| 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 |
10,166.0 |
10,210.0 |
44.0 |
0.4% |
10,105.0 |
| High |
10,200.0 |
10,282.0 |
82.0 |
0.8% |
10,182.0 |
| Low |
10,088.0 |
10,120.0 |
32.0 |
0.3% |
9,898.5 |
| Close |
10,172.0 |
10,240.0 |
68.0 |
0.7% |
10,104.0 |
| Range |
112.0 |
162.0 |
50.0 |
44.6% |
283.5 |
| ATR |
197.6 |
195.1 |
-2.5 |
-1.3% |
0.0 |
| Volume |
508 |
1,813 |
1,305 |
256.9% |
5,850 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,700.0 |
10,632.0 |
10,329.1 |
|
| R3 |
10,538.0 |
10,470.0 |
10,284.6 |
|
| R2 |
10,376.0 |
10,376.0 |
10,269.7 |
|
| R1 |
10,308.0 |
10,308.0 |
10,254.9 |
10,342.0 |
| PP |
10,214.0 |
10,214.0 |
10,214.0 |
10,231.0 |
| S1 |
10,146.0 |
10,146.0 |
10,225.2 |
10,180.0 |
| S2 |
10,052.0 |
10,052.0 |
10,210.3 |
|
| S3 |
9,890.0 |
9,984.0 |
10,195.5 |
|
| S4 |
9,728.0 |
9,822.0 |
10,150.9 |
|
|
| 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 |
10,282.0 |
9,975.0 |
307.0 |
3.0% |
132.6 |
1.3% |
86% |
True |
False |
1,502 |
| 10 |
10,282.0 |
9,898.5 |
383.5 |
3.7% |
136.5 |
1.3% |
89% |
True |
False |
1,005 |
| 20 |
10,282.0 |
9,329.5 |
952.5 |
9.3% |
183.8 |
1.8% |
96% |
True |
False |
729 |
| 40 |
10,534.5 |
9,329.5 |
1,205.0 |
11.8% |
174.9 |
1.7% |
76% |
False |
False |
424 |
| 60 |
11,674.5 |
9,329.5 |
2,345.0 |
22.9% |
173.4 |
1.7% |
39% |
False |
False |
292 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
24.2% |
141.1 |
1.4% |
37% |
False |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,970.5 |
|
2.618 |
10,706.1 |
|
1.618 |
10,544.1 |
|
1.000 |
10,444.0 |
|
0.618 |
10,382.1 |
|
HIGH |
10,282.0 |
|
0.618 |
10,220.1 |
|
0.500 |
10,201.0 |
|
0.382 |
10,181.9 |
|
LOW |
10,120.0 |
|
0.618 |
10,019.9 |
|
1.000 |
9,958.0 |
|
1.618 |
9,857.9 |
|
2.618 |
9,695.9 |
|
4.250 |
9,431.5 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,227.0 |
10,221.7 |
| PP |
10,214.0 |
10,203.3 |
| S1 |
10,201.0 |
10,185.0 |
|