| 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 |
10,877.0 |
10,845.5 |
-31.5 |
-0.3% |
10,810.0 |
| High |
10,893.5 |
10,880.0 |
-13.5 |
-0.1% |
10,927.0 |
| Low |
10,741.0 |
10,746.5 |
5.5 |
0.1% |
10,685.5 |
| Close |
10,789.0 |
10,819.5 |
30.5 |
0.3% |
10,819.5 |
| Range |
152.5 |
133.5 |
-19.0 |
-12.5% |
241.5 |
| ATR |
216.4 |
210.4 |
-5.9 |
-2.7% |
0.0 |
| Volume |
89,177 |
82,194 |
-6,983 |
-7.8% |
444,962 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,215.8 |
11,151.2 |
10,892.9 |
|
| R3 |
11,082.3 |
11,017.7 |
10,856.2 |
|
| R2 |
10,948.8 |
10,948.8 |
10,844.0 |
|
| R1 |
10,884.2 |
10,884.2 |
10,831.7 |
10,849.8 |
| PP |
10,815.3 |
10,815.3 |
10,815.3 |
10,798.1 |
| S1 |
10,750.7 |
10,750.7 |
10,807.3 |
10,716.3 |
| S2 |
10,681.8 |
10,681.8 |
10,795.0 |
|
| S3 |
10,548.3 |
10,617.2 |
10,782.8 |
|
| S4 |
10,414.8 |
10,483.7 |
10,746.1 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,535.2 |
11,418.8 |
10,952.3 |
|
| R3 |
11,293.7 |
11,177.3 |
10,885.9 |
|
| R2 |
11,052.2 |
11,052.2 |
10,863.8 |
|
| R1 |
10,935.8 |
10,935.8 |
10,841.6 |
10,994.0 |
| PP |
10,810.7 |
10,810.7 |
10,810.7 |
10,839.8 |
| S1 |
10,694.3 |
10,694.3 |
10,797.4 |
10,752.5 |
| S2 |
10,569.2 |
10,569.2 |
10,775.2 |
|
| S3 |
10,327.7 |
10,452.8 |
10,753.1 |
|
| S4 |
10,086.2 |
10,211.3 |
10,686.7 |
|
|
| 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 |
10,685.5 |
241.5 |
2.2% |
151.2 |
1.4% |
55% |
False |
False |
88,992 |
| 10 |
10,927.0 |
10,066.0 |
861.0 |
8.0% |
186.4 |
1.7% |
88% |
False |
False |
96,766 |
| 20 |
10,927.0 |
9,647.5 |
1,279.5 |
11.8% |
180.9 |
1.7% |
92% |
False |
False |
99,919 |
| 40 |
10,927.0 |
9,301.0 |
1,626.0 |
15.0% |
215.3 |
2.0% |
93% |
False |
False |
96,401 |
| 60 |
11,615.0 |
9,301.0 |
2,314.0 |
21.4% |
229.3 |
2.1% |
66% |
False |
False |
64,690 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
212.4 |
2.0% |
60% |
False |
False |
48,602 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
216.3 |
2.0% |
60% |
False |
False |
38,964 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
24.0% |
209.7 |
1.9% |
58% |
False |
False |
32,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,447.4 |
|
2.618 |
11,229.5 |
|
1.618 |
11,096.0 |
|
1.000 |
11,013.5 |
|
0.618 |
10,962.5 |
|
HIGH |
10,880.0 |
|
0.618 |
10,829.0 |
|
0.500 |
10,813.3 |
|
0.382 |
10,797.5 |
|
LOW |
10,746.5 |
|
0.618 |
10,664.0 |
|
1.000 |
10,613.0 |
|
1.618 |
10,530.5 |
|
2.618 |
10,397.0 |
|
4.250 |
10,179.1 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,817.4 |
10,816.0 |
| PP |
10,815.3 |
10,812.5 |
| S1 |
10,813.3 |
10,809.0 |
|