| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,171.7 |
1,176.6 |
4.9 |
0.4% |
1,158.1 |
| High |
1,181.4 |
1,179.0 |
-2.4 |
-0.2% |
1,192.1 |
| Low |
1,168.1 |
1,164.8 |
-3.3 |
-0.3% |
1,153.5 |
| Close |
1,178.3 |
1,167.9 |
-10.4 |
-0.9% |
1,183.9 |
| Range |
13.3 |
14.2 |
0.9 |
6.8% |
38.6 |
| ATR |
15.5 |
15.4 |
-0.1 |
-0.6% |
0.0 |
| Volume |
3,354 |
1,620 |
-1,734 |
-51.7% |
18,619 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,213.2 |
1,204.7 |
1,175.7 |
|
| R3 |
1,199.0 |
1,190.5 |
1,171.8 |
|
| R2 |
1,184.8 |
1,184.8 |
1,170.5 |
|
| R1 |
1,176.3 |
1,176.3 |
1,169.2 |
1,173.5 |
| PP |
1,170.6 |
1,170.6 |
1,170.6 |
1,169.1 |
| S1 |
1,162.1 |
1,162.1 |
1,166.6 |
1,159.3 |
| S2 |
1,156.4 |
1,156.4 |
1,165.3 |
|
| S3 |
1,142.2 |
1,147.9 |
1,164.0 |
|
| S4 |
1,128.0 |
1,133.7 |
1,160.1 |
|
|
| 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 |
1,164.8 |
27.3 |
2.3% |
12.7 |
1.1% |
11% |
False |
True |
2,209 |
| 10 |
1,192.1 |
1,137.1 |
55.0 |
4.7% |
14.7 |
1.3% |
56% |
False |
False |
2,876 |
| 20 |
1,192.1 |
1,106.0 |
86.1 |
7.4% |
15.4 |
1.3% |
72% |
False |
False |
3,171 |
| 40 |
1,192.1 |
1,098.6 |
93.5 |
8.0% |
14.3 |
1.2% |
74% |
False |
False |
2,650 |
| 60 |
1,192.1 |
1,080.5 |
111.6 |
9.6% |
14.4 |
1.2% |
78% |
False |
False |
2,263 |
| 80 |
1,192.1 |
1,077.9 |
114.2 |
9.8% |
13.7 |
1.2% |
79% |
False |
False |
2,284 |
| 100 |
1,207.5 |
1,077.9 |
129.6 |
11.1% |
13.0 |
1.1% |
69% |
False |
False |
1,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,239.4 |
|
2.618 |
1,216.2 |
|
1.618 |
1,202.0 |
|
1.000 |
1,193.2 |
|
0.618 |
1,187.8 |
|
HIGH |
1,179.0 |
|
0.618 |
1,173.6 |
|
0.500 |
1,171.9 |
|
0.382 |
1,170.2 |
|
LOW |
1,164.8 |
|
0.618 |
1,156.0 |
|
1.000 |
1,150.6 |
|
1.618 |
1,141.8 |
|
2.618 |
1,127.6 |
|
4.250 |
1,104.5 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,171.9 |
1,173.1 |
| PP |
1,170.6 |
1,171.4 |
| S1 |
1,169.2 |
1,169.6 |
|