| 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 |
10,090.5 |
10,166.0 |
75.5 |
0.7% |
10,105.0 |
| High |
10,213.0 |
10,200.0 |
-13.0 |
-0.1% |
10,182.0 |
| Low |
10,090.5 |
10,088.0 |
-2.5 |
0.0% |
9,898.5 |
| Close |
10,173.5 |
10,172.0 |
-1.5 |
0.0% |
10,104.0 |
| Range |
122.5 |
112.0 |
-10.5 |
-8.6% |
283.5 |
| ATR |
204.2 |
197.6 |
-6.6 |
-3.2% |
0.0 |
| Volume |
1,639 |
508 |
-1,131 |
-69.0% |
5,850 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,489.3 |
10,442.7 |
10,233.6 |
|
| R3 |
10,377.3 |
10,330.7 |
10,202.8 |
|
| R2 |
10,265.3 |
10,265.3 |
10,192.5 |
|
| R1 |
10,218.7 |
10,218.7 |
10,182.3 |
10,242.0 |
| PP |
10,153.3 |
10,153.3 |
10,153.3 |
10,165.0 |
| S1 |
10,106.7 |
10,106.7 |
10,161.7 |
10,130.0 |
| S2 |
10,041.3 |
10,041.3 |
10,151.5 |
|
| S3 |
9,929.3 |
9,994.7 |
10,141.2 |
|
| S4 |
9,817.3 |
9,882.7 |
10,110.4 |
|
|
| 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% |
128.3 |
1.3% |
87% |
False |
False |
1,362 |
| 10 |
10,213.0 |
9,898.5 |
314.5 |
3.1% |
138.9 |
1.4% |
87% |
False |
False |
866 |
| 20 |
10,213.0 |
9,329.5 |
883.5 |
8.7% |
186.7 |
1.8% |
95% |
False |
False |
664 |
| 40 |
10,534.5 |
9,329.5 |
1,205.0 |
11.8% |
176.8 |
1.7% |
70% |
False |
False |
379 |
| 60 |
11,674.5 |
9,329.5 |
2,345.0 |
23.1% |
170.9 |
1.7% |
36% |
False |
False |
262 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
24.4% |
140.6 |
1.4% |
34% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,676.0 |
|
2.618 |
10,493.2 |
|
1.618 |
10,381.2 |
|
1.000 |
10,312.0 |
|
0.618 |
10,269.2 |
|
HIGH |
10,200.0 |
|
0.618 |
10,157.2 |
|
0.500 |
10,144.0 |
|
0.382 |
10,130.8 |
|
LOW |
10,088.0 |
|
0.618 |
10,018.8 |
|
1.000 |
9,976.0 |
|
1.618 |
9,906.8 |
|
2.618 |
9,794.8 |
|
4.250 |
9,612.0 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,162.7 |
10,161.5 |
| PP |
10,153.3 |
10,151.0 |
| S1 |
10,144.0 |
10,140.5 |
|