| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
17,586.69 |
17,771.50 |
184.81 |
1.1% |
17,209.43 |
| High |
17,779.95 |
17,786.00 |
6.05 |
0.0% |
17,679.37 |
| Low |
17,556.71 |
17,684.72 |
128.01 |
0.7% |
17,129.19 |
| Close |
17,779.52 |
17,755.80 |
-23.72 |
-0.1% |
17,646.70 |
| Range |
223.24 |
101.28 |
-121.96 |
-54.6% |
550.18 |
| ATR |
195.62 |
188.88 |
-6.74 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,046.01 |
18,002.19 |
17,811.50 |
|
| R3 |
17,944.73 |
17,900.91 |
17,783.65 |
|
| R2 |
17,843.45 |
17,843.45 |
17,774.37 |
|
| R1 |
17,799.63 |
17,799.63 |
17,765.08 |
17,770.90 |
| PP |
17,742.17 |
17,742.17 |
17,742.17 |
17,727.81 |
| S1 |
17,698.35 |
17,698.35 |
17,746.52 |
17,669.62 |
| S2 |
17,640.89 |
17,640.89 |
17,737.23 |
|
| S3 |
17,539.61 |
17,597.07 |
17,727.95 |
|
| S4 |
17,438.33 |
17,495.79 |
17,700.10 |
|
|
| 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 |
17,786.00 |
17,525.11 |
260.89 |
1.5% |
126.32 |
0.7% |
88% |
True |
False |
|
| 10 |
17,786.00 |
17,107.35 |
678.65 |
3.8% |
145.41 |
0.8% |
96% |
True |
False |
|
| 20 |
17,786.00 |
16,013.66 |
1,772.34 |
10.0% |
174.00 |
1.0% |
98% |
True |
False |
|
| 40 |
17,786.00 |
15,942.37 |
1,843.63 |
10.4% |
214.85 |
1.2% |
98% |
True |
False |
|
| 60 |
17,786.00 |
15,370.33 |
2,415.67 |
13.6% |
255.14 |
1.4% |
99% |
True |
False |
|
| 80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.6% |
229.42 |
1.3% |
86% |
False |
False |
|
| 100 |
18,188.81 |
15,370.33 |
2,818.48 |
15.9% |
219.75 |
1.2% |
85% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
16.8% |
204.17 |
1.1% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,216.44 |
|
2.618 |
18,051.15 |
|
1.618 |
17,949.87 |
|
1.000 |
17,887.28 |
|
0.618 |
17,848.59 |
|
HIGH |
17,786.00 |
|
0.618 |
17,747.31 |
|
0.500 |
17,735.36 |
|
0.382 |
17,723.41 |
|
LOW |
17,684.72 |
|
0.618 |
17,622.13 |
|
1.000 |
17,583.44 |
|
1.618 |
17,520.85 |
|
2.618 |
17,419.57 |
|
4.250 |
17,254.28 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,748.99 |
17,724.96 |
| PP |
17,742.17 |
17,694.12 |
| S1 |
17,735.36 |
17,663.29 |
|