| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,908.00 |
1,932.25 |
24.25 |
1.3% |
1,905.50 |
| High |
1,935.00 |
1,971.75 |
36.75 |
1.9% |
1,935.00 |
| Low |
1,874.75 |
1,929.00 |
54.25 |
2.9% |
1,853.00 |
| Close |
1,934.75 |
1,966.25 |
31.50 |
1.6% |
1,934.75 |
| Range |
60.25 |
42.75 |
-17.50 |
-29.0% |
82.00 |
| ATR |
40.92 |
41.05 |
0.13 |
0.3% |
0.00 |
| Volume |
7,156 |
3,336 |
-3,820 |
-53.4% |
34,958 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,084.00 |
2,067.75 |
1,989.75 |
|
| R3 |
2,041.25 |
2,025.00 |
1,978.00 |
|
| R2 |
1,998.50 |
1,998.50 |
1,974.00 |
|
| R1 |
1,982.25 |
1,982.25 |
1,970.25 |
1,990.50 |
| PP |
1,955.75 |
1,955.75 |
1,955.75 |
1,959.75 |
| S1 |
1,939.50 |
1,939.50 |
1,962.25 |
1,947.50 |
| S2 |
1,913.00 |
1,913.00 |
1,958.50 |
|
| S3 |
1,870.25 |
1,896.75 |
1,954.50 |
|
| S4 |
1,827.50 |
1,854.00 |
1,942.75 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.50 |
2,126.25 |
1,979.75 |
|
| R3 |
2,071.50 |
2,044.25 |
1,957.25 |
|
| R2 |
1,989.50 |
1,989.50 |
1,949.75 |
|
| R1 |
1,962.25 |
1,962.25 |
1,942.25 |
1,976.00 |
| PP |
1,907.50 |
1,907.50 |
1,907.50 |
1,914.50 |
| S1 |
1,880.25 |
1,880.25 |
1,927.25 |
1,894.00 |
| S2 |
1,825.50 |
1,825.50 |
1,919.75 |
|
| S3 |
1,743.50 |
1,798.25 |
1,912.25 |
|
| S4 |
1,661.50 |
1,716.25 |
1,889.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,971.75 |
1,853.00 |
118.75 |
6.0% |
41.75 |
2.1% |
95% |
True |
False |
6,778 |
| 10 |
1,971.75 |
1,853.00 |
118.75 |
6.0% |
42.75 |
2.2% |
95% |
True |
False |
5,375 |
| 20 |
2,004.50 |
1,853.00 |
151.50 |
7.7% |
39.75 |
2.0% |
75% |
False |
False |
3,456 |
| 40 |
2,089.50 |
1,819.25 |
270.25 |
13.7% |
42.00 |
2.1% |
54% |
False |
False |
1,964 |
| 60 |
2,111.25 |
1,819.25 |
292.00 |
14.9% |
34.00 |
1.7% |
50% |
False |
False |
1,376 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.9% |
30.50 |
1.5% |
50% |
False |
False |
1,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,153.50 |
|
2.618 |
2,083.75 |
|
1.618 |
2,041.00 |
|
1.000 |
2,014.50 |
|
0.618 |
1,998.25 |
|
HIGH |
1,971.75 |
|
0.618 |
1,955.50 |
|
0.500 |
1,950.50 |
|
0.382 |
1,945.25 |
|
LOW |
1,929.00 |
|
0.618 |
1,902.50 |
|
1.000 |
1,886.25 |
|
1.618 |
1,859.75 |
|
2.618 |
1,817.00 |
|
4.250 |
1,747.25 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,961.00 |
1,952.00 |
| PP |
1,955.75 |
1,937.50 |
| S1 |
1,950.50 |
1,923.25 |
|