 |
1,192.1 |
1,140.3 |
51.8 |
4.4% |
17.2 |
1.5% |
93% |
True |
False |
3,694 |
| 10 |
1,192.1 |
1,106.0 |
86.1 |
7.2% |
17.4 |
1.5% |
96% |
True |
False |
3,549 |
| 20 |
1,192.1 |
1,106.0 |
86.1 |
7.2% |
15.5 |
1.3% |
96% |
True |
False |
3,345 |
| 40 |
1,192.1 |
1,098.6 |
93.5 |
7.9% |
15.1 |
1.3% |
96% |
True |
False |
2,733 |
| 60 |
1,192.1 |
1,077.9 |
114.2 |
9.6% |
14.5 |
1.2% |
97% |
True |
False |
2,552 |
| 80 |
1,192.1 |
1,077.9 |
114.2 |
9.6% |
13.5 |
1.1% |
97% |
True |
False |
2,219 |
| 100 |
1,207.5 |
1,077.9 |
129.6 |
10.9% |
12.8 |
1.1% |
85% |
False |
False |
1,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,262.7 |
|
2.618 |
1,235.6 |
|
1.618 |
1,219.0 |
|
1.000 |
1,208.7 |
|
0.618 |
1,202.4 |
|
HIGH |
1,192.1 |
|
0.618 |
1,185.8 |
|
0.500 |
1,183.8 |
|
0.382 |
1,181.8 |
|
LOW |
1,175.5 |
|
0.618 |
1,165.2 |
|
1.000 |
1,158.9 |
|
1.618 |
1,148.6 |
|
2.618 |
1,132.0 |
|
4.250 |
1,105.0 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,186.8 |
1,183.1 |
| PP |
1,185.3 |
1,178.0 |
| S1 |
1,183.8 |
1,172.8 |
|