| 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 |
1,163.7 |
1,167.1 |
3.4 |
0.3% |
1,176.7 |
| High |
1,169.0 |
1,183.5 |
14.5 |
1.2% |
1,181.4 |
| Low |
1,161.8 |
1,153.6 |
-8.2 |
-0.7% |
1,159.8 |
| Close |
1,166.7 |
1,177.0 |
10.3 |
0.9% |
1,163.6 |
| Range |
7.2 |
29.9 |
22.7 |
315.3% |
21.6 |
| ATR |
14.0 |
15.2 |
1.1 |
8.1% |
0.0 |
| Volume |
2,949 |
4,504 |
1,555 |
52.7% |
10,559 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.1 |
1,248.9 |
1,193.4 |
|
| R3 |
1,231.2 |
1,219.0 |
1,185.2 |
|
| R2 |
1,201.3 |
1,201.3 |
1,182.5 |
|
| R1 |
1,189.1 |
1,189.1 |
1,179.7 |
1,195.2 |
| PP |
1,171.4 |
1,171.4 |
1,171.4 |
1,174.4 |
| S1 |
1,159.2 |
1,159.2 |
1,174.3 |
1,165.3 |
| S2 |
1,141.5 |
1,141.5 |
1,171.5 |
|
| S3 |
1,111.6 |
1,129.3 |
1,168.8 |
|
| S4 |
1,081.7 |
1,099.4 |
1,160.6 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,233.1 |
1,219.9 |
1,175.5 |
|
| R3 |
1,211.5 |
1,198.3 |
1,169.5 |
|
| R2 |
1,189.9 |
1,189.9 |
1,167.6 |
|
| R1 |
1,176.7 |
1,176.7 |
1,165.6 |
1,172.5 |
| PP |
1,168.3 |
1,168.3 |
1,168.3 |
1,166.2 |
| S1 |
1,155.1 |
1,155.1 |
1,161.6 |
1,150.9 |
| S2 |
1,146.7 |
1,146.7 |
1,159.6 |
|
| S3 |
1,125.1 |
1,133.5 |
1,157.7 |
|
| S4 |
1,103.5 |
1,111.9 |
1,151.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,183.5 |
1,153.6 |
29.9 |
2.5% |
14.2 |
1.2% |
78% |
True |
True |
3,236 |
| 10 |
1,192.1 |
1,153.6 |
38.5 |
3.3% |
13.5 |
1.1% |
61% |
False |
True |
2,722 |
| 20 |
1,192.1 |
1,106.0 |
86.1 |
7.3% |
15.0 |
1.3% |
82% |
False |
False |
3,051 |
| 40 |
1,192.1 |
1,098.6 |
93.5 |
7.9% |
14.2 |
1.2% |
84% |
False |
False |
2,944 |
| 60 |
1,192.1 |
1,082.9 |
109.2 |
9.3% |
14.4 |
1.2% |
86% |
False |
False |
2,418 |
| 80 |
1,192.1 |
1,077.9 |
114.2 |
9.7% |
13.9 |
1.2% |
87% |
False |
False |
2,432 |
| 100 |
1,207.5 |
1,077.9 |
129.6 |
11.0% |
13.2 |
1.1% |
76% |
False |
False |
2,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,310.6 |
|
2.618 |
1,261.8 |
|
1.618 |
1,231.9 |
|
1.000 |
1,213.4 |
|
0.618 |
1,202.0 |
|
HIGH |
1,183.5 |
|
0.618 |
1,172.1 |
|
0.500 |
1,168.6 |
|
0.382 |
1,165.0 |
|
LOW |
1,153.6 |
|
0.618 |
1,135.1 |
|
1.000 |
1,123.7 |
|
1.618 |
1,105.2 |
|
2.618 |
1,075.3 |
|
4.250 |
1,026.5 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,174.2 |
1,174.2 |
| PP |
1,171.4 |
1,171.4 |
| S1 |
1,168.6 |
1,168.6 |
|