| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,053.00 |
2,073.00 |
20.00 |
1.0% |
2,016.00 |
| High |
2,077.50 |
2,078.75 |
1.25 |
0.1% |
2,066.25 |
| Low |
2,048.00 |
2,066.00 |
18.00 |
0.9% |
1,999.00 |
| Close |
2,076.75 |
2,075.25 |
-1.50 |
-0.1% |
2,058.00 |
| Range |
29.50 |
12.75 |
-16.75 |
-56.8% |
67.25 |
| ATR |
27.43 |
26.38 |
-1.05 |
-3.8% |
0.00 |
| Volume |
4,296 |
1,919 |
-2,377 |
-55.3% |
28,349 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.50 |
2,106.25 |
2,082.25 |
|
| R3 |
2,098.75 |
2,093.50 |
2,078.75 |
|
| R2 |
2,086.00 |
2,086.00 |
2,077.50 |
|
| R1 |
2,080.75 |
2,080.75 |
2,076.50 |
2,083.50 |
| PP |
2,073.25 |
2,073.25 |
2,073.25 |
2,074.75 |
| S1 |
2,068.00 |
2,068.00 |
2,074.00 |
2,070.50 |
| S2 |
2,060.50 |
2,060.50 |
2,073.00 |
|
| S3 |
2,047.75 |
2,055.25 |
2,071.75 |
|
| S4 |
2,035.00 |
2,042.50 |
2,068.25 |
|
|
| 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 |
2,078.75 |
2,043.75 |
35.00 |
1.7% |
17.00 |
0.8% |
90% |
True |
False |
2,962 |
| 10 |
2,078.75 |
1,999.00 |
79.75 |
3.8% |
20.00 |
1.0% |
96% |
True |
False |
4,120 |
| 20 |
2,078.75 |
1,874.75 |
204.00 |
9.8% |
24.50 |
1.2% |
98% |
True |
False |
5,686 |
| 40 |
2,078.75 |
1,853.00 |
225.75 |
10.9% |
31.25 |
1.5% |
98% |
True |
False |
4,334 |
| 60 |
2,089.50 |
1,819.25 |
270.25 |
13.0% |
35.25 |
1.7% |
95% |
False |
False |
3,032 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
30.75 |
1.5% |
88% |
False |
False |
2,323 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
28.50 |
1.4% |
88% |
False |
False |
1,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,133.00 |
|
2.618 |
2,112.25 |
|
1.618 |
2,099.50 |
|
1.000 |
2,091.50 |
|
0.618 |
2,086.75 |
|
HIGH |
2,078.75 |
|
0.618 |
2,074.00 |
|
0.500 |
2,072.50 |
|
0.382 |
2,070.75 |
|
LOW |
2,066.00 |
|
0.618 |
2,058.00 |
|
1.000 |
2,053.25 |
|
1.618 |
2,045.25 |
|
2.618 |
2,032.50 |
|
4.250 |
2,011.75 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.25 |
2,070.50 |
| PP |
2,073.25 |
2,066.00 |
| S1 |
2,072.50 |
2,061.25 |
|