| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,953.50 |
1,979.50 |
26.00 |
1.3% |
1,905.50 |
| High |
1,982.50 |
2,000.75 |
18.25 |
0.9% |
1,935.00 |
| Low |
1,952.50 |
1,962.75 |
10.25 |
0.5% |
1,853.00 |
| Close |
1,979.00 |
1,998.50 |
19.50 |
1.0% |
1,934.75 |
| Range |
30.00 |
38.00 |
8.00 |
26.7% |
82.00 |
| ATR |
38.83 |
38.78 |
-0.06 |
-0.2% |
0.00 |
| Volume |
5,615 |
7,608 |
1,993 |
35.5% |
34,958 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.25 |
2,088.00 |
2,019.50 |
|
| R3 |
2,063.25 |
2,050.00 |
2,009.00 |
|
| R2 |
2,025.25 |
2,025.25 |
2,005.50 |
|
| R1 |
2,012.00 |
2,012.00 |
2,002.00 |
2,018.50 |
| PP |
1,987.25 |
1,987.25 |
1,987.25 |
1,990.75 |
| S1 |
1,974.00 |
1,974.00 |
1,995.00 |
1,980.50 |
| S2 |
1,949.25 |
1,949.25 |
1,991.50 |
|
| S3 |
1,911.25 |
1,936.00 |
1,988.00 |
|
| S4 |
1,873.25 |
1,898.00 |
1,977.50 |
|
|
| 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 |
2,000.75 |
1,874.75 |
126.00 |
6.3% |
38.00 |
1.9% |
98% |
True |
False |
6,853 |
| 10 |
2,000.75 |
1,853.00 |
147.75 |
7.4% |
39.75 |
2.0% |
98% |
True |
False |
6,712 |
| 20 |
2,004.50 |
1,853.00 |
151.50 |
7.6% |
37.00 |
1.8% |
96% |
False |
False |
4,425 |
| 40 |
2,089.50 |
1,819.25 |
270.25 |
13.5% |
41.75 |
2.1% |
66% |
False |
False |
2,528 |
| 60 |
2,111.25 |
1,819.25 |
292.00 |
14.6% |
34.25 |
1.7% |
61% |
False |
False |
1,754 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.6% |
31.00 |
1.5% |
61% |
False |
False |
1,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.25 |
|
2.618 |
2,100.25 |
|
1.618 |
2,062.25 |
|
1.000 |
2,038.75 |
|
0.618 |
2,024.25 |
|
HIGH |
2,000.75 |
|
0.618 |
1,986.25 |
|
0.500 |
1,981.75 |
|
0.382 |
1,977.25 |
|
LOW |
1,962.75 |
|
0.618 |
1,939.25 |
|
1.000 |
1,924.75 |
|
1.618 |
1,901.25 |
|
2.618 |
1,863.25 |
|
4.250 |
1,801.25 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,993.00 |
1,991.25 |
| PP |
1,987.25 |
1,984.00 |
| S1 |
1,981.75 |
1,976.50 |
|