| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
17,525.11 |
17,649.57 |
124.46 |
0.7% |
17,209.43 |
| High |
17,679.37 |
17,660.70 |
-18.67 |
-0.1% |
17,679.37 |
| Low |
17,525.11 |
17,602.51 |
77.40 |
0.4% |
17,129.19 |
| Close |
17,646.70 |
17,623.05 |
-23.65 |
-0.1% |
17,646.70 |
| Range |
154.26 |
58.19 |
-96.07 |
-62.3% |
550.18 |
| ATR |
212.09 |
201.10 |
-10.99 |
-5.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,803.32 |
17,771.38 |
17,655.05 |
|
| R3 |
17,745.13 |
17,713.19 |
17,639.05 |
|
| R2 |
17,686.94 |
17,686.94 |
17,633.72 |
|
| R1 |
17,655.00 |
17,655.00 |
17,628.38 |
17,641.88 |
| PP |
17,628.75 |
17,628.75 |
17,628.75 |
17,622.19 |
| S1 |
17,596.81 |
17,596.81 |
17,617.72 |
17,583.69 |
| S2 |
17,570.56 |
17,570.56 |
17,612.38 |
|
| S3 |
17,512.37 |
17,538.62 |
17,607.05 |
|
| S4 |
17,454.18 |
17,480.43 |
17,591.05 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,135.63 |
18,941.34 |
17,949.30 |
|
| R3 |
18,585.45 |
18,391.16 |
17,798.00 |
|
| R2 |
18,035.27 |
18,035.27 |
17,747.57 |
|
| R1 |
17,840.98 |
17,840.98 |
17,697.13 |
17,938.13 |
| PP |
17,485.09 |
17,485.09 |
17,485.09 |
17,533.66 |
| S1 |
17,290.80 |
17,290.80 |
17,596.27 |
17,387.95 |
| S2 |
16,934.91 |
16,934.91 |
17,545.83 |
|
| S3 |
16,384.73 |
16,740.62 |
17,495.40 |
|
| S4 |
15,834.55 |
16,190.44 |
17,344.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,679.37 |
17,147.99 |
531.38 |
3.0% |
163.10 |
0.9% |
89% |
False |
False |
|
| 10 |
17,679.37 |
16,887.67 |
791.70 |
4.5% |
160.79 |
0.9% |
93% |
False |
False |
|
| 20 |
17,679.37 |
15,942.37 |
1,737.00 |
9.9% |
187.65 |
1.1% |
97% |
False |
False |
|
| 40 |
17,679.37 |
15,942.37 |
1,737.00 |
9.9% |
230.13 |
1.3% |
97% |
False |
False |
|
| 60 |
17,704.76 |
15,370.33 |
2,334.43 |
13.2% |
256.60 |
1.5% |
96% |
False |
False |
|
| 80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.7% |
233.68 |
1.3% |
81% |
False |
False |
|
| 100 |
18,188.81 |
15,370.33 |
2,818.48 |
16.0% |
218.68 |
1.2% |
80% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
16.9% |
205.33 |
1.2% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,908.01 |
|
2.618 |
17,813.04 |
|
1.618 |
17,754.85 |
|
1.000 |
17,718.89 |
|
0.618 |
17,696.66 |
|
HIGH |
17,660.70 |
|
0.618 |
17,638.47 |
|
0.500 |
17,631.61 |
|
0.382 |
17,624.74 |
|
LOW |
17,602.51 |
|
0.618 |
17,566.55 |
|
1.000 |
17,544.32 |
|
1.618 |
17,508.36 |
|
2.618 |
17,450.17 |
|
4.250 |
17,355.20 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,631.61 |
17,558.74 |
| PP |
17,628.75 |
17,494.43 |
| S1 |
17,625.90 |
17,430.13 |
|