| 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 |
1,156.9 |
1,142.0 |
-14.9 |
-1.3% |
1,155.3 |
| High |
1,157.9 |
1,176.3 |
18.4 |
1.6% |
1,167.3 |
| Low |
1,134.9 |
1,141.3 |
6.4 |
0.6% |
1,140.1 |
| Close |
1,141.9 |
1,175.7 |
33.8 |
3.0% |
1,161.4 |
| Range |
23.0 |
35.0 |
12.0 |
52.2% |
27.2 |
| ATR |
20.5 |
21.6 |
1.0 |
5.0% |
0.0 |
| Volume |
120,588 |
169,507 |
48,919 |
40.6% |
493,217 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,269.5 |
1,257.5 |
1,195.0 |
|
| R3 |
1,234.5 |
1,222.5 |
1,185.3 |
|
| R2 |
1,199.5 |
1,199.5 |
1,182.0 |
|
| R1 |
1,187.5 |
1,187.5 |
1,179.0 |
1,193.5 |
| PP |
1,164.5 |
1,164.5 |
1,164.5 |
1,167.5 |
| S1 |
1,152.5 |
1,152.5 |
1,172.5 |
1,158.5 |
| S2 |
1,129.5 |
1,129.5 |
1,169.3 |
|
| S3 |
1,094.5 |
1,117.5 |
1,166.0 |
|
| S4 |
1,059.5 |
1,082.5 |
1,156.5 |
|
|
| 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 |
1,176.3 |
1,134.9 |
41.4 |
3.5% |
20.0 |
1.7% |
99% |
True |
False |
119,214 |
| 10 |
1,176.3 |
1,130.5 |
45.8 |
3.9% |
20.3 |
1.7% |
99% |
True |
False |
104,568 |
| 20 |
1,176.3 |
1,074.4 |
101.9 |
8.7% |
21.8 |
1.9% |
99% |
True |
False |
105,053 |
| 40 |
1,190.0 |
1,073.2 |
116.8 |
9.9% |
21.8 |
1.8% |
88% |
False |
False |
100,275 |
| 60 |
1,236.5 |
1,073.2 |
163.3 |
13.9% |
21.8 |
1.8% |
63% |
False |
False |
66,938 |
| 80 |
1,264.7 |
1,073.2 |
191.5 |
16.3% |
17.5 |
1.5% |
54% |
False |
False |
50,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,325.0 |
|
2.618 |
1,268.0 |
|
1.618 |
1,233.0 |
|
1.000 |
1,211.3 |
|
0.618 |
1,198.0 |
|
HIGH |
1,176.3 |
|
0.618 |
1,163.0 |
|
0.500 |
1,158.8 |
|
0.382 |
1,154.8 |
|
LOW |
1,141.3 |
|
0.618 |
1,119.8 |
|
1.000 |
1,106.3 |
|
1.618 |
1,084.8 |
|
2.618 |
1,049.8 |
|
4.250 |
992.5 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,170.0 |
1,169.0 |
| PP |
1,164.5 |
1,162.3 |
| S1 |
1,158.8 |
1,155.5 |
|