| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
10,810.0 |
10,786.0 |
-24.0 |
-0.2% |
10,124.0 |
| High |
10,867.5 |
10,809.5 |
-58.0 |
-0.5% |
10,860.0 |
| Low |
10,757.5 |
10,685.5 |
-72.0 |
-0.7% |
10,066.0 |
| Close |
10,808.5 |
10,713.5 |
-95.0 |
-0.9% |
10,783.5 |
| Range |
110.0 |
124.0 |
14.0 |
12.7% |
794.0 |
| ATR |
227.5 |
220.1 |
-7.4 |
-3.3% |
0.0 |
| Volume |
86,937 |
93,327 |
6,390 |
7.4% |
522,699 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,108.2 |
11,034.8 |
10,781.7 |
|
| R3 |
10,984.2 |
10,910.8 |
10,747.6 |
|
| R2 |
10,860.2 |
10,860.2 |
10,736.2 |
|
| R1 |
10,786.8 |
10,786.8 |
10,724.9 |
10,761.5 |
| PP |
10,736.2 |
10,736.2 |
10,736.2 |
10,723.5 |
| S1 |
10,662.8 |
10,662.8 |
10,702.1 |
10,637.5 |
| S2 |
10,612.2 |
10,612.2 |
10,690.8 |
|
| S3 |
10,488.2 |
10,538.8 |
10,679.4 |
|
| S4 |
10,364.2 |
10,414.8 |
10,645.3 |
|
|
| 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 |
10,867.5 |
10,102.5 |
765.0 |
7.1% |
216.6 |
2.0% |
80% |
False |
False |
105,823 |
| 10 |
10,867.5 |
9,885.5 |
982.0 |
9.2% |
180.2 |
1.7% |
84% |
False |
False |
98,134 |
| 20 |
10,867.5 |
9,390.0 |
1,477.5 |
13.8% |
193.9 |
1.8% |
90% |
False |
False |
105,909 |
| 40 |
10,867.5 |
9,301.0 |
1,566.5 |
14.6% |
217.8 |
2.0% |
90% |
False |
False |
89,929 |
| 60 |
11,670.5 |
9,301.0 |
2,369.5 |
22.1% |
227.0 |
2.1% |
60% |
False |
False |
60,285 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
23.4% |
214.1 |
2.0% |
56% |
False |
False |
45,300 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.4% |
217.9 |
2.0% |
56% |
False |
False |
36,322 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
24.3% |
209.7 |
2.0% |
54% |
False |
False |
30,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,336.5 |
|
2.618 |
11,134.1 |
|
1.618 |
11,010.1 |
|
1.000 |
10,933.5 |
|
0.618 |
10,886.1 |
|
HIGH |
10,809.5 |
|
0.618 |
10,762.1 |
|
0.500 |
10,747.5 |
|
0.382 |
10,732.9 |
|
LOW |
10,685.5 |
|
0.618 |
10,608.9 |
|
1.000 |
10,561.5 |
|
1.618 |
10,484.9 |
|
2.618 |
10,360.9 |
|
4.250 |
10,158.5 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,747.5 |
10,725.5 |
| PP |
10,736.2 |
10,721.5 |
| S1 |
10,724.8 |
10,717.5 |
|