| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,017.50 |
2,010.50 |
-7.00 |
-0.3% |
1,997.25 |
| High |
2,023.00 |
2,025.75 |
2.75 |
0.1% |
2,018.00 |
| Low |
2,010.50 |
1,999.00 |
-11.50 |
-0.6% |
1,974.75 |
| Close |
2,012.50 |
2,000.50 |
-12.00 |
-0.6% |
2,017.25 |
| Range |
12.50 |
26.75 |
14.25 |
114.0% |
43.25 |
| ATR |
29.39 |
29.20 |
-0.19 |
-0.6% |
0.00 |
| Volume |
6,930 |
5,416 |
-1,514 |
-21.8% |
36,299 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.75 |
2,071.25 |
2,015.25 |
|
| R3 |
2,062.00 |
2,044.50 |
2,007.75 |
|
| R2 |
2,035.25 |
2,035.25 |
2,005.50 |
|
| R1 |
2,017.75 |
2,017.75 |
2,003.00 |
2,013.00 |
| PP |
2,008.50 |
2,008.50 |
2,008.50 |
2,006.00 |
| S1 |
1,991.00 |
1,991.00 |
1,998.00 |
1,986.50 |
| S2 |
1,981.75 |
1,981.75 |
1,995.50 |
|
| S3 |
1,955.00 |
1,964.25 |
1,993.25 |
|
| S4 |
1,928.25 |
1,937.50 |
1,985.75 |
|
|
| 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 |
2,025.75 |
1,978.00 |
47.75 |
2.4% |
20.00 |
1.0% |
47% |
True |
False |
5,880 |
| 10 |
2,025.75 |
1,962.75 |
63.00 |
3.1% |
20.50 |
1.0% |
60% |
True |
False |
6,778 |
| 20 |
2,025.75 |
1,853.00 |
172.75 |
8.6% |
30.25 |
1.5% |
85% |
True |
False |
6,577 |
| 40 |
2,025.75 |
1,836.50 |
189.25 |
9.5% |
35.25 |
1.8% |
87% |
True |
False |
3,939 |
| 60 |
2,095.00 |
1,819.25 |
275.75 |
13.8% |
34.50 |
1.7% |
66% |
False |
False |
2,743 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.6% |
31.00 |
1.5% |
62% |
False |
False |
2,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,139.50 |
|
2.618 |
2,095.75 |
|
1.618 |
2,069.00 |
|
1.000 |
2,052.50 |
|
0.618 |
2,042.25 |
|
HIGH |
2,025.75 |
|
0.618 |
2,015.50 |
|
0.500 |
2,012.50 |
|
0.382 |
2,009.25 |
|
LOW |
1,999.00 |
|
0.618 |
1,982.50 |
|
1.000 |
1,972.25 |
|
1.618 |
1,955.75 |
|
2.618 |
1,929.00 |
|
4.250 |
1,885.25 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.50 |
2,012.50 |
| PP |
2,008.50 |
2,008.50 |
| S1 |
2,004.50 |
2,004.50 |
|