| 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 |
3,250.0 |
3,257.0 |
7.0 |
0.2% |
3,239.0 |
| High |
3,266.0 |
3,268.0 |
2.0 |
0.1% |
3,258.0 |
| Low |
3,230.0 |
3,225.0 |
-5.0 |
-0.2% |
3,167.0 |
| Close |
3,247.0 |
3,258.0 |
11.0 |
0.3% |
3,249.0 |
| Range |
36.0 |
43.0 |
7.0 |
19.4% |
91.0 |
| ATR |
60.9 |
59.6 |
-1.3 |
-2.1% |
0.0 |
| Volume |
0 |
32,170 |
32,170 |
|
26,749 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,379.3 |
3,361.7 |
3,281.7 |
|
| R3 |
3,336.3 |
3,318.7 |
3,269.8 |
|
| R2 |
3,293.3 |
3,293.3 |
3,265.9 |
|
| R1 |
3,275.7 |
3,275.7 |
3,261.9 |
3,284.5 |
| PP |
3,250.3 |
3,250.3 |
3,250.3 |
3,254.8 |
| S1 |
3,232.7 |
3,232.7 |
3,254.1 |
3,241.5 |
| S2 |
3,207.3 |
3,207.3 |
3,250.1 |
|
| S3 |
3,164.3 |
3,189.7 |
3,246.2 |
|
| S4 |
3,121.3 |
3,146.7 |
3,234.4 |
|
|
| 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 |
3,195.0 |
82.0 |
2.5% |
37.6 |
1.2% |
77% |
False |
False |
19,521 |
| 10 |
3,277.0 |
3,167.0 |
110.0 |
3.4% |
38.3 |
1.2% |
83% |
False |
False |
10,124 |
| 20 |
3,277.0 |
2,969.0 |
308.0 |
9.5% |
56.9 |
1.7% |
94% |
False |
False |
5,352 |
| 40 |
3,304.0 |
2,969.0 |
335.0 |
10.3% |
52.0 |
1.6% |
86% |
False |
False |
5,786 |
| 60 |
3,664.0 |
2,969.0 |
695.0 |
21.3% |
46.7 |
1.4% |
42% |
False |
False |
3,861 |
| 80 |
3,679.0 |
2,969.0 |
710.0 |
21.8% |
37.8 |
1.2% |
41% |
False |
False |
2,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,450.8 |
|
2.618 |
3,380.6 |
|
1.618 |
3,337.6 |
|
1.000 |
3,311.0 |
|
0.618 |
3,294.6 |
|
HIGH |
3,268.0 |
|
0.618 |
3,251.6 |
|
0.500 |
3,246.5 |
|
0.382 |
3,241.4 |
|
LOW |
3,225.0 |
|
0.618 |
3,198.4 |
|
1.000 |
3,182.0 |
|
1.618 |
3,155.4 |
|
2.618 |
3,112.4 |
|
4.250 |
3,042.3 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,254.2 |
3,255.7 |
| PP |
3,250.3 |
3,253.3 |
| S1 |
3,246.5 |
3,251.0 |
|