| 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 |
10,206.0 |
10,640.0 |
434.0 |
4.3% |
10,124.0 |
| High |
10,587.0 |
10,860.0 |
273.0 |
2.6% |
10,860.0 |
| Low |
10,188.5 |
10,583.5 |
395.0 |
3.9% |
10,066.0 |
| Close |
10,502.0 |
10,783.5 |
281.5 |
2.7% |
10,783.5 |
| Range |
398.5 |
276.5 |
-122.0 |
-30.6% |
794.0 |
| ATR |
227.2 |
236.6 |
9.3 |
4.1% |
0.0 |
| Volume |
124,858 |
89,205 |
-35,653 |
-28.6% |
522,699 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,571.8 |
11,454.2 |
10,935.6 |
|
| R3 |
11,295.3 |
11,177.7 |
10,859.5 |
|
| R2 |
11,018.8 |
11,018.8 |
10,834.2 |
|
| R1 |
10,901.2 |
10,901.2 |
10,808.8 |
10,960.0 |
| PP |
10,742.3 |
10,742.3 |
10,742.3 |
10,771.8 |
| S1 |
10,624.7 |
10,624.7 |
10,758.2 |
10,683.5 |
| S2 |
10,465.8 |
10,465.8 |
10,732.8 |
|
| S3 |
10,189.3 |
10,348.2 |
10,707.5 |
|
| S4 |
9,912.8 |
10,071.7 |
10,631.4 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,951.8 |
12,661.7 |
11,220.2 |
|
| R3 |
12,157.8 |
11,867.7 |
11,001.9 |
|
| R2 |
11,363.8 |
11,363.8 |
10,929.1 |
|
| R1 |
11,073.7 |
11,073.7 |
10,856.3 |
11,218.8 |
| PP |
10,569.8 |
10,569.8 |
10,569.8 |
10,642.4 |
| S1 |
10,279.7 |
10,279.7 |
10,710.7 |
10,424.8 |
| S2 |
9,775.8 |
9,775.8 |
10,637.9 |
|
| S3 |
8,981.8 |
9,485.7 |
10,565.2 |
|
| S4 |
8,187.8 |
8,691.7 |
10,346.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,860.0 |
10,066.0 |
794.0 |
7.4% |
221.6 |
2.1% |
90% |
True |
False |
104,539 |
| 10 |
10,860.0 |
9,885.5 |
974.5 |
9.0% |
188.4 |
1.7% |
92% |
True |
False |
101,801 |
| 20 |
10,860.0 |
9,301.0 |
1,559.0 |
14.5% |
206.3 |
1.9% |
95% |
True |
False |
110,627 |
| 40 |
10,860.0 |
9,301.0 |
1,559.0 |
14.5% |
220.1 |
2.0% |
95% |
True |
False |
85,525 |
| 60 |
11,670.5 |
9,301.0 |
2,369.5 |
22.0% |
229.0 |
2.1% |
63% |
False |
False |
57,288 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
23.3% |
216.0 |
2.0% |
59% |
False |
False |
43,052 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.3% |
218.7 |
2.0% |
59% |
False |
False |
34,521 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
24.1% |
210.9 |
2.0% |
57% |
False |
False |
28,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,035.1 |
|
2.618 |
11,583.9 |
|
1.618 |
11,307.4 |
|
1.000 |
11,136.5 |
|
0.618 |
11,030.9 |
|
HIGH |
10,860.0 |
|
0.618 |
10,754.4 |
|
0.500 |
10,721.8 |
|
0.382 |
10,689.1 |
|
LOW |
10,583.5 |
|
0.618 |
10,412.6 |
|
1.000 |
10,307.0 |
|
1.618 |
10,136.1 |
|
2.618 |
9,859.6 |
|
4.250 |
9,408.4 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,762.9 |
10,682.8 |
| PP |
10,742.3 |
10,582.0 |
| S1 |
10,721.8 |
10,481.3 |
|