| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
3,239.0 |
3,246.0 |
7.0 |
0.2% |
3,239.0 |
| High |
3,258.0 |
3,277.0 |
19.0 |
0.6% |
3,258.0 |
| Low |
3,235.0 |
3,243.0 |
8.0 |
0.2% |
3,167.0 |
| Close |
3,249.0 |
3,258.0 |
9.0 |
0.3% |
3,249.0 |
| Range |
23.0 |
34.0 |
11.0 |
47.8% |
91.0 |
| ATR |
65.0 |
62.8 |
-2.2 |
-3.4% |
0.0 |
| Volume |
83 |
39,022 |
38,939 |
46,914.5% |
26,749 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,361.3 |
3,343.7 |
3,276.7 |
|
| R3 |
3,327.3 |
3,309.7 |
3,267.4 |
|
| R2 |
3,293.3 |
3,293.3 |
3,264.2 |
|
| R1 |
3,275.7 |
3,275.7 |
3,261.1 |
3,284.5 |
| PP |
3,259.3 |
3,259.3 |
3,259.3 |
3,263.8 |
| S1 |
3,241.7 |
3,241.7 |
3,254.9 |
3,250.5 |
| S2 |
3,225.3 |
3,225.3 |
3,251.8 |
|
| S3 |
3,191.3 |
3,207.7 |
3,248.7 |
|
| S4 |
3,157.3 |
3,173.7 |
3,239.3 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,497.7 |
3,464.3 |
3,299.1 |
|
| R3 |
3,406.7 |
3,373.3 |
3,274.0 |
|
| R2 |
3,315.7 |
3,315.7 |
3,265.7 |
|
| R1 |
3,282.3 |
3,282.3 |
3,257.3 |
3,299.0 |
| PP |
3,224.7 |
3,224.7 |
3,224.7 |
3,233.0 |
| S1 |
3,191.3 |
3,191.3 |
3,240.7 |
3,208.0 |
| S2 |
3,133.7 |
3,133.7 |
3,232.3 |
|
| S3 |
3,042.7 |
3,100.3 |
3,224.0 |
|
| S4 |
2,951.7 |
3,009.3 |
3,199.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,277.0 |
3,167.0 |
110.0 |
3.4% |
37.6 |
1.2% |
83% |
True |
False |
13,087 |
| 10 |
3,277.0 |
3,152.0 |
125.0 |
3.8% |
41.7 |
1.3% |
85% |
True |
False |
6,946 |
| 20 |
3,277.0 |
2,969.0 |
308.0 |
9.5% |
62.8 |
1.9% |
94% |
True |
False |
4,014 |
| 40 |
3,304.0 |
2,969.0 |
335.0 |
10.3% |
54.6 |
1.7% |
86% |
False |
False |
4,984 |
| 60 |
3,664.0 |
2,969.0 |
695.0 |
21.3% |
45.4 |
1.4% |
42% |
False |
False |
3,362 |
| 80 |
3,679.0 |
2,969.0 |
710.0 |
21.8% |
37.0 |
1.1% |
41% |
False |
False |
2,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,421.5 |
|
2.618 |
3,366.0 |
|
1.618 |
3,332.0 |
|
1.000 |
3,311.0 |
|
0.618 |
3,298.0 |
|
HIGH |
3,277.0 |
|
0.618 |
3,264.0 |
|
0.500 |
3,260.0 |
|
0.382 |
3,256.0 |
|
LOW |
3,243.0 |
|
0.618 |
3,222.0 |
|
1.000 |
3,209.0 |
|
1.618 |
3,188.0 |
|
2.618 |
3,154.0 |
|
4.250 |
3,098.5 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,260.0 |
3,250.7 |
| PP |
3,259.3 |
3,243.3 |
| S1 |
3,258.7 |
3,236.0 |
|