| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
17,608.89 |
17,586.69 |
-22.20 |
-0.1% |
17,209.43 |
| High |
17,635.18 |
17,779.95 |
144.77 |
0.8% |
17,679.37 |
| Low |
17,540.57 |
17,556.71 |
16.14 |
0.1% |
17,129.19 |
| Close |
17,581.43 |
17,779.52 |
198.09 |
1.1% |
17,646.70 |
| Range |
94.61 |
223.24 |
128.63 |
136.0% |
550.18 |
| ATR |
193.49 |
195.62 |
2.12 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,375.11 |
18,300.56 |
17,902.30 |
|
| R3 |
18,151.87 |
18,077.32 |
17,840.91 |
|
| R2 |
17,928.63 |
17,928.63 |
17,820.45 |
|
| R1 |
17,854.08 |
17,854.08 |
17,799.98 |
17,891.36 |
| PP |
17,705.39 |
17,705.39 |
17,705.39 |
17,724.03 |
| S1 |
17,630.84 |
17,630.84 |
17,759.06 |
17,668.12 |
| S2 |
17,482.15 |
17,482.15 |
17,738.59 |
|
| S3 |
17,258.91 |
17,407.60 |
17,718.13 |
|
| S4 |
17,035.67 |
17,184.36 |
17,656.74 |
|
|
| 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 |
17,779.95 |
17,180.88 |
599.07 |
3.4% |
170.92 |
1.0% |
100% |
True |
False |
|
| 10 |
17,779.95 |
16,933.57 |
846.38 |
4.8% |
156.36 |
0.9% |
100% |
True |
False |
|
| 20 |
17,779.95 |
16,013.66 |
1,766.29 |
9.9% |
182.69 |
1.0% |
100% |
True |
False |
|
| 40 |
17,779.95 |
15,942.37 |
1,837.58 |
10.3% |
219.68 |
1.2% |
100% |
True |
False |
|
| 60 |
17,779.95 |
15,370.33 |
2,409.62 |
13.6% |
256.26 |
1.4% |
100% |
True |
False |
|
| 80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.6% |
231.43 |
1.3% |
87% |
False |
False |
|
| 100 |
18,188.81 |
15,370.33 |
2,818.48 |
15.9% |
219.76 |
1.2% |
85% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
16.8% |
204.25 |
1.1% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,728.72 |
|
2.618 |
18,364.39 |
|
1.618 |
18,141.15 |
|
1.000 |
18,003.19 |
|
0.618 |
17,917.91 |
|
HIGH |
17,779.95 |
|
0.618 |
17,694.67 |
|
0.500 |
17,668.33 |
|
0.382 |
17,641.99 |
|
LOW |
17,556.71 |
|
0.618 |
17,418.75 |
|
1.000 |
17,333.47 |
|
1.618 |
17,195.51 |
|
2.618 |
16,972.27 |
|
4.250 |
16,607.94 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,742.46 |
17,739.77 |
| PP |
17,705.39 |
17,700.01 |
| S1 |
17,668.33 |
17,660.26 |
|