| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,057.25 |
2,055.25 |
-2.00 |
-0.1% |
2,016.00 |
| High |
2,059.75 |
2,056.50 |
-3.25 |
-0.2% |
2,066.25 |
| Low |
2,050.00 |
2,043.75 |
-6.25 |
-0.3% |
1,999.00 |
| Close |
2,054.50 |
2,052.50 |
-2.00 |
-0.1% |
2,058.00 |
| Range |
9.75 |
12.75 |
3.00 |
30.8% |
67.25 |
| ATR |
28.38 |
27.27 |
-1.12 |
-3.9% |
0.00 |
| Volume |
996 |
3,292 |
2,296 |
230.5% |
28,349 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,089.25 |
2,083.50 |
2,059.50 |
|
| R3 |
2,076.50 |
2,070.75 |
2,056.00 |
|
| R2 |
2,063.75 |
2,063.75 |
2,054.75 |
|
| R1 |
2,058.00 |
2,058.00 |
2,053.75 |
2,054.50 |
| PP |
2,051.00 |
2,051.00 |
2,051.00 |
2,049.00 |
| S1 |
2,045.25 |
2,045.25 |
2,051.25 |
2,041.75 |
| S2 |
2,038.25 |
2,038.25 |
2,050.25 |
|
| S3 |
2,025.50 |
2,032.50 |
2,049.00 |
|
| S4 |
2,012.75 |
2,019.75 |
2,045.50 |
|
|
| 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% |
23.25 |
1.1% |
80% |
False |
False |
3,697 |
| 10 |
2,066.25 |
1,974.75 |
91.50 |
4.5% |
20.75 |
1.0% |
85% |
False |
False |
5,558 |
| 20 |
2,066.25 |
1,863.25 |
203.00 |
9.9% |
26.25 |
1.3% |
93% |
False |
False |
6,027 |
| 40 |
2,066.25 |
1,853.00 |
213.25 |
10.4% |
32.75 |
1.6% |
94% |
False |
False |
4,209 |
| 60 |
2,092.25 |
1,819.25 |
273.00 |
13.3% |
35.00 |
1.7% |
85% |
False |
False |
2,933 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.2% |
31.00 |
1.5% |
80% |
False |
False |
2,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,110.75 |
|
2.618 |
2,090.00 |
|
1.618 |
2,077.25 |
|
1.000 |
2,069.25 |
|
0.618 |
2,064.50 |
|
HIGH |
2,056.50 |
|
0.618 |
2,051.75 |
|
0.500 |
2,050.00 |
|
0.382 |
2,048.50 |
|
LOW |
2,043.75 |
|
0.618 |
2,035.75 |
|
1.000 |
2,031.00 |
|
1.618 |
2,023.00 |
|
2.618 |
2,010.25 |
|
4.250 |
1,989.50 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.75 |
2,055.00 |
| PP |
2,051.00 |
2,054.25 |
| S1 |
2,050.00 |
2,053.25 |
|