| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,004.00 |
1,983.00 |
-21.00 |
-1.0% |
1,932.25 |
| High |
2,006.25 |
1,993.50 |
-12.75 |
-0.6% |
2,005.75 |
| Low |
1,983.25 |
1,974.75 |
-8.50 |
-0.4% |
1,929.00 |
| Close |
1,985.75 |
1,976.00 |
-9.75 |
-0.5% |
1,999.25 |
| Range |
23.00 |
18.75 |
-4.25 |
-18.5% |
76.75 |
| ATR |
34.39 |
33.28 |
-1.12 |
-3.2% |
0.00 |
| Volume |
5,444 |
13,112 |
7,668 |
140.9% |
31,425 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,037.75 |
2,025.50 |
1,986.25 |
|
| R3 |
2,019.00 |
2,006.75 |
1,981.25 |
|
| R2 |
2,000.25 |
2,000.25 |
1,979.50 |
|
| R1 |
1,988.00 |
1,988.00 |
1,977.75 |
1,984.75 |
| PP |
1,981.50 |
1,981.50 |
1,981.50 |
1,979.75 |
| S1 |
1,969.25 |
1,969.25 |
1,974.25 |
1,966.00 |
| S2 |
1,962.75 |
1,962.75 |
1,972.50 |
|
| S3 |
1,944.00 |
1,950.50 |
1,970.75 |
|
| S4 |
1,925.25 |
1,931.75 |
1,965.75 |
|
|
| 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 |
1,962.75 |
43.50 |
2.2% |
21.25 |
1.1% |
30% |
False |
False |
7,677 |
| 10 |
2,006.25 |
1,874.75 |
131.50 |
6.7% |
29.75 |
1.5% |
77% |
False |
False |
7,096 |
| 20 |
2,006.25 |
1,853.00 |
153.25 |
7.8% |
34.75 |
1.8% |
80% |
False |
False |
5,792 |
| 40 |
2,084.00 |
1,819.25 |
264.75 |
13.4% |
41.75 |
2.1% |
59% |
False |
False |
3,291 |
| 60 |
2,100.50 |
1,819.25 |
281.25 |
14.2% |
34.75 |
1.8% |
56% |
False |
False |
2,265 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.8% |
30.75 |
1.6% |
54% |
False |
False |
1,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,073.25 |
|
2.618 |
2,042.50 |
|
1.618 |
2,023.75 |
|
1.000 |
2,012.25 |
|
0.618 |
2,005.00 |
|
HIGH |
1,993.50 |
|
0.618 |
1,986.25 |
|
0.500 |
1,984.00 |
|
0.382 |
1,982.00 |
|
LOW |
1,974.75 |
|
0.618 |
1,963.25 |
|
1.000 |
1,956.00 |
|
1.618 |
1,944.50 |
|
2.618 |
1,925.75 |
|
4.250 |
1,895.00 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,984.00 |
1,990.50 |
| PP |
1,981.50 |
1,985.75 |
| S1 |
1,978.75 |
1,980.75 |
|