| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,073.00 |
2,078.00 |
5.00 |
0.2% |
2,057.25 |
| High |
2,078.75 |
2,086.75 |
8.00 |
0.4% |
2,086.75 |
| Low |
2,066.00 |
2,062.25 |
-3.75 |
-0.2% |
2,043.75 |
| Close |
2,075.25 |
2,066.00 |
-9.25 |
-0.4% |
2,066.00 |
| Range |
12.75 |
24.50 |
11.75 |
92.2% |
43.00 |
| ATR |
26.38 |
26.24 |
-0.13 |
-0.5% |
0.00 |
| Volume |
1,919 |
2,366 |
447 |
23.3% |
12,869 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.25 |
2,130.00 |
2,079.50 |
|
| R3 |
2,120.75 |
2,105.50 |
2,072.75 |
|
| R2 |
2,096.25 |
2,096.25 |
2,070.50 |
|
| R1 |
2,081.00 |
2,081.00 |
2,068.25 |
2,076.50 |
| PP |
2,071.75 |
2,071.75 |
2,071.75 |
2,069.25 |
| S1 |
2,056.50 |
2,056.50 |
2,063.75 |
2,052.00 |
| S2 |
2,047.25 |
2,047.25 |
2,061.50 |
|
| S3 |
2,022.75 |
2,032.00 |
2,059.25 |
|
| S4 |
1,998.25 |
2,007.50 |
2,052.50 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.50 |
2,173.25 |
2,089.75 |
|
| R3 |
2,151.50 |
2,130.25 |
2,077.75 |
|
| R2 |
2,108.50 |
2,108.50 |
2,074.00 |
|
| R1 |
2,087.25 |
2,087.25 |
2,070.00 |
2,098.00 |
| PP |
2,065.50 |
2,065.50 |
2,065.50 |
2,070.75 |
| S1 |
2,044.25 |
2,044.25 |
2,062.00 |
2,055.00 |
| S2 |
2,022.50 |
2,022.50 |
2,058.00 |
|
| S3 |
1,979.50 |
2,001.25 |
2,054.25 |
|
| S4 |
1,936.50 |
1,958.25 |
2,042.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,086.75 |
2,043.75 |
43.00 |
2.1% |
17.75 |
0.9% |
52% |
True |
False |
2,573 |
| 10 |
2,086.75 |
1,999.00 |
87.75 |
4.2% |
21.00 |
1.0% |
76% |
True |
False |
4,121 |
| 20 |
2,086.75 |
1,929.00 |
157.75 |
7.6% |
22.75 |
1.1% |
87% |
True |
False |
5,447 |
| 40 |
2,086.75 |
1,853.00 |
233.75 |
11.3% |
31.25 |
1.5% |
91% |
True |
False |
4,382 |
| 60 |
2,089.50 |
1,819.25 |
270.25 |
13.1% |
35.25 |
1.7% |
91% |
False |
False |
3,071 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
30.75 |
1.5% |
85% |
False |
False |
2,352 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
28.50 |
1.4% |
85% |
False |
False |
1,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,191.00 |
|
2.618 |
2,151.00 |
|
1.618 |
2,126.50 |
|
1.000 |
2,111.25 |
|
0.618 |
2,102.00 |
|
HIGH |
2,086.75 |
|
0.618 |
2,077.50 |
|
0.500 |
2,074.50 |
|
0.382 |
2,071.50 |
|
LOW |
2,062.25 |
|
0.618 |
2,047.00 |
|
1.000 |
2,037.75 |
|
1.618 |
2,022.50 |
|
2.618 |
1,998.00 |
|
4.250 |
1,958.00 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.50 |
2,067.50 |
| PP |
2,071.75 |
2,067.00 |
| S1 |
2,068.75 |
2,066.50 |
|