| 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 |
1,165.9 |
1,163.8 |
-2.1 |
-0.2% |
1,176.9 |
| High |
1,179.4 |
1,169.6 |
-9.8 |
-0.8% |
1,181.4 |
| Low |
1,158.6 |
1,162.0 |
3.4 |
0.3% |
1,158.6 |
| Close |
1,162.8 |
1,166.2 |
3.4 |
0.3% |
1,162.8 |
| Range |
20.8 |
7.6 |
-13.2 |
-63.5% |
22.8 |
| ATR |
16.6 |
16.0 |
-0.6 |
-3.9% |
0.0 |
| Volume |
150,796 |
84,868 |
-65,928 |
-43.7% |
623,684 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,188.7 |
1,185.1 |
1,170.4 |
|
| R3 |
1,181.1 |
1,177.5 |
1,168.3 |
|
| R2 |
1,173.5 |
1,173.5 |
1,167.6 |
|
| R1 |
1,169.9 |
1,169.9 |
1,166.9 |
1,171.7 |
| PP |
1,165.9 |
1,165.9 |
1,165.9 |
1,166.9 |
| S1 |
1,162.3 |
1,162.3 |
1,165.5 |
1,164.1 |
| S2 |
1,158.3 |
1,158.3 |
1,164.8 |
|
| S3 |
1,150.7 |
1,154.7 |
1,164.1 |
|
| S4 |
1,143.1 |
1,147.1 |
1,162.0 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,236.0 |
1,222.2 |
1,175.3 |
|
| R3 |
1,213.2 |
1,199.4 |
1,169.1 |
|
| R2 |
1,190.4 |
1,190.4 |
1,167.0 |
|
| R1 |
1,176.6 |
1,176.6 |
1,164.9 |
1,172.1 |
| PP |
1,167.6 |
1,167.6 |
1,167.6 |
1,165.4 |
| S1 |
1,153.8 |
1,153.8 |
1,160.7 |
1,149.3 |
| S2 |
1,144.8 |
1,144.8 |
1,158.6 |
|
| S3 |
1,122.0 |
1,131.0 |
1,156.5 |
|
| S4 |
1,099.2 |
1,108.2 |
1,150.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,181.4 |
1,158.6 |
22.8 |
2.0% |
13.8 |
1.2% |
33% |
False |
False |
119,956 |
| 10 |
1,191.7 |
1,151.3 |
40.4 |
3.5% |
15.2 |
1.3% |
37% |
False |
False |
134,926 |
| 20 |
1,191.7 |
1,103.8 |
87.9 |
7.5% |
15.8 |
1.4% |
71% |
False |
False |
130,666 |
| 40 |
1,191.7 |
1,097.7 |
94.0 |
8.1% |
15.3 |
1.3% |
73% |
False |
False |
127,956 |
| 60 |
1,191.7 |
1,080.2 |
111.5 |
9.6% |
15.9 |
1.4% |
77% |
False |
False |
136,725 |
| 80 |
1,191.7 |
1,073.7 |
118.0 |
10.1% |
16.1 |
1.4% |
78% |
False |
False |
114,860 |
| 100 |
1,207.3 |
1,073.7 |
133.6 |
11.5% |
15.2 |
1.3% |
69% |
False |
False |
92,551 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
13.7% |
15.0 |
1.3% |
58% |
False |
False |
77,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,201.9 |
|
2.618 |
1,189.5 |
|
1.618 |
1,181.9 |
|
1.000 |
1,177.2 |
|
0.618 |
1,174.3 |
|
HIGH |
1,169.6 |
|
0.618 |
1,166.7 |
|
0.500 |
1,165.8 |
|
0.382 |
1,164.9 |
|
LOW |
1,162.0 |
|
0.618 |
1,157.3 |
|
1.000 |
1,154.4 |
|
1.618 |
1,149.7 |
|
2.618 |
1,142.1 |
|
4.250 |
1,129.7 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,166.1 |
1,169.0 |
| PP |
1,165.9 |
1,168.1 |
| S1 |
1,165.8 |
1,167.1 |
|