| 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 |
3,257.0 |
3,255.0 |
-2.0 |
-0.1% |
3,239.0 |
| High |
3,268.0 |
3,371.0 |
103.0 |
3.2% |
3,258.0 |
| Low |
3,225.0 |
3,247.0 |
22.0 |
0.7% |
3,167.0 |
| Close |
3,258.0 |
3,346.0 |
88.0 |
2.7% |
3,249.0 |
| Range |
43.0 |
124.0 |
81.0 |
188.4% |
91.0 |
| ATR |
59.6 |
64.2 |
4.6 |
7.7% |
0.0 |
| Volume |
32,170 |
34,857 |
2,687 |
8.4% |
26,749 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,693.3 |
3,643.7 |
3,414.2 |
|
| R3 |
3,569.3 |
3,519.7 |
3,380.1 |
|
| R2 |
3,445.3 |
3,445.3 |
3,368.7 |
|
| R1 |
3,395.7 |
3,395.7 |
3,357.4 |
3,420.5 |
| PP |
3,321.3 |
3,321.3 |
3,321.3 |
3,333.8 |
| S1 |
3,271.7 |
3,271.7 |
3,334.6 |
3,296.5 |
| S2 |
3,197.3 |
3,197.3 |
3,323.3 |
|
| S3 |
3,073.3 |
3,147.7 |
3,311.9 |
|
| S4 |
2,949.3 |
3,023.7 |
3,277.8 |
|
|
| 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 |
3,371.0 |
3,225.0 |
146.0 |
4.4% |
52.0 |
1.6% |
83% |
True |
False |
21,226 |
| 10 |
3,371.0 |
3,167.0 |
204.0 |
6.1% |
45.4 |
1.4% |
88% |
True |
False |
13,586 |
| 20 |
3,371.0 |
2,969.0 |
402.0 |
12.0% |
58.3 |
1.7% |
94% |
True |
False |
7,094 |
| 40 |
3,371.0 |
2,969.0 |
402.0 |
12.0% |
54.4 |
1.6% |
94% |
True |
False |
6,657 |
| 60 |
3,664.0 |
2,969.0 |
695.0 |
20.8% |
48.7 |
1.5% |
54% |
False |
False |
4,442 |
| 80 |
3,679.0 |
2,969.0 |
710.0 |
21.2% |
38.8 |
1.2% |
53% |
False |
False |
3,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,898.0 |
|
2.618 |
3,695.6 |
|
1.618 |
3,571.6 |
|
1.000 |
3,495.0 |
|
0.618 |
3,447.6 |
|
HIGH |
3,371.0 |
|
0.618 |
3,323.6 |
|
0.500 |
3,309.0 |
|
0.382 |
3,294.4 |
|
LOW |
3,247.0 |
|
0.618 |
3,170.4 |
|
1.000 |
3,123.0 |
|
1.618 |
3,046.4 |
|
2.618 |
2,922.4 |
|
4.250 |
2,720.0 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,333.7 |
3,330.0 |
| PP |
3,321.3 |
3,314.0 |
| S1 |
3,309.0 |
3,298.0 |
|