| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,997.25 |
2,004.00 |
6.75 |
0.3% |
1,932.25 |
| High |
2,006.00 |
2,006.25 |
0.25 |
0.0% |
2,005.75 |
| Low |
1,994.00 |
1,983.25 |
-10.75 |
-0.5% |
1,929.00 |
| Close |
2,003.00 |
1,985.75 |
-17.25 |
-0.9% |
1,999.25 |
| Range |
12.00 |
23.00 |
11.00 |
91.7% |
76.75 |
| ATR |
35.27 |
34.39 |
-0.88 |
-2.5% |
0.00 |
| Volume |
7,909 |
5,444 |
-2,465 |
-31.2% |
31,425 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,060.75 |
2,046.25 |
1,998.50 |
|
| R3 |
2,037.75 |
2,023.25 |
1,992.00 |
|
| R2 |
2,014.75 |
2,014.75 |
1,990.00 |
|
| R1 |
2,000.25 |
2,000.25 |
1,987.75 |
1,996.00 |
| PP |
1,991.75 |
1,991.75 |
1,991.75 |
1,989.50 |
| S1 |
1,977.25 |
1,977.25 |
1,983.75 |
1,973.00 |
| S2 |
1,968.75 |
1,968.75 |
1,981.50 |
|
| S3 |
1,945.75 |
1,954.25 |
1,979.50 |
|
| S4 |
1,922.75 |
1,931.25 |
1,973.00 |
|
|
| 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 |
2,006.25 |
1,952.50 |
53.75 |
2.7% |
23.50 |
1.2% |
62% |
True |
False |
6,178 |
| 10 |
2,006.25 |
1,863.25 |
143.00 |
7.2% |
31.75 |
1.6% |
86% |
True |
False |
6,496 |
| 20 |
2,006.25 |
1,853.00 |
153.25 |
7.7% |
35.00 |
1.8% |
87% |
True |
False |
5,213 |
| 40 |
2,089.50 |
1,819.25 |
270.25 |
13.6% |
41.50 |
2.1% |
62% |
False |
False |
2,964 |
| 60 |
2,111.25 |
1,819.25 |
292.00 |
14.7% |
34.75 |
1.7% |
57% |
False |
False |
2,047 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.7% |
30.75 |
1.5% |
57% |
False |
False |
1,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.00 |
|
2.618 |
2,066.50 |
|
1.618 |
2,043.50 |
|
1.000 |
2,029.25 |
|
0.618 |
2,020.50 |
|
HIGH |
2,006.25 |
|
0.618 |
1,997.50 |
|
0.500 |
1,994.75 |
|
0.382 |
1,992.00 |
|
LOW |
1,983.25 |
|
0.618 |
1,969.00 |
|
1.000 |
1,960.25 |
|
1.618 |
1,946.00 |
|
2.618 |
1,923.00 |
|
4.250 |
1,885.50 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,994.75 |
1,994.75 |
| PP |
1,991.75 |
1,991.75 |
| S1 |
1,988.75 |
1,988.75 |
|