| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,016.00 |
2,017.50 |
1.50 |
0.1% |
1,997.25 |
| High |
2,019.50 |
2,023.00 |
3.50 |
0.2% |
2,018.00 |
| Low |
2,005.75 |
2,010.50 |
4.75 |
0.2% |
1,974.75 |
| Close |
2,019.00 |
2,012.50 |
-6.50 |
-0.3% |
2,017.25 |
| Range |
13.75 |
12.50 |
-1.25 |
-9.1% |
43.25 |
| ATR |
30.69 |
29.39 |
-1.30 |
-4.2% |
0.00 |
| Volume |
7,220 |
6,930 |
-290 |
-4.0% |
36,299 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.75 |
2,045.25 |
2,019.50 |
|
| R3 |
2,040.25 |
2,032.75 |
2,016.00 |
|
| R2 |
2,027.75 |
2,027.75 |
2,014.75 |
|
| R1 |
2,020.25 |
2,020.25 |
2,013.75 |
2,017.75 |
| PP |
2,015.25 |
2,015.25 |
2,015.25 |
2,014.00 |
| S1 |
2,007.75 |
2,007.75 |
2,011.25 |
2,005.25 |
| S2 |
2,002.75 |
2,002.75 |
2,010.25 |
|
| S3 |
1,990.25 |
1,995.25 |
2,009.00 |
|
| S4 |
1,977.75 |
1,982.75 |
2,005.50 |
|
|
| 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 |
2,023.00 |
1,974.75 |
48.25 |
2.4% |
18.25 |
0.9% |
78% |
True |
False |
7,419 |
| 10 |
2,023.00 |
1,952.50 |
70.50 |
3.5% |
21.00 |
1.0% |
85% |
True |
False |
6,798 |
| 20 |
2,023.00 |
1,853.00 |
170.00 |
8.4% |
30.50 |
1.5% |
94% |
True |
False |
6,461 |
| 40 |
2,023.00 |
1,836.50 |
186.50 |
9.3% |
36.75 |
1.8% |
94% |
True |
False |
3,827 |
| 60 |
2,095.00 |
1,819.25 |
275.75 |
13.7% |
34.50 |
1.7% |
70% |
False |
False |
2,661 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.5% |
31.00 |
1.5% |
66% |
False |
False |
2,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,076.00 |
|
2.618 |
2,055.75 |
|
1.618 |
2,043.25 |
|
1.000 |
2,035.50 |
|
0.618 |
2,030.75 |
|
HIGH |
2,023.00 |
|
0.618 |
2,018.25 |
|
0.500 |
2,016.75 |
|
0.382 |
2,015.25 |
|
LOW |
2,010.50 |
|
0.618 |
2,002.75 |
|
1.000 |
1,998.00 |
|
1.618 |
1,990.25 |
|
2.618 |
1,977.75 |
|
4.250 |
1,957.50 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,016.75 |
2,013.50 |
| PP |
2,015.25 |
2,013.25 |
| S1 |
2,014.00 |
2,013.00 |
|