| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,142.2 |
1,159.7 |
17.5 |
1.5% |
1,155.3 |
| High |
1,158.9 |
1,166.4 |
7.5 |
0.6% |
1,167.3 |
| Low |
1,141.4 |
1,151.5 |
10.1 |
0.9% |
1,140.1 |
| Close |
1,155.0 |
1,161.4 |
6.4 |
0.6% |
1,161.4 |
| Range |
17.5 |
14.9 |
-2.6 |
-14.9% |
27.2 |
| ATR |
21.6 |
21.2 |
-0.5 |
-2.2% |
0.0 |
| Volume |
121,048 |
113,639 |
-7,409 |
-6.1% |
493,217 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,204.5 |
1,197.8 |
1,169.5 |
|
| R3 |
1,189.5 |
1,183.0 |
1,165.5 |
|
| R2 |
1,174.8 |
1,174.8 |
1,164.3 |
|
| R1 |
1,168.0 |
1,168.0 |
1,162.8 |
1,171.3 |
| PP |
1,159.8 |
1,159.8 |
1,159.8 |
1,161.5 |
| S1 |
1,153.3 |
1,153.3 |
1,160.0 |
1,156.5 |
| S2 |
1,144.8 |
1,144.8 |
1,158.8 |
|
| S3 |
1,130.0 |
1,138.3 |
1,157.3 |
|
| S4 |
1,115.0 |
1,123.3 |
1,153.3 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,237.8 |
1,226.8 |
1,176.3 |
|
| R3 |
1,210.8 |
1,199.8 |
1,169.0 |
|
| R2 |
1,183.5 |
1,183.5 |
1,166.5 |
|
| R1 |
1,172.5 |
1,172.5 |
1,164.0 |
1,178.0 |
| PP |
1,156.3 |
1,156.3 |
1,156.3 |
1,159.0 |
| S1 |
1,145.3 |
1,145.3 |
1,159.0 |
1,150.8 |
| S2 |
1,129.0 |
1,129.0 |
1,156.5 |
|
| S3 |
1,101.8 |
1,118.0 |
1,154.0 |
|
| S4 |
1,074.8 |
1,090.8 |
1,146.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,167.3 |
1,140.1 |
27.2 |
2.3% |
17.3 |
1.5% |
78% |
False |
False |
98,643 |
| 10 |
1,167.4 |
1,130.3 |
37.1 |
3.2% |
19.0 |
1.6% |
84% |
False |
False |
94,841 |
| 20 |
1,167.4 |
1,073.2 |
94.2 |
8.1% |
22.5 |
1.9% |
94% |
False |
False |
108,092 |
| 40 |
1,190.0 |
1,073.2 |
116.8 |
10.1% |
21.3 |
1.8% |
76% |
False |
False |
91,271 |
| 60 |
1,237.6 |
1,073.2 |
164.4 |
14.2% |
21.0 |
1.8% |
54% |
False |
False |
60,917 |
| 80 |
1,264.7 |
1,073.2 |
191.5 |
16.5% |
16.5 |
1.4% |
46% |
False |
False |
45,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,229.8 |
|
2.618 |
1,205.5 |
|
1.618 |
1,190.5 |
|
1.000 |
1,181.3 |
|
0.618 |
1,175.5 |
|
HIGH |
1,166.5 |
|
0.618 |
1,160.8 |
|
0.500 |
1,159.0 |
|
0.382 |
1,157.3 |
|
LOW |
1,151.5 |
|
0.618 |
1,142.3 |
|
1.000 |
1,136.5 |
|
1.618 |
1,127.5 |
|
2.618 |
1,112.5 |
|
4.250 |
1,088.3 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.5 |
1,158.8 |
| PP |
1,159.8 |
1,156.0 |
| S1 |
1,159.0 |
1,153.3 |
|