| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,054.25 |
2,066.00 |
11.75 |
0.6% |
2,024.50 |
| High |
2,074.50 |
2,068.00 |
-6.50 |
-0.3% |
2,074.50 |
| Low |
2,053.25 |
2,057.50 |
4.25 |
0.2% |
2,007.50 |
| Close |
2,066.00 |
2,062.25 |
-3.75 |
-0.2% |
2,066.00 |
| Range |
21.25 |
10.50 |
-10.75 |
-50.6% |
67.00 |
| ATR |
30.23 |
28.82 |
-1.41 |
-4.7% |
0.00 |
| Volume |
2,067,465 |
1,184,323 |
-883,142 |
-42.7% |
8,540,800 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.00 |
2,088.75 |
2,068.00 |
|
| R3 |
2,083.50 |
2,078.25 |
2,065.25 |
|
| R2 |
2,073.00 |
2,073.00 |
2,064.25 |
|
| R1 |
2,067.75 |
2,067.75 |
2,063.25 |
2,065.00 |
| PP |
2,062.50 |
2,062.50 |
2,062.50 |
2,061.25 |
| S1 |
2,057.25 |
2,057.25 |
2,061.25 |
2,054.50 |
| S2 |
2,052.00 |
2,052.00 |
2,060.25 |
|
| S3 |
2,041.50 |
2,046.75 |
2,059.25 |
|
| S4 |
2,031.00 |
2,036.25 |
2,056.50 |
|
|
| 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% |
23.75 |
1.2% |
82% |
False |
False |
1,683,715 |
| 10 |
2,074.50 |
1,982.50 |
92.00 |
4.5% |
22.50 |
1.1% |
87% |
False |
False |
1,611,788 |
| 20 |
2,074.50 |
1,861.00 |
213.50 |
10.4% |
27.50 |
1.3% |
94% |
False |
False |
1,721,675 |
| 40 |
2,074.50 |
1,861.00 |
213.50 |
10.4% |
34.00 |
1.6% |
94% |
False |
False |
1,477,503 |
| 60 |
2,099.00 |
1,823.00 |
276.00 |
13.4% |
36.25 |
1.8% |
87% |
False |
False |
988,853 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
33.00 |
1.6% |
81% |
False |
False |
742,321 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
30.25 |
1.5% |
81% |
False |
False |
594,263 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
28.00 |
1.4% |
81% |
False |
False |
495,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,112.50 |
|
2.618 |
2,095.50 |
|
1.618 |
2,085.00 |
|
1.000 |
2,078.50 |
|
0.618 |
2,074.50 |
|
HIGH |
2,068.00 |
|
0.618 |
2,064.00 |
|
0.500 |
2,062.75 |
|
0.382 |
2,061.50 |
|
LOW |
2,057.50 |
|
0.618 |
2,051.00 |
|
1.000 |
2,047.00 |
|
1.618 |
2,040.50 |
|
2.618 |
2,030.00 |
|
4.250 |
2,013.00 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,062.75 |
2,055.25 |
| PP |
2,062.50 |
2,048.50 |
| S1 |
2,062.50 |
2,041.50 |
|