| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,062.00 |
2,081.00 |
19.00 |
0.9% |
2,024.50 |
| High |
2,085.25 |
2,086.50 |
1.25 |
0.1% |
2,074.50 |
| Low |
2,055.50 |
2,073.25 |
17.75 |
0.9% |
2,007.50 |
| Close |
2,084.50 |
2,083.00 |
-1.50 |
-0.1% |
2,066.00 |
| Range |
29.75 |
13.25 |
-16.50 |
-55.5% |
67.00 |
| ATR |
27.87 |
26.83 |
-1.04 |
-3.7% |
0.00 |
| Volume |
1,890,861 |
1,407,730 |
-483,131 |
-25.6% |
8,540,800 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.75 |
2,115.00 |
2,090.25 |
|
| R3 |
2,107.50 |
2,101.75 |
2,086.75 |
|
| R2 |
2,094.25 |
2,094.25 |
2,085.50 |
|
| R1 |
2,088.50 |
2,088.50 |
2,084.25 |
2,091.50 |
| PP |
2,081.00 |
2,081.00 |
2,081.00 |
2,082.25 |
| S1 |
2,075.25 |
2,075.25 |
2,081.75 |
2,078.00 |
| S2 |
2,067.75 |
2,067.75 |
2,080.50 |
|
| S3 |
2,054.50 |
2,062.00 |
2,079.25 |
|
| S4 |
2,041.25 |
2,048.75 |
2,075.75 |
|
|
| 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 |
2,086.50 |
2,051.25 |
35.25 |
1.7% |
17.75 |
0.8% |
90% |
True |
False |
1,558,796 |
| 10 |
2,086.50 |
2,007.50 |
79.00 |
3.8% |
20.25 |
1.0% |
96% |
True |
False |
1,562,961 |
| 20 |
2,086.50 |
1,883.00 |
203.50 |
9.8% |
25.00 |
1.2% |
98% |
True |
False |
1,616,596 |
| 40 |
2,086.50 |
1,861.00 |
225.50 |
10.8% |
32.00 |
1.5% |
98% |
True |
False |
1,588,517 |
| 60 |
2,095.50 |
1,823.00 |
272.50 |
13.1% |
36.25 |
1.7% |
95% |
False |
False |
1,064,382 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
32.25 |
1.5% |
88% |
False |
False |
799,007 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
30.25 |
1.5% |
88% |
False |
False |
639,601 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
27.75 |
1.3% |
88% |
False |
False |
533,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,142.75 |
|
2.618 |
2,121.25 |
|
1.618 |
2,108.00 |
|
1.000 |
2,099.75 |
|
0.618 |
2,094.75 |
|
HIGH |
2,086.50 |
|
0.618 |
2,081.50 |
|
0.500 |
2,080.00 |
|
0.382 |
2,078.25 |
|
LOW |
2,073.25 |
|
0.618 |
2,065.00 |
|
1.000 |
2,060.00 |
|
1.618 |
2,051.75 |
|
2.618 |
2,038.50 |
|
4.250 |
2,017.00 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.00 |
2,078.25 |
| PP |
2,081.00 |
2,073.50 |
| S1 |
2,080.00 |
2,069.00 |
|