| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,176.6 |
1,167.7 |
-8.9 |
-0.8% |
1,158.1 |
| High |
1,179.0 |
1,172.2 |
-6.8 |
-0.6% |
1,192.1 |
| Low |
1,164.8 |
1,163.6 |
-1.2 |
-0.1% |
1,153.5 |
| Close |
1,167.9 |
1,166.9 |
-1.0 |
-0.1% |
1,183.9 |
| Range |
14.2 |
8.6 |
-5.6 |
-39.4% |
38.6 |
| ATR |
15.4 |
14.9 |
-0.5 |
-3.1% |
0.0 |
| Volume |
1,620 |
1,715 |
95 |
5.9% |
18,619 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.4 |
1,188.7 |
1,171.6 |
|
| R3 |
1,184.8 |
1,180.1 |
1,169.3 |
|
| R2 |
1,176.2 |
1,176.2 |
1,168.5 |
|
| R1 |
1,171.5 |
1,171.5 |
1,167.7 |
1,169.6 |
| PP |
1,167.6 |
1,167.6 |
1,167.6 |
1,166.6 |
| S1 |
1,162.9 |
1,162.9 |
1,166.1 |
1,161.0 |
| S2 |
1,159.0 |
1,159.0 |
1,165.3 |
|
| S3 |
1,150.4 |
1,154.3 |
1,164.5 |
|
| S4 |
1,141.8 |
1,145.7 |
1,162.2 |
|
|
| 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 |
1,185.1 |
1,163.6 |
21.5 |
1.8% |
11.1 |
0.9% |
15% |
False |
True |
2,028 |
| 10 |
1,192.1 |
1,140.3 |
51.8 |
4.4% |
14.2 |
1.2% |
51% |
False |
False |
2,861 |
| 20 |
1,192.1 |
1,106.0 |
86.1 |
7.4% |
14.5 |
1.2% |
71% |
False |
False |
3,028 |
| 40 |
1,192.1 |
1,098.6 |
93.5 |
8.0% |
13.8 |
1.2% |
73% |
False |
False |
2,672 |
| 60 |
1,192.1 |
1,080.5 |
111.6 |
9.6% |
14.4 |
1.2% |
77% |
False |
False |
2,243 |
| 80 |
1,192.1 |
1,077.9 |
114.2 |
9.8% |
13.7 |
1.2% |
78% |
False |
False |
2,292 |
| 100 |
1,207.5 |
1,077.9 |
129.6 |
11.1% |
13.0 |
1.1% |
69% |
False |
False |
2,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,208.8 |
|
2.618 |
1,194.7 |
|
1.618 |
1,186.1 |
|
1.000 |
1,180.8 |
|
0.618 |
1,177.5 |
|
HIGH |
1,172.2 |
|
0.618 |
1,168.9 |
|
0.500 |
1,167.9 |
|
0.382 |
1,166.9 |
|
LOW |
1,163.6 |
|
0.618 |
1,158.3 |
|
1.000 |
1,155.0 |
|
1.618 |
1,149.7 |
|
2.618 |
1,141.1 |
|
4.250 |
1,127.1 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,167.9 |
1,172.5 |
| PP |
1,167.6 |
1,170.6 |
| S1 |
1,167.2 |
1,168.8 |
|