| 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 |
10,132.5 |
10,090.5 |
-42.0 |
-0.4% |
10,105.0 |
| High |
10,160.5 |
10,213.0 |
52.5 |
0.5% |
10,182.0 |
| Low |
10,068.0 |
10,090.5 |
22.5 |
0.2% |
9,898.5 |
| Close |
10,104.0 |
10,173.5 |
69.5 |
0.7% |
10,104.0 |
| Range |
92.5 |
122.5 |
30.0 |
32.4% |
283.5 |
| ATR |
210.5 |
204.2 |
-6.3 |
-3.0% |
0.0 |
| Volume |
2,281 |
1,639 |
-642 |
-28.1% |
5,850 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,526.5 |
10,472.5 |
10,240.9 |
|
| R3 |
10,404.0 |
10,350.0 |
10,207.2 |
|
| R2 |
10,281.5 |
10,281.5 |
10,196.0 |
|
| R1 |
10,227.5 |
10,227.5 |
10,184.7 |
10,254.5 |
| PP |
10,159.0 |
10,159.0 |
10,159.0 |
10,172.5 |
| S1 |
10,105.0 |
10,105.0 |
10,162.3 |
10,132.0 |
| S2 |
10,036.5 |
10,036.5 |
10,151.0 |
|
| S3 |
9,914.0 |
9,982.5 |
10,139.8 |
|
| S4 |
9,791.5 |
9,860.0 |
10,106.1 |
|
|
| 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 |
10,213.0 |
9,898.5 |
314.5 |
3.1% |
138.3 |
1.4% |
87% |
True |
False |
1,379 |
| 10 |
10,213.0 |
9,742.0 |
471.0 |
4.6% |
149.0 |
1.5% |
92% |
True |
False |
857 |
| 20 |
10,213.0 |
9,329.5 |
883.5 |
8.7% |
203.8 |
2.0% |
96% |
True |
False |
648 |
| 40 |
10,534.5 |
9,329.5 |
1,205.0 |
11.8% |
183.8 |
1.8% |
70% |
False |
False |
367 |
| 60 |
11,674.5 |
9,329.5 |
2,345.0 |
23.1% |
169.4 |
1.7% |
36% |
False |
False |
253 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
24.4% |
139.2 |
1.4% |
34% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,733.6 |
|
2.618 |
10,533.7 |
|
1.618 |
10,411.2 |
|
1.000 |
10,335.5 |
|
0.618 |
10,288.7 |
|
HIGH |
10,213.0 |
|
0.618 |
10,166.2 |
|
0.500 |
10,151.8 |
|
0.382 |
10,137.3 |
|
LOW |
10,090.5 |
|
0.618 |
10,014.8 |
|
1.000 |
9,968.0 |
|
1.618 |
9,892.3 |
|
2.618 |
9,769.8 |
|
4.250 |
9,569.9 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,166.3 |
10,147.0 |
| PP |
10,159.0 |
10,120.5 |
| S1 |
10,151.8 |
10,094.0 |
|