| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,979.50 |
1,995.25 |
15.75 |
0.8% |
1,932.25 |
| High |
2,000.75 |
2,005.75 |
5.00 |
0.2% |
2,005.75 |
| Low |
1,962.75 |
1,991.00 |
28.25 |
1.4% |
1,929.00 |
| Close |
1,998.50 |
1,999.25 |
0.75 |
0.0% |
1,999.25 |
| Range |
38.00 |
14.75 |
-23.25 |
-61.2% |
76.75 |
| ATR |
38.78 |
37.06 |
-1.72 |
-4.4% |
0.00 |
| Volume |
7,608 |
4,315 |
-3,293 |
-43.3% |
31,425 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.00 |
2,035.75 |
2,007.25 |
|
| R3 |
2,028.25 |
2,021.00 |
2,003.25 |
|
| R2 |
2,013.50 |
2,013.50 |
2,002.00 |
|
| R1 |
2,006.25 |
2,006.25 |
2,000.50 |
2,010.00 |
| PP |
1,998.75 |
1,998.75 |
1,998.75 |
2,000.50 |
| S1 |
1,991.50 |
1,991.50 |
1,998.00 |
1,995.00 |
| S2 |
1,984.00 |
1,984.00 |
1,996.50 |
|
| S3 |
1,969.25 |
1,976.75 |
1,995.25 |
|
| S4 |
1,954.50 |
1,962.00 |
1,991.25 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.25 |
2,180.50 |
2,041.50 |
|
| R3 |
2,131.50 |
2,103.75 |
2,020.25 |
|
| R2 |
2,054.75 |
2,054.75 |
2,013.25 |
|
| R1 |
2,027.00 |
2,027.00 |
2,006.25 |
2,041.00 |
| PP |
1,978.00 |
1,978.00 |
1,978.00 |
1,985.00 |
| S1 |
1,950.25 |
1,950.25 |
1,992.25 |
1,964.00 |
| S2 |
1,901.25 |
1,901.25 |
1,985.25 |
|
| S3 |
1,824.50 |
1,873.50 |
1,978.25 |
|
| S4 |
1,747.75 |
1,796.75 |
1,957.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,005.75 |
1,929.00 |
76.75 |
3.8% |
29.00 |
1.5% |
92% |
True |
False |
6,285 |
| 10 |
2,005.75 |
1,853.00 |
152.75 |
7.6% |
37.25 |
1.9% |
96% |
True |
False |
6,638 |
| 20 |
2,005.75 |
1,853.00 |
152.75 |
7.6% |
36.50 |
1.8% |
96% |
True |
False |
4,619 |
| 40 |
2,089.50 |
1,819.25 |
270.25 |
13.5% |
41.75 |
2.1% |
67% |
False |
False |
2,633 |
| 60 |
2,111.25 |
1,819.25 |
292.00 |
14.6% |
34.25 |
1.7% |
62% |
False |
False |
1,824 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.6% |
31.00 |
1.5% |
62% |
False |
False |
1,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,068.50 |
|
2.618 |
2,044.25 |
|
1.618 |
2,029.50 |
|
1.000 |
2,020.50 |
|
0.618 |
2,014.75 |
|
HIGH |
2,005.75 |
|
0.618 |
2,000.00 |
|
0.500 |
1,998.50 |
|
0.382 |
1,996.75 |
|
LOW |
1,991.00 |
|
0.618 |
1,982.00 |
|
1.000 |
1,976.25 |
|
1.618 |
1,967.25 |
|
2.618 |
1,952.50 |
|
4.250 |
1,928.25 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,999.00 |
1,992.50 |
| PP |
1,998.75 |
1,985.75 |
| S1 |
1,998.50 |
1,979.00 |
|