| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,978.00 |
2,009.00 |
31.00 |
1.6% |
1,997.25 |
| High |
2,011.00 |
2,018.00 |
7.00 |
0.3% |
2,018.00 |
| Low |
1,978.00 |
2,004.25 |
26.25 |
1.3% |
1,974.75 |
| Close |
2,010.75 |
2,017.25 |
6.50 |
0.3% |
2,017.25 |
| Range |
33.00 |
13.75 |
-19.25 |
-58.3% |
43.25 |
| ATR |
33.40 |
32.00 |
-1.40 |
-4.2% |
0.00 |
| Volume |
7,481 |
2,353 |
-5,128 |
-68.5% |
36,299 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.50 |
2,049.50 |
2,024.75 |
|
| R3 |
2,040.75 |
2,035.75 |
2,021.00 |
|
| R2 |
2,027.00 |
2,027.00 |
2,019.75 |
|
| R1 |
2,022.00 |
2,022.00 |
2,018.50 |
2,024.50 |
| PP |
2,013.25 |
2,013.25 |
2,013.25 |
2,014.50 |
| S1 |
2,008.25 |
2,008.25 |
2,016.00 |
2,010.75 |
| S2 |
1,999.50 |
1,999.50 |
2,014.75 |
|
| S3 |
1,985.75 |
1,994.50 |
2,013.50 |
|
| S4 |
1,972.00 |
1,980.75 |
2,009.75 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.00 |
2,118.50 |
2,041.00 |
|
| R3 |
2,089.75 |
2,075.25 |
2,029.25 |
|
| R2 |
2,046.50 |
2,046.50 |
2,025.25 |
|
| R1 |
2,032.00 |
2,032.00 |
2,021.25 |
2,039.25 |
| PP |
2,003.25 |
2,003.25 |
2,003.25 |
2,007.00 |
| S1 |
1,988.75 |
1,988.75 |
2,013.25 |
1,996.00 |
| S2 |
1,960.00 |
1,960.00 |
2,009.25 |
|
| S3 |
1,916.75 |
1,945.50 |
2,005.25 |
|
| S4 |
1,873.50 |
1,902.25 |
1,993.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,018.00 |
1,974.75 |
43.25 |
2.1% |
20.00 |
1.0% |
98% |
True |
False |
7,259 |
| 10 |
2,018.00 |
1,929.00 |
89.00 |
4.4% |
24.50 |
1.2% |
99% |
True |
False |
6,772 |
| 20 |
2,018.00 |
1,853.00 |
165.00 |
8.2% |
33.00 |
1.6% |
100% |
True |
False |
6,104 |
| 40 |
2,018.00 |
1,819.25 |
198.75 |
9.9% |
40.75 |
2.0% |
100% |
True |
False |
3,528 |
| 60 |
2,095.00 |
1,819.25 |
275.75 |
13.7% |
35.00 |
1.7% |
72% |
False |
False |
2,427 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.5% |
31.00 |
1.5% |
68% |
False |
False |
1,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,076.50 |
|
2.618 |
2,054.00 |
|
1.618 |
2,040.25 |
|
1.000 |
2,031.75 |
|
0.618 |
2,026.50 |
|
HIGH |
2,018.00 |
|
0.618 |
2,012.75 |
|
0.500 |
2,011.00 |
|
0.382 |
2,009.50 |
|
LOW |
2,004.25 |
|
0.618 |
1,995.75 |
|
1.000 |
1,990.50 |
|
1.618 |
1,982.00 |
|
2.618 |
1,968.25 |
|
4.250 |
1,945.75 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,015.25 |
2,010.25 |
| PP |
2,013.25 |
2,003.25 |
| S1 |
2,011.00 |
1,996.50 |
|