| 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 |
2,055.25 |
2,053.00 |
-2.25 |
-0.1% |
2,016.00 |
| High |
2,056.50 |
2,077.50 |
21.00 |
1.0% |
2,066.25 |
| Low |
2,043.75 |
2,048.00 |
4.25 |
0.2% |
1,999.00 |
| Close |
2,052.50 |
2,076.75 |
24.25 |
1.2% |
2,058.00 |
| Range |
12.75 |
29.50 |
16.75 |
131.4% |
67.25 |
| ATR |
27.27 |
27.43 |
0.16 |
0.6% |
0.00 |
| Volume |
3,292 |
4,296 |
1,004 |
30.5% |
28,349 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.00 |
2,145.75 |
2,093.00 |
|
| R3 |
2,126.50 |
2,116.25 |
2,084.75 |
|
| R2 |
2,097.00 |
2,097.00 |
2,082.25 |
|
| R1 |
2,086.75 |
2,086.75 |
2,079.50 |
2,092.00 |
| PP |
2,067.50 |
2,067.50 |
2,067.50 |
2,070.00 |
| S1 |
2,057.25 |
2,057.25 |
2,074.00 |
2,062.50 |
| S2 |
2,038.00 |
2,038.00 |
2,071.25 |
|
| S3 |
2,008.50 |
2,027.75 |
2,068.75 |
|
| S4 |
1,979.00 |
1,998.25 |
2,060.50 |
|
|
| 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 |
2,077.50 |
2,000.75 |
76.75 |
3.7% |
24.00 |
1.2% |
99% |
True |
False |
3,473 |
| 10 |
2,077.50 |
1,978.00 |
99.50 |
4.8% |
22.00 |
1.1% |
99% |
True |
False |
4,676 |
| 20 |
2,077.50 |
1,874.75 |
202.75 |
9.8% |
25.75 |
1.2% |
100% |
True |
False |
5,886 |
| 40 |
2,077.50 |
1,853.00 |
224.50 |
10.8% |
32.00 |
1.5% |
100% |
True |
False |
4,297 |
| 60 |
2,092.25 |
1,819.25 |
273.00 |
13.1% |
35.25 |
1.7% |
94% |
False |
False |
3,001 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
31.00 |
1.5% |
88% |
False |
False |
2,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,203.00 |
|
2.618 |
2,154.75 |
|
1.618 |
2,125.25 |
|
1.000 |
2,107.00 |
|
0.618 |
2,095.75 |
|
HIGH |
2,077.50 |
|
0.618 |
2,066.25 |
|
0.500 |
2,062.75 |
|
0.382 |
2,059.25 |
|
LOW |
2,048.00 |
|
0.618 |
2,029.75 |
|
1.000 |
2,018.50 |
|
1.618 |
2,000.25 |
|
2.618 |
1,970.75 |
|
4.250 |
1,922.50 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.00 |
2,071.50 |
| PP |
2,067.50 |
2,066.00 |
| S1 |
2,062.75 |
2,060.50 |
|