| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,081.00 |
2,084.75 |
3.75 |
0.2% |
2,066.00 |
| High |
2,086.50 |
2,094.75 |
8.25 |
0.4% |
2,094.75 |
| Low |
2,073.25 |
2,069.75 |
-3.50 |
-0.2% |
2,051.25 |
| Close |
2,083.00 |
2,073.75 |
-9.25 |
-0.4% |
2,073.75 |
| Range |
13.25 |
25.00 |
11.75 |
88.7% |
43.50 |
| ATR |
26.83 |
26.70 |
-0.13 |
-0.5% |
0.00 |
| Volume |
1,407,730 |
1,751,269 |
343,539 |
24.4% |
7,477,784 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.50 |
2,139.00 |
2,087.50 |
|
| R3 |
2,129.50 |
2,114.00 |
2,080.50 |
|
| R2 |
2,104.50 |
2,104.50 |
2,078.25 |
|
| R1 |
2,089.00 |
2,089.00 |
2,076.00 |
2,084.25 |
| PP |
2,079.50 |
2,079.50 |
2,079.50 |
2,077.00 |
| S1 |
2,064.00 |
2,064.00 |
2,071.50 |
2,059.25 |
| S2 |
2,054.50 |
2,054.50 |
2,069.25 |
|
| S3 |
2,029.50 |
2,039.00 |
2,067.00 |
|
| S4 |
2,004.50 |
2,014.00 |
2,060.00 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.75 |
2,182.25 |
2,097.75 |
|
| R3 |
2,160.25 |
2,138.75 |
2,085.75 |
|
| R2 |
2,116.75 |
2,116.75 |
2,081.75 |
|
| R1 |
2,095.25 |
2,095.25 |
2,077.75 |
2,106.00 |
| PP |
2,073.25 |
2,073.25 |
2,073.25 |
2,078.50 |
| S1 |
2,051.75 |
2,051.75 |
2,069.75 |
2,062.50 |
| S2 |
2,029.75 |
2,029.75 |
2,065.75 |
|
| S3 |
1,986.25 |
2,008.25 |
2,061.75 |
|
| S4 |
1,942.75 |
1,964.75 |
2,049.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,094.75 |
2,051.25 |
43.50 |
2.1% |
18.50 |
0.9% |
52% |
True |
False |
1,495,556 |
| 10 |
2,094.75 |
2,007.50 |
87.25 |
4.2% |
21.50 |
1.0% |
76% |
True |
False |
1,601,858 |
| 20 |
2,094.75 |
1,937.25 |
157.50 |
7.6% |
23.25 |
1.1% |
87% |
True |
False |
1,580,856 |
| 40 |
2,094.75 |
1,861.00 |
233.75 |
11.3% |
31.75 |
1.5% |
91% |
True |
False |
1,631,469 |
| 60 |
2,095.50 |
1,823.00 |
272.50 |
13.1% |
36.25 |
1.7% |
92% |
False |
False |
1,093,492 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
32.25 |
1.5% |
85% |
False |
False |
820,850 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
30.25 |
1.5% |
85% |
False |
False |
657,096 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
28.00 |
1.3% |
85% |
False |
False |
547,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.00 |
|
2.618 |
2,160.25 |
|
1.618 |
2,135.25 |
|
1.000 |
2,119.75 |
|
0.618 |
2,110.25 |
|
HIGH |
2,094.75 |
|
0.618 |
2,085.25 |
|
0.500 |
2,082.25 |
|
0.382 |
2,079.25 |
|
LOW |
2,069.75 |
|
0.618 |
2,054.25 |
|
1.000 |
2,044.75 |
|
1.618 |
2,029.25 |
|
2.618 |
2,004.25 |
|
4.250 |
1,963.50 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.25 |
2,075.00 |
| PP |
2,079.50 |
2,074.75 |
| S1 |
2,076.50 |
2,074.25 |
|