| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1,162.7 |
1,156.9 |
-5.8 |
-0.5% |
1,155.3 |
| High |
1,163.2 |
1,157.9 |
-5.3 |
-0.5% |
1,167.3 |
| Low |
1,153.4 |
1,134.9 |
-18.5 |
-1.6% |
1,140.1 |
| Close |
1,154.9 |
1,141.9 |
-13.0 |
-1.1% |
1,161.4 |
| Range |
9.8 |
23.0 |
13.2 |
134.7% |
27.2 |
| ATR |
20.3 |
20.5 |
0.2 |
0.9% |
0.0 |
| Volume |
71,288 |
120,588 |
49,300 |
69.2% |
493,217 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,214.0 |
1,201.0 |
1,154.5 |
|
| R3 |
1,191.0 |
1,178.0 |
1,148.3 |
|
| R2 |
1,168.0 |
1,168.0 |
1,146.0 |
|
| R1 |
1,155.0 |
1,155.0 |
1,144.0 |
1,150.0 |
| PP |
1,145.0 |
1,145.0 |
1,145.0 |
1,142.5 |
| S1 |
1,132.0 |
1,132.0 |
1,139.8 |
1,127.0 |
| S2 |
1,122.0 |
1,122.0 |
1,137.8 |
|
| S3 |
1,099.0 |
1,109.0 |
1,135.5 |
|
| S4 |
1,076.0 |
1,086.0 |
1,129.3 |
|
|
| 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 |
1,166.4 |
1,134.9 |
31.5 |
2.8% |
18.0 |
1.6% |
22% |
False |
True |
108,508 |
| 10 |
1,167.3 |
1,130.3 |
37.0 |
3.2% |
19.0 |
1.7% |
31% |
False |
False |
98,845 |
| 20 |
1,167.4 |
1,074.4 |
93.0 |
8.1% |
21.0 |
1.8% |
73% |
False |
False |
103,247 |
| 40 |
1,190.0 |
1,073.2 |
116.8 |
10.2% |
21.3 |
1.9% |
59% |
False |
False |
96,064 |
| 60 |
1,236.5 |
1,073.2 |
163.3 |
14.3% |
21.3 |
1.9% |
42% |
False |
False |
64,113 |
| 80 |
1,264.7 |
1,073.2 |
191.5 |
16.8% |
17.0 |
1.5% |
36% |
False |
False |
48,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,255.8 |
|
2.618 |
1,218.0 |
|
1.618 |
1,195.0 |
|
1.000 |
1,181.0 |
|
0.618 |
1,172.0 |
|
HIGH |
1,158.0 |
|
0.618 |
1,149.0 |
|
0.500 |
1,146.5 |
|
0.382 |
1,143.8 |
|
LOW |
1,135.0 |
|
0.618 |
1,120.8 |
|
1.000 |
1,112.0 |
|
1.618 |
1,097.8 |
|
2.618 |
1,074.8 |
|
4.250 |
1,037.3 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,146.5 |
1,150.8 |
| PP |
1,145.0 |
1,147.8 |
| S1 |
1,143.5 |
1,144.8 |
|