| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,995.25 |
1,997.25 |
2.00 |
0.1% |
1,932.25 |
| High |
2,005.75 |
2,006.00 |
0.25 |
0.0% |
2,005.75 |
| Low |
1,991.00 |
1,994.00 |
3.00 |
0.2% |
1,929.00 |
| Close |
1,999.25 |
2,003.00 |
3.75 |
0.2% |
1,999.25 |
| Range |
14.75 |
12.00 |
-2.75 |
-18.6% |
76.75 |
| ATR |
37.06 |
35.27 |
-1.79 |
-4.8% |
0.00 |
| Volume |
4,315 |
7,909 |
3,594 |
83.3% |
31,425 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,037.00 |
2,032.00 |
2,009.50 |
|
| R3 |
2,025.00 |
2,020.00 |
2,006.25 |
|
| R2 |
2,013.00 |
2,013.00 |
2,005.25 |
|
| R1 |
2,008.00 |
2,008.00 |
2,004.00 |
2,010.50 |
| PP |
2,001.00 |
2,001.00 |
2,001.00 |
2,002.25 |
| S1 |
1,996.00 |
1,996.00 |
2,002.00 |
1,998.50 |
| S2 |
1,989.00 |
1,989.00 |
2,000.75 |
|
| S3 |
1,977.00 |
1,984.00 |
1,999.75 |
|
| S4 |
1,965.00 |
1,972.00 |
1,996.50 |
|
|
| 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 |
2,006.00 |
1,952.50 |
53.50 |
2.7% |
22.75 |
1.1% |
94% |
True |
False |
7,199 |
| 10 |
2,006.00 |
1,853.00 |
153.00 |
7.6% |
32.25 |
1.6% |
98% |
True |
False |
6,989 |
| 20 |
2,006.00 |
1,853.00 |
153.00 |
7.6% |
35.75 |
1.8% |
98% |
True |
False |
5,001 |
| 40 |
2,089.50 |
1,819.25 |
270.25 |
13.5% |
41.50 |
2.1% |
68% |
False |
False |
2,830 |
| 60 |
2,111.25 |
1,819.25 |
292.00 |
14.6% |
34.50 |
1.7% |
63% |
False |
False |
1,956 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.6% |
30.75 |
1.5% |
63% |
False |
False |
1,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,057.00 |
|
2.618 |
2,037.50 |
|
1.618 |
2,025.50 |
|
1.000 |
2,018.00 |
|
0.618 |
2,013.50 |
|
HIGH |
2,006.00 |
|
0.618 |
2,001.50 |
|
0.500 |
2,000.00 |
|
0.382 |
1,998.50 |
|
LOW |
1,994.00 |
|
0.618 |
1,986.50 |
|
1.000 |
1,982.00 |
|
1.618 |
1,974.50 |
|
2.618 |
1,962.50 |
|
4.250 |
1,943.00 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.00 |
1,996.75 |
| PP |
2,001.00 |
1,990.50 |
| S1 |
2,000.00 |
1,984.50 |
|