| 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 |
10,786.0 |
10,719.5 |
-66.5 |
-0.6% |
10,124.0 |
| High |
10,809.5 |
10,927.0 |
117.5 |
1.1% |
10,860.0 |
| Low |
10,685.5 |
10,691.0 |
5.5 |
0.1% |
10,066.0 |
| Close |
10,713.5 |
10,841.5 |
128.0 |
1.2% |
10,783.5 |
| Range |
124.0 |
236.0 |
112.0 |
90.3% |
794.0 |
| ATR |
220.1 |
221.3 |
1.1 |
0.5% |
0.0 |
| Volume |
93,327 |
93,327 |
0 |
0.0% |
522,699 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,527.8 |
11,420.7 |
10,971.3 |
|
| R3 |
11,291.8 |
11,184.7 |
10,906.4 |
|
| R2 |
11,055.8 |
11,055.8 |
10,884.8 |
|
| R1 |
10,948.7 |
10,948.7 |
10,863.1 |
11,002.3 |
| PP |
10,819.8 |
10,819.8 |
10,819.8 |
10,846.6 |
| S1 |
10,712.7 |
10,712.7 |
10,819.9 |
10,766.3 |
| S2 |
10,583.8 |
10,583.8 |
10,798.2 |
|
| S3 |
10,347.8 |
10,476.7 |
10,776.6 |
|
| S4 |
10,111.8 |
10,240.7 |
10,711.7 |
|
|
| 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 |
10,927.0 |
10,188.5 |
738.5 |
6.8% |
229.0 |
2.1% |
88% |
True |
False |
97,530 |
| 10 |
10,927.0 |
9,956.0 |
971.0 |
9.0% |
188.4 |
1.7% |
91% |
True |
False |
97,322 |
| 20 |
10,927.0 |
9,390.0 |
1,537.0 |
14.2% |
198.0 |
1.8% |
94% |
True |
False |
103,932 |
| 40 |
10,927.0 |
9,301.0 |
1,626.0 |
15.0% |
218.1 |
2.0% |
95% |
True |
False |
92,166 |
| 60 |
11,670.5 |
9,301.0 |
2,369.5 |
21.9% |
229.5 |
2.1% |
65% |
False |
False |
61,839 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
213.6 |
2.0% |
61% |
False |
False |
46,463 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
218.4 |
2.0% |
61% |
False |
False |
37,254 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
24.0% |
211.1 |
1.9% |
59% |
False |
False |
31,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,930.0 |
|
2.618 |
11,544.8 |
|
1.618 |
11,308.8 |
|
1.000 |
11,163.0 |
|
0.618 |
11,072.8 |
|
HIGH |
10,927.0 |
|
0.618 |
10,836.8 |
|
0.500 |
10,809.0 |
|
0.382 |
10,781.2 |
|
LOW |
10,691.0 |
|
0.618 |
10,545.2 |
|
1.000 |
10,455.0 |
|
1.618 |
10,309.2 |
|
2.618 |
10,073.2 |
|
4.250 |
9,688.0 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,830.7 |
10,829.8 |
| PP |
10,819.8 |
10,818.0 |
| S1 |
10,809.0 |
10,806.3 |
|