| 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 |
1,163.0 |
1,166.7 |
3.7 |
0.3% |
1,176.9 |
| High |
1,168.8 |
1,183.1 |
14.3 |
1.2% |
1,181.4 |
| Low |
1,160.5 |
1,152.1 |
-8.4 |
-0.7% |
1,158.6 |
| Close |
1,165.8 |
1,176.1 |
10.3 |
0.9% |
1,162.8 |
| Range |
8.3 |
31.0 |
22.7 |
273.5% |
22.8 |
| ATR |
15.4 |
16.5 |
1.1 |
7.2% |
0.0 |
| Volume |
91,661 |
187,307 |
95,646 |
104.3% |
623,684 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,263.4 |
1,250.8 |
1,193.2 |
|
| R3 |
1,232.4 |
1,219.8 |
1,184.6 |
|
| R2 |
1,201.4 |
1,201.4 |
1,181.8 |
|
| R1 |
1,188.8 |
1,188.8 |
1,178.9 |
1,195.1 |
| PP |
1,170.4 |
1,170.4 |
1,170.4 |
1,173.6 |
| S1 |
1,157.8 |
1,157.8 |
1,173.3 |
1,164.1 |
| S2 |
1,139.4 |
1,139.4 |
1,170.4 |
|
| S3 |
1,108.4 |
1,126.8 |
1,167.6 |
|
| S4 |
1,077.4 |
1,095.8 |
1,159.1 |
|
|
| 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 |
1,183.1 |
1,152.1 |
31.0 |
2.6% |
15.6 |
1.3% |
77% |
True |
True |
126,389 |
| 10 |
1,191.7 |
1,152.1 |
39.6 |
3.4% |
14.7 |
1.2% |
61% |
False |
True |
128,873 |
| 20 |
1,191.7 |
1,103.8 |
87.9 |
7.5% |
16.4 |
1.4% |
82% |
False |
False |
131,514 |
| 40 |
1,191.7 |
1,097.7 |
94.0 |
8.0% |
15.7 |
1.3% |
83% |
False |
False |
129,234 |
| 60 |
1,191.7 |
1,081.4 |
110.3 |
9.4% |
16.1 |
1.4% |
86% |
False |
False |
137,707 |
| 80 |
1,191.7 |
1,073.7 |
118.0 |
10.0% |
16.1 |
1.4% |
87% |
False |
False |
118,142 |
| 100 |
1,207.3 |
1,073.7 |
133.6 |
11.4% |
15.4 |
1.3% |
77% |
False |
False |
95,251 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
13.6% |
15.1 |
1.3% |
64% |
False |
False |
80,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,314.9 |
|
2.618 |
1,264.3 |
|
1.618 |
1,233.3 |
|
1.000 |
1,214.1 |
|
0.618 |
1,202.3 |
|
HIGH |
1,183.1 |
|
0.618 |
1,171.3 |
|
0.500 |
1,167.6 |
|
0.382 |
1,163.9 |
|
LOW |
1,152.1 |
|
0.618 |
1,132.9 |
|
1.000 |
1,121.1 |
|
1.618 |
1,101.9 |
|
2.618 |
1,070.9 |
|
4.250 |
1,020.4 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,173.3 |
1,173.3 |
| PP |
1,170.4 |
1,170.4 |
| S1 |
1,167.6 |
1,167.6 |
|