| 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 |
10,210.0 |
10,202.0 |
-8.0 |
-0.1% |
10,105.0 |
| High |
10,282.0 |
10,595.0 |
313.0 |
3.0% |
10,182.0 |
| Low |
10,120.0 |
10,202.0 |
82.0 |
0.8% |
9,898.5 |
| Close |
10,240.0 |
10,510.5 |
270.5 |
2.6% |
10,104.0 |
| Range |
162.0 |
393.0 |
231.0 |
142.6% |
283.5 |
| ATR |
195.1 |
209.2 |
14.1 |
7.2% |
0.0 |
| Volume |
1,813 |
1,636 |
-177 |
-9.8% |
5,850 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,614.8 |
11,455.7 |
10,726.7 |
|
| R3 |
11,221.8 |
11,062.7 |
10,618.6 |
|
| R2 |
10,828.8 |
10,828.8 |
10,582.6 |
|
| R1 |
10,669.7 |
10,669.7 |
10,546.5 |
10,749.3 |
| PP |
10,435.8 |
10,435.8 |
10,435.8 |
10,475.6 |
| S1 |
10,276.7 |
10,276.7 |
10,474.5 |
10,356.3 |
| S2 |
10,042.8 |
10,042.8 |
10,438.5 |
|
| S3 |
9,649.8 |
9,883.7 |
10,402.4 |
|
| S4 |
9,256.8 |
9,490.7 |
10,294.4 |
|
|
| 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 |
10,595.0 |
10,068.0 |
527.0 |
5.0% |
176.4 |
1.7% |
84% |
True |
False |
1,575 |
| 10 |
10,595.0 |
9,898.5 |
696.5 |
6.6% |
156.6 |
1.5% |
88% |
True |
False |
1,156 |
| 20 |
10,595.0 |
9,329.5 |
1,265.5 |
12.0% |
186.9 |
1.8% |
93% |
True |
False |
799 |
| 40 |
10,595.0 |
9,329.5 |
1,265.5 |
12.0% |
182.0 |
1.7% |
93% |
True |
False |
465 |
| 60 |
11,674.5 |
9,329.5 |
2,345.0 |
22.3% |
178.8 |
1.7% |
50% |
False |
False |
319 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
23.6% |
146.0 |
1.4% |
48% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,265.3 |
|
2.618 |
11,623.9 |
|
1.618 |
11,230.9 |
|
1.000 |
10,988.0 |
|
0.618 |
10,837.9 |
|
HIGH |
10,595.0 |
|
0.618 |
10,444.9 |
|
0.500 |
10,398.5 |
|
0.382 |
10,352.1 |
|
LOW |
10,202.0 |
|
0.618 |
9,959.1 |
|
1.000 |
9,809.0 |
|
1.618 |
9,566.1 |
|
2.618 |
9,173.1 |
|
4.250 |
8,531.8 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,473.2 |
10,454.2 |
| PP |
10,435.8 |
10,397.8 |
| S1 |
10,398.5 |
10,341.5 |
|