| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,983.00 |
1,978.00 |
-5.00 |
-0.3% |
1,932.25 |
| High |
1,993.50 |
2,011.00 |
17.50 |
0.9% |
2,005.75 |
| Low |
1,974.75 |
1,978.00 |
3.25 |
0.2% |
1,929.00 |
| Close |
1,976.00 |
2,010.75 |
34.75 |
1.8% |
1,999.25 |
| Range |
18.75 |
33.00 |
14.25 |
76.0% |
76.75 |
| ATR |
33.28 |
33.40 |
0.12 |
0.4% |
0.00 |
| Volume |
13,112 |
7,481 |
-5,631 |
-42.9% |
31,425 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.00 |
2,087.75 |
2,029.00 |
|
| R3 |
2,066.00 |
2,054.75 |
2,019.75 |
|
| R2 |
2,033.00 |
2,033.00 |
2,016.75 |
|
| R1 |
2,021.75 |
2,021.75 |
2,013.75 |
2,027.50 |
| PP |
2,000.00 |
2,000.00 |
2,000.00 |
2,002.75 |
| S1 |
1,988.75 |
1,988.75 |
2,007.75 |
1,994.50 |
| S2 |
1,967.00 |
1,967.00 |
2,004.75 |
|
| S3 |
1,934.00 |
1,955.75 |
2,001.75 |
|
| S4 |
1,901.00 |
1,922.75 |
1,992.50 |
|
|
| 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 |
2,011.00 |
1,974.75 |
36.25 |
1.8% |
20.25 |
1.0% |
99% |
True |
False |
7,652 |
| 10 |
2,011.00 |
1,874.75 |
136.25 |
6.8% |
29.25 |
1.5% |
100% |
True |
False |
7,252 |
| 20 |
2,011.00 |
1,853.00 |
158.00 |
7.9% |
34.25 |
1.7% |
100% |
True |
False |
6,107 |
| 40 |
2,063.50 |
1,819.25 |
244.25 |
12.1% |
41.75 |
2.1% |
78% |
False |
False |
3,474 |
| 60 |
2,100.50 |
1,819.25 |
281.25 |
14.0% |
35.25 |
1.8% |
68% |
False |
False |
2,389 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.5% |
31.00 |
1.5% |
66% |
False |
False |
1,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,151.25 |
|
2.618 |
2,097.50 |
|
1.618 |
2,064.50 |
|
1.000 |
2,044.00 |
|
0.618 |
2,031.50 |
|
HIGH |
2,011.00 |
|
0.618 |
1,998.50 |
|
0.500 |
1,994.50 |
|
0.382 |
1,990.50 |
|
LOW |
1,978.00 |
|
0.618 |
1,957.50 |
|
1.000 |
1,945.00 |
|
1.618 |
1,924.50 |
|
2.618 |
1,891.50 |
|
4.250 |
1,837.75 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.25 |
2,004.75 |
| PP |
2,000.00 |
1,998.75 |
| S1 |
1,994.50 |
1,993.00 |
|