| 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 |
2,063.75 |
2,062.00 |
-1.75 |
-0.1% |
2,024.50 |
| High |
2,064.75 |
2,085.25 |
20.50 |
1.0% |
2,074.50 |
| Low |
2,051.25 |
2,055.50 |
4.25 |
0.2% |
2,007.50 |
| Close |
2,060.50 |
2,084.50 |
24.00 |
1.2% |
2,066.00 |
| Range |
13.50 |
29.75 |
16.25 |
120.4% |
67.00 |
| ATR |
27.73 |
27.87 |
0.14 |
0.5% |
0.00 |
| Volume |
1,243,601 |
1,890,861 |
647,260 |
52.0% |
8,540,800 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.25 |
2,154.25 |
2,100.75 |
|
| R3 |
2,134.50 |
2,124.50 |
2,092.75 |
|
| R2 |
2,104.75 |
2,104.75 |
2,090.00 |
|
| R1 |
2,094.75 |
2,094.75 |
2,087.25 |
2,099.75 |
| PP |
2,075.00 |
2,075.00 |
2,075.00 |
2,077.50 |
| S1 |
2,065.00 |
2,065.00 |
2,081.75 |
2,070.00 |
| S2 |
2,045.25 |
2,045.25 |
2,079.00 |
|
| S3 |
2,015.50 |
2,035.25 |
2,076.25 |
|
| S4 |
1,985.75 |
2,005.50 |
2,068.25 |
|
|
| 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 |
2,085.25 |
2,008.50 |
76.75 |
3.7% |
24.50 |
1.2% |
99% |
True |
False |
1,697,093 |
| 10 |
2,085.25 |
1,985.00 |
100.25 |
4.8% |
22.50 |
1.1% |
99% |
True |
False |
1,595,302 |
| 20 |
2,085.25 |
1,883.00 |
202.25 |
9.7% |
26.25 |
1.3% |
100% |
True |
False |
1,648,833 |
| 40 |
2,085.25 |
1,861.00 |
224.25 |
10.8% |
32.50 |
1.6% |
100% |
True |
False |
1,554,292 |
| 60 |
2,099.00 |
1,823.00 |
276.00 |
13.2% |
36.50 |
1.7% |
95% |
False |
False |
1,040,984 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
32.50 |
1.6% |
88% |
False |
False |
781,451 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
30.25 |
1.5% |
88% |
False |
False |
625,600 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
27.75 |
1.3% |
88% |
False |
False |
521,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.75 |
|
2.618 |
2,163.25 |
|
1.618 |
2,133.50 |
|
1.000 |
2,115.00 |
|
0.618 |
2,103.75 |
|
HIGH |
2,085.25 |
|
0.618 |
2,074.00 |
|
0.500 |
2,070.50 |
|
0.382 |
2,066.75 |
|
LOW |
2,055.50 |
|
0.618 |
2,037.00 |
|
1.000 |
2,025.75 |
|
1.618 |
2,007.25 |
|
2.618 |
1,977.50 |
|
4.250 |
1,929.00 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,079.75 |
2,079.00 |
| PP |
2,075.00 |
2,073.75 |
| S1 |
2,070.50 |
2,068.25 |
|