| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,932.25 |
1,964.75 |
32.50 |
1.7% |
1,905.50 |
| High |
1,971.75 |
1,973.75 |
2.00 |
0.1% |
1,935.00 |
| Low |
1,929.00 |
1,954.25 |
25.25 |
1.3% |
1,853.00 |
| Close |
1,966.25 |
1,960.25 |
-6.00 |
-0.3% |
1,934.75 |
| Range |
42.75 |
19.50 |
-23.25 |
-54.4% |
82.00 |
| ATR |
41.05 |
39.51 |
-1.54 |
-3.8% |
0.00 |
| Volume |
3,336 |
10,551 |
7,215 |
216.3% |
34,958 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,021.25 |
2,010.25 |
1,971.00 |
|
| R3 |
2,001.75 |
1,990.75 |
1,965.50 |
|
| R2 |
1,982.25 |
1,982.25 |
1,963.75 |
|
| R1 |
1,971.25 |
1,971.25 |
1,962.00 |
1,967.00 |
| PP |
1,962.75 |
1,962.75 |
1,962.75 |
1,960.50 |
| S1 |
1,951.75 |
1,951.75 |
1,958.50 |
1,947.50 |
| S2 |
1,943.25 |
1,943.25 |
1,956.75 |
|
| S3 |
1,923.75 |
1,932.25 |
1,955.00 |
|
| S4 |
1,904.25 |
1,912.75 |
1,949.50 |
|
|
| 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 |
1,973.75 |
1,863.25 |
110.50 |
5.6% |
40.00 |
2.0% |
88% |
True |
False |
6,814 |
| 10 |
1,973.75 |
1,853.00 |
120.75 |
6.2% |
40.00 |
2.0% |
89% |
True |
False |
6,124 |
| 20 |
2,004.50 |
1,853.00 |
151.50 |
7.7% |
38.25 |
1.9% |
71% |
False |
False |
3,923 |
| 40 |
2,089.50 |
1,819.25 |
270.25 |
13.8% |
41.75 |
2.1% |
52% |
False |
False |
2,226 |
| 60 |
2,111.25 |
1,819.25 |
292.00 |
14.9% |
33.50 |
1.7% |
48% |
False |
False |
1,551 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.9% |
30.50 |
1.6% |
48% |
False |
False |
1,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,056.50 |
|
2.618 |
2,024.75 |
|
1.618 |
2,005.25 |
|
1.000 |
1,993.25 |
|
0.618 |
1,985.75 |
|
HIGH |
1,973.75 |
|
0.618 |
1,966.25 |
|
0.500 |
1,964.00 |
|
0.382 |
1,961.75 |
|
LOW |
1,954.25 |
|
0.618 |
1,942.25 |
|
1.000 |
1,934.75 |
|
1.618 |
1,922.75 |
|
2.618 |
1,903.25 |
|
4.250 |
1,871.50 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,964.00 |
1,948.25 |
| PP |
1,962.75 |
1,936.25 |
| S1 |
1,961.50 |
1,924.25 |
|