| 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 |
2,010.50 |
2,054.25 |
43.75 |
2.2% |
2,024.50 |
| High |
2,056.00 |
2,074.50 |
18.50 |
0.9% |
2,074.50 |
| Low |
2,008.50 |
2,053.25 |
44.75 |
2.2% |
2,007.50 |
| Close |
2,053.00 |
2,066.00 |
13.00 |
0.6% |
2,066.00 |
| Range |
47.50 |
21.25 |
-26.25 |
-55.3% |
67.00 |
| ATR |
30.90 |
30.23 |
-0.67 |
-2.2% |
0.00 |
| Volume |
2,099,217 |
2,067,465 |
-31,752 |
-1.5% |
8,540,800 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.25 |
2,118.50 |
2,077.75 |
|
| R3 |
2,107.00 |
2,097.25 |
2,071.75 |
|
| R2 |
2,085.75 |
2,085.75 |
2,070.00 |
|
| R1 |
2,076.00 |
2,076.00 |
2,068.00 |
2,081.00 |
| PP |
2,064.50 |
2,064.50 |
2,064.50 |
2,067.00 |
| S1 |
2,054.75 |
2,054.75 |
2,064.00 |
2,059.50 |
| S2 |
2,043.25 |
2,043.25 |
2,062.00 |
|
| S3 |
2,022.00 |
2,033.50 |
2,060.25 |
|
| S4 |
2,000.75 |
2,012.25 |
2,054.25 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,250.25 |
2,225.25 |
2,102.75 |
|
| R3 |
2,183.25 |
2,158.25 |
2,084.50 |
|
| R2 |
2,116.25 |
2,116.25 |
2,078.25 |
|
| R1 |
2,091.25 |
2,091.25 |
2,072.25 |
2,103.75 |
| PP |
2,049.25 |
2,049.25 |
2,049.25 |
2,055.50 |
| S1 |
2,024.25 |
2,024.25 |
2,059.75 |
2,036.75 |
| S2 |
1,982.25 |
1,982.25 |
2,053.75 |
|
| S3 |
1,915.25 |
1,957.25 |
2,047.50 |
|
| S4 |
1,848.25 |
1,890.25 |
2,029.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,074.50 |
2,007.50 |
67.00 |
3.2% |
24.50 |
1.2% |
87% |
True |
False |
1,708,160 |
| 10 |
2,074.50 |
1,982.50 |
92.00 |
4.5% |
22.50 |
1.1% |
91% |
True |
False |
1,573,813 |
| 20 |
2,074.50 |
1,861.00 |
213.50 |
10.3% |
30.00 |
1.5% |
96% |
True |
False |
1,780,162 |
| 40 |
2,074.50 |
1,861.00 |
213.50 |
10.3% |
34.25 |
1.7% |
96% |
True |
False |
1,448,355 |
| 60 |
2,101.25 |
1,823.00 |
278.25 |
13.5% |
36.25 |
1.8% |
87% |
False |
False |
969,178 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
33.00 |
1.6% |
82% |
False |
False |
727,586 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
30.25 |
1.5% |
82% |
False |
False |
582,421 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
28.25 |
1.4% |
82% |
False |
False |
485,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.75 |
|
2.618 |
2,130.25 |
|
1.618 |
2,109.00 |
|
1.000 |
2,095.75 |
|
0.618 |
2,087.75 |
|
HIGH |
2,074.50 |
|
0.618 |
2,066.50 |
|
0.500 |
2,064.00 |
|
0.382 |
2,061.25 |
|
LOW |
2,053.25 |
|
0.618 |
2,040.00 |
|
1.000 |
2,032.00 |
|
1.618 |
2,018.75 |
|
2.618 |
1,997.50 |
|
4.250 |
1,963.00 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,065.25 |
2,057.75 |
| PP |
2,064.50 |
2,049.25 |
| S1 |
2,064.00 |
2,041.00 |
|