| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,184.6 |
1,183.4 |
-1.2 |
-0.1% |
1,158.1 |
| High |
1,192.1 |
1,185.1 |
-7.0 |
-0.6% |
1,192.1 |
| Low |
1,175.5 |
1,175.3 |
-0.2 |
0.0% |
1,153.5 |
| Close |
1,188.3 |
1,183.9 |
-4.4 |
-0.4% |
1,183.9 |
| Range |
16.6 |
9.8 |
-6.8 |
-41.0% |
38.6 |
| ATR |
15.9 |
15.7 |
-0.2 |
-1.3% |
0.0 |
| Volume |
2,617 |
1,319 |
-1,298 |
-49.6% |
18,619 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,210.8 |
1,207.2 |
1,189.3 |
|
| R3 |
1,201.0 |
1,197.4 |
1,186.6 |
|
| R2 |
1,191.2 |
1,191.2 |
1,185.7 |
|
| R1 |
1,187.6 |
1,187.6 |
1,184.8 |
1,189.4 |
| PP |
1,181.4 |
1,181.4 |
1,181.4 |
1,182.4 |
| S1 |
1,177.8 |
1,177.8 |
1,183.0 |
1,179.6 |
| S2 |
1,171.6 |
1,171.6 |
1,182.1 |
|
| S3 |
1,161.8 |
1,168.0 |
1,181.2 |
|
| S4 |
1,152.0 |
1,158.2 |
1,178.5 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,292.3 |
1,276.7 |
1,205.1 |
|
| R3 |
1,253.7 |
1,238.1 |
1,194.5 |
|
| R2 |
1,215.1 |
1,215.1 |
1,191.0 |
|
| R1 |
1,199.5 |
1,199.5 |
1,187.4 |
1,207.3 |
| PP |
1,176.5 |
1,176.5 |
1,176.5 |
1,180.4 |
| S1 |
1,160.9 |
1,160.9 |
1,180.4 |
1,168.7 |
| S2 |
1,137.9 |
1,137.9 |
1,176.8 |
|
| S3 |
1,099.3 |
1,122.3 |
1,173.3 |
|
| S4 |
1,060.7 |
1,083.7 |
1,162.7 |
|
|
| 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 |
1,153.5 |
38.6 |
3.3% |
15.3 |
1.3% |
79% |
False |
False |
3,723 |
| 10 |
1,192.1 |
1,131.2 |
60.9 |
5.1% |
14.8 |
1.3% |
87% |
False |
False |
3,425 |
| 20 |
1,192.1 |
1,106.0 |
86.1 |
7.3% |
15.3 |
1.3% |
90% |
False |
False |
3,327 |
| 40 |
1,192.1 |
1,098.6 |
93.5 |
7.9% |
14.8 |
1.3% |
91% |
False |
False |
2,727 |
| 60 |
1,192.1 |
1,077.9 |
114.2 |
9.6% |
14.4 |
1.2% |
93% |
False |
False |
2,497 |
| 80 |
1,192.1 |
1,077.9 |
114.2 |
9.6% |
13.5 |
1.1% |
93% |
False |
False |
2,234 |
| 100 |
1,207.5 |
1,077.9 |
129.6 |
10.9% |
12.9 |
1.1% |
82% |
False |
False |
1,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,226.8 |
|
2.618 |
1,210.8 |
|
1.618 |
1,201.0 |
|
1.000 |
1,194.9 |
|
0.618 |
1,191.2 |
|
HIGH |
1,185.1 |
|
0.618 |
1,181.4 |
|
0.500 |
1,180.2 |
|
0.382 |
1,179.0 |
|
LOW |
1,175.3 |
|
0.618 |
1,169.2 |
|
1.000 |
1,165.5 |
|
1.618 |
1,159.4 |
|
2.618 |
1,149.6 |
|
4.250 |
1,133.7 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,182.7 |
1,182.1 |
| PP |
1,181.4 |
1,180.2 |
| S1 |
1,180.2 |
1,178.4 |
|