| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,009.00 |
2,016.00 |
7.00 |
0.3% |
1,997.25 |
| High |
2,018.00 |
2,019.50 |
1.50 |
0.1% |
2,018.00 |
| Low |
2,004.25 |
2,005.75 |
1.50 |
0.1% |
1,974.75 |
| Close |
2,017.25 |
2,019.00 |
1.75 |
0.1% |
2,017.25 |
| Range |
13.75 |
13.75 |
0.00 |
0.0% |
43.25 |
| ATR |
32.00 |
30.69 |
-1.30 |
-4.1% |
0.00 |
| Volume |
2,353 |
7,220 |
4,867 |
206.8% |
36,299 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.00 |
2,051.25 |
2,026.50 |
|
| R3 |
2,042.25 |
2,037.50 |
2,022.75 |
|
| R2 |
2,028.50 |
2,028.50 |
2,021.50 |
|
| R1 |
2,023.75 |
2,023.75 |
2,020.25 |
2,026.00 |
| PP |
2,014.75 |
2,014.75 |
2,014.75 |
2,016.00 |
| S1 |
2,010.00 |
2,010.00 |
2,017.75 |
2,012.50 |
| S2 |
2,001.00 |
2,001.00 |
2,016.50 |
|
| S3 |
1,987.25 |
1,996.25 |
2,015.25 |
|
| S4 |
1,973.50 |
1,982.50 |
2,011.50 |
|
|
| 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 |
2,019.50 |
1,974.75 |
44.75 |
2.2% |
20.50 |
1.0% |
99% |
True |
False |
7,122 |
| 10 |
2,019.50 |
1,952.50 |
67.00 |
3.3% |
21.75 |
1.1% |
99% |
True |
False |
7,160 |
| 20 |
2,019.50 |
1,853.00 |
166.50 |
8.2% |
32.25 |
1.6% |
100% |
True |
False |
6,268 |
| 40 |
2,019.50 |
1,819.25 |
200.25 |
9.9% |
39.75 |
2.0% |
100% |
True |
False |
3,694 |
| 60 |
2,095.00 |
1,819.25 |
275.75 |
13.7% |
34.75 |
1.7% |
72% |
False |
False |
2,547 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.5% |
31.00 |
1.5% |
68% |
False |
False |
1,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,078.00 |
|
2.618 |
2,055.50 |
|
1.618 |
2,041.75 |
|
1.000 |
2,033.25 |
|
0.618 |
2,028.00 |
|
HIGH |
2,019.50 |
|
0.618 |
2,014.25 |
|
0.500 |
2,012.50 |
|
0.382 |
2,011.00 |
|
LOW |
2,005.75 |
|
0.618 |
1,997.25 |
|
1.000 |
1,992.00 |
|
1.618 |
1,983.50 |
|
2.618 |
1,969.75 |
|
4.250 |
1,947.25 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,017.00 |
2,012.25 |
| PP |
2,014.75 |
2,005.50 |
| S1 |
2,012.50 |
1,998.75 |
|