| 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 |
10,719.5 |
10,877.0 |
157.5 |
1.5% |
10,124.0 |
| High |
10,927.0 |
10,893.5 |
-33.5 |
-0.3% |
10,860.0 |
| Low |
10,691.0 |
10,741.0 |
50.0 |
0.5% |
10,066.0 |
| Close |
10,841.5 |
10,789.0 |
-52.5 |
-0.5% |
10,783.5 |
| Range |
236.0 |
152.5 |
-83.5 |
-35.4% |
794.0 |
| ATR |
221.3 |
216.4 |
-4.9 |
-2.2% |
0.0 |
| Volume |
93,327 |
89,177 |
-4,150 |
-4.4% |
522,699 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,265.3 |
11,179.7 |
10,872.9 |
|
| R3 |
11,112.8 |
11,027.2 |
10,830.9 |
|
| R2 |
10,960.3 |
10,960.3 |
10,817.0 |
|
| R1 |
10,874.7 |
10,874.7 |
10,803.0 |
10,841.3 |
| PP |
10,807.8 |
10,807.8 |
10,807.8 |
10,791.1 |
| S1 |
10,722.2 |
10,722.2 |
10,775.0 |
10,688.8 |
| S2 |
10,655.3 |
10,655.3 |
10,761.0 |
|
| S3 |
10,502.8 |
10,569.7 |
10,747.1 |
|
| S4 |
10,350.3 |
10,417.2 |
10,705.1 |
|
|
| 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 |
10,583.5 |
343.5 |
3.2% |
179.8 |
1.7% |
60% |
False |
False |
90,394 |
| 10 |
10,927.0 |
10,052.5 |
874.5 |
8.1% |
184.4 |
1.7% |
84% |
False |
False |
96,974 |
| 20 |
10,927.0 |
9,390.0 |
1,537.0 |
14.2% |
188.7 |
1.7% |
91% |
False |
False |
101,553 |
| 40 |
10,927.0 |
9,301.0 |
1,626.0 |
15.1% |
218.1 |
2.0% |
92% |
False |
False |
94,370 |
| 60 |
11,670.5 |
9,301.0 |
2,369.5 |
22.0% |
229.2 |
2.1% |
63% |
False |
False |
63,321 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
23.3% |
213.8 |
2.0% |
59% |
False |
False |
47,576 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.3% |
216.7 |
2.0% |
59% |
False |
False |
38,145 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
24.1% |
210.7 |
2.0% |
57% |
False |
False |
31,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,541.6 |
|
2.618 |
11,292.7 |
|
1.618 |
11,140.2 |
|
1.000 |
11,046.0 |
|
0.618 |
10,987.7 |
|
HIGH |
10,893.5 |
|
0.618 |
10,835.2 |
|
0.500 |
10,817.3 |
|
0.382 |
10,799.3 |
|
LOW |
10,741.0 |
|
0.618 |
10,646.8 |
|
1.000 |
10,588.5 |
|
1.618 |
10,494.3 |
|
2.618 |
10,341.8 |
|
4.250 |
10,092.9 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,817.3 |
10,806.3 |
| PP |
10,807.8 |
10,800.5 |
| S1 |
10,798.4 |
10,794.8 |
|