| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,176.7 |
1,171.7 |
-5.0 |
-0.4% |
1,158.1 |
| High |
1,178.8 |
1,181.4 |
2.6 |
0.2% |
1,192.1 |
| Low |
1,169.4 |
1,168.1 |
-1.3 |
-0.1% |
1,153.5 |
| Close |
1,173.6 |
1,178.3 |
4.7 |
0.4% |
1,183.9 |
| Range |
9.4 |
13.3 |
3.9 |
41.5% |
38.6 |
| ATR |
15.6 |
15.5 |
-0.2 |
-1.1% |
0.0 |
| Volume |
2,136 |
3,354 |
1,218 |
57.0% |
18,619 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,215.8 |
1,210.4 |
1,185.6 |
|
| R3 |
1,202.5 |
1,197.1 |
1,182.0 |
|
| R2 |
1,189.2 |
1,189.2 |
1,180.7 |
|
| R1 |
1,183.8 |
1,183.8 |
1,179.5 |
1,186.5 |
| PP |
1,175.9 |
1,175.9 |
1,175.9 |
1,177.3 |
| S1 |
1,170.5 |
1,170.5 |
1,177.1 |
1,173.2 |
| S2 |
1,162.6 |
1,162.6 |
1,175.9 |
|
| S3 |
1,149.3 |
1,157.2 |
1,174.6 |
|
| S4 |
1,136.0 |
1,143.9 |
1,171.0 |
|
|
| 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 |
1,164.6 |
27.5 |
2.3% |
15.0 |
1.3% |
50% |
False |
False |
2,805 |
| 10 |
1,192.1 |
1,137.1 |
55.0 |
4.7% |
14.5 |
1.2% |
75% |
False |
False |
3,099 |
| 20 |
1,192.1 |
1,106.0 |
86.1 |
7.3% |
15.3 |
1.3% |
84% |
False |
False |
3,158 |
| 40 |
1,192.1 |
1,098.6 |
93.5 |
7.9% |
14.4 |
1.2% |
85% |
False |
False |
2,641 |
| 60 |
1,192.1 |
1,080.5 |
111.6 |
9.5% |
14.2 |
1.2% |
88% |
False |
False |
2,552 |
| 80 |
1,192.1 |
1,077.9 |
114.2 |
9.7% |
13.7 |
1.2% |
88% |
False |
False |
2,269 |
| 100 |
1,207.5 |
1,077.9 |
129.6 |
11.0% |
13.0 |
1.1% |
77% |
False |
False |
1,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,237.9 |
|
2.618 |
1,216.2 |
|
1.618 |
1,202.9 |
|
1.000 |
1,194.7 |
|
0.618 |
1,189.6 |
|
HIGH |
1,181.4 |
|
0.618 |
1,176.3 |
|
0.500 |
1,174.8 |
|
0.382 |
1,173.2 |
|
LOW |
1,168.1 |
|
0.618 |
1,159.9 |
|
1.000 |
1,154.8 |
|
1.618 |
1,146.6 |
|
2.618 |
1,133.3 |
|
4.250 |
1,111.6 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,177.1 |
1,177.7 |
| PP |
1,175.9 |
1,177.2 |
| S1 |
1,174.8 |
1,176.6 |
|