| 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 |
9,983.5 |
10,132.5 |
149.0 |
1.5% |
10,105.0 |
| High |
10,149.0 |
10,160.5 |
11.5 |
0.1% |
10,182.0 |
| Low |
9,975.0 |
10,068.0 |
93.0 |
0.9% |
9,898.5 |
| Close |
10,065.0 |
10,104.0 |
39.0 |
0.4% |
10,104.0 |
| Range |
174.0 |
92.5 |
-81.5 |
-46.8% |
283.5 |
| ATR |
219.3 |
210.5 |
-8.8 |
-4.0% |
0.0 |
| Volume |
1,269 |
2,281 |
1,012 |
79.7% |
5,850 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,388.3 |
10,338.7 |
10,154.9 |
|
| R3 |
10,295.8 |
10,246.2 |
10,129.4 |
|
| R2 |
10,203.3 |
10,203.3 |
10,121.0 |
|
| R1 |
10,153.7 |
10,153.7 |
10,112.5 |
10,132.3 |
| PP |
10,110.8 |
10,110.8 |
10,110.8 |
10,100.1 |
| S1 |
10,061.2 |
10,061.2 |
10,095.5 |
10,039.8 |
| S2 |
10,018.3 |
10,018.3 |
10,087.0 |
|
| S3 |
9,925.8 |
9,968.7 |
10,078.6 |
|
| S4 |
9,833.3 |
9,876.2 |
10,053.1 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,912.0 |
10,791.5 |
10,259.9 |
|
| R3 |
10,628.5 |
10,508.0 |
10,182.0 |
|
| R2 |
10,345.0 |
10,345.0 |
10,156.0 |
|
| R1 |
10,224.5 |
10,224.5 |
10,130.0 |
10,143.0 |
| PP |
10,061.5 |
10,061.5 |
10,061.5 |
10,020.8 |
| S1 |
9,941.0 |
9,941.0 |
10,078.0 |
9,859.5 |
| S2 |
9,778.0 |
9,778.0 |
10,052.0 |
|
| S3 |
9,494.5 |
9,657.5 |
10,026.0 |
|
| S4 |
9,211.0 |
9,374.0 |
9,948.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,182.0 |
9,898.5 |
283.5 |
2.8% |
136.8 |
1.4% |
72% |
False |
False |
1,170 |
| 10 |
10,182.0 |
9,662.5 |
519.5 |
5.1% |
159.1 |
1.6% |
85% |
False |
False |
719 |
| 20 |
10,182.0 |
9,329.5 |
852.5 |
8.4% |
207.2 |
2.1% |
91% |
False |
False |
586 |
| 40 |
10,534.5 |
9,329.5 |
1,205.0 |
11.9% |
190.8 |
1.9% |
64% |
False |
False |
329 |
| 60 |
11,674.5 |
9,329.5 |
2,345.0 |
23.2% |
169.1 |
1.7% |
33% |
False |
False |
226 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
24.5% |
141.1 |
1.4% |
31% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,553.6 |
|
2.618 |
10,402.7 |
|
1.618 |
10,310.2 |
|
1.000 |
10,253.0 |
|
0.618 |
10,217.7 |
|
HIGH |
10,160.5 |
|
0.618 |
10,125.2 |
|
0.500 |
10,114.3 |
|
0.382 |
10,103.3 |
|
LOW |
10,068.0 |
|
0.618 |
10,010.8 |
|
1.000 |
9,975.5 |
|
1.618 |
9,918.3 |
|
2.618 |
9,825.8 |
|
4.250 |
9,674.9 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,114.3 |
10,079.2 |
| PP |
10,110.8 |
10,054.3 |
| S1 |
10,107.4 |
10,029.5 |
|