| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,002.50 |
2,046.50 |
44.00 |
2.2% |
2,016.00 |
| High |
2,047.50 |
2,066.25 |
18.75 |
0.9% |
2,066.25 |
| Low |
2,000.75 |
2,045.50 |
44.75 |
2.2% |
1,999.00 |
| Close |
2,045.00 |
2,058.00 |
13.00 |
0.6% |
2,058.00 |
| Range |
46.75 |
20.75 |
-26.00 |
-55.6% |
67.25 |
| ATR |
30.47 |
29.82 |
-0.66 |
-2.2% |
0.00 |
| Volume |
4,474 |
4,309 |
-165 |
-3.7% |
28,349 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.75 |
2,109.25 |
2,069.50 |
|
| R3 |
2,098.00 |
2,088.50 |
2,063.75 |
|
| R2 |
2,077.25 |
2,077.25 |
2,061.75 |
|
| R1 |
2,067.75 |
2,067.75 |
2,060.00 |
2,072.50 |
| PP |
2,056.50 |
2,056.50 |
2,056.50 |
2,059.00 |
| S1 |
2,047.00 |
2,047.00 |
2,056.00 |
2,051.75 |
| S2 |
2,035.75 |
2,035.75 |
2,054.25 |
|
| S3 |
2,015.00 |
2,026.25 |
2,052.25 |
|
| S4 |
1,994.25 |
2,005.50 |
2,046.50 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,242.75 |
2,217.75 |
2,095.00 |
|
| R3 |
2,175.50 |
2,150.50 |
2,076.50 |
|
| R2 |
2,108.25 |
2,108.25 |
2,070.25 |
|
| R1 |
2,083.25 |
2,083.25 |
2,064.25 |
2,095.75 |
| PP |
2,041.00 |
2,041.00 |
2,041.00 |
2,047.50 |
| S1 |
2,016.00 |
2,016.00 |
2,051.75 |
2,028.50 |
| S2 |
1,973.75 |
1,973.75 |
2,045.75 |
|
| S3 |
1,906.50 |
1,948.75 |
2,039.50 |
|
| S4 |
1,839.25 |
1,881.50 |
2,021.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,066.25 |
1,999.00 |
67.25 |
3.3% |
24.00 |
1.2% |
88% |
True |
False |
5,669 |
| 10 |
2,066.25 |
1,974.75 |
91.50 |
4.4% |
22.00 |
1.1% |
91% |
True |
False |
6,464 |
| 20 |
2,066.25 |
1,853.00 |
213.25 |
10.4% |
29.50 |
1.4% |
96% |
True |
False |
6,551 |
| 40 |
2,066.25 |
1,853.00 |
213.25 |
10.4% |
33.25 |
1.6% |
96% |
True |
False |
4,118 |
| 60 |
2,095.00 |
1,819.25 |
275.75 |
13.4% |
35.25 |
1.7% |
87% |
False |
False |
2,874 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.2% |
31.25 |
1.5% |
82% |
False |
False |
2,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.50 |
|
2.618 |
2,120.50 |
|
1.618 |
2,099.75 |
|
1.000 |
2,087.00 |
|
0.618 |
2,079.00 |
|
HIGH |
2,066.25 |
|
0.618 |
2,058.25 |
|
0.500 |
2,056.00 |
|
0.382 |
2,053.50 |
|
LOW |
2,045.50 |
|
0.618 |
2,032.75 |
|
1.000 |
2,024.75 |
|
1.618 |
2,012.00 |
|
2.618 |
1,991.25 |
|
4.250 |
1,957.25 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.25 |
2,049.50 |
| PP |
2,056.50 |
2,041.00 |
| S1 |
2,056.00 |
2,032.50 |
|