| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,010.50 |
2,002.50 |
-8.00 |
-0.4% |
1,997.25 |
| High |
2,025.75 |
2,047.50 |
21.75 |
1.1% |
2,018.00 |
| Low |
1,999.00 |
2,000.75 |
1.75 |
0.1% |
1,974.75 |
| Close |
2,000.50 |
2,045.00 |
44.50 |
2.2% |
2,017.25 |
| Range |
26.75 |
46.75 |
20.00 |
74.8% |
43.25 |
| ATR |
29.20 |
30.47 |
1.27 |
4.4% |
0.00 |
| Volume |
5,416 |
4,474 |
-942 |
-17.4% |
36,299 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.25 |
2,155.00 |
2,070.75 |
|
| R3 |
2,124.50 |
2,108.25 |
2,057.75 |
|
| R2 |
2,077.75 |
2,077.75 |
2,053.50 |
|
| R1 |
2,061.50 |
2,061.50 |
2,049.25 |
2,069.50 |
| PP |
2,031.00 |
2,031.00 |
2,031.00 |
2,035.25 |
| S1 |
2,014.75 |
2,014.75 |
2,040.75 |
2,023.00 |
| S2 |
1,984.25 |
1,984.25 |
2,036.50 |
|
| S3 |
1,937.50 |
1,968.00 |
2,032.25 |
|
| S4 |
1,890.75 |
1,921.25 |
2,019.25 |
|
|
| 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 |
2,047.50 |
1,999.00 |
48.50 |
2.4% |
22.75 |
1.1% |
95% |
True |
False |
5,278 |
| 10 |
2,047.50 |
1,974.75 |
72.75 |
3.6% |
21.50 |
1.1% |
97% |
True |
False |
6,465 |
| 20 |
2,047.50 |
1,853.00 |
194.50 |
9.5% |
30.50 |
1.5% |
99% |
True |
False |
6,589 |
| 40 |
2,047.50 |
1,853.00 |
194.50 |
9.5% |
34.25 |
1.7% |
99% |
True |
False |
4,029 |
| 60 |
2,095.00 |
1,819.25 |
275.75 |
13.5% |
35.00 |
1.7% |
82% |
False |
False |
2,815 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.3% |
31.25 |
1.5% |
77% |
False |
False |
2,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,246.25 |
|
2.618 |
2,170.00 |
|
1.618 |
2,123.25 |
|
1.000 |
2,094.25 |
|
0.618 |
2,076.50 |
|
HIGH |
2,047.50 |
|
0.618 |
2,029.75 |
|
0.500 |
2,024.00 |
|
0.382 |
2,018.50 |
|
LOW |
2,000.75 |
|
0.618 |
1,971.75 |
|
1.000 |
1,954.00 |
|
1.618 |
1,925.00 |
|
2.618 |
1,878.25 |
|
4.250 |
1,802.00 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,038.00 |
2,037.75 |
| PP |
2,031.00 |
2,030.50 |
| S1 |
2,024.00 |
2,023.25 |
|