| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
10,651.0 |
10,818.0 |
167.0 |
1.6% |
10,090.5 |
| High |
10,867.0 |
10,872.0 |
5.0 |
0.0% |
10,867.0 |
| Low |
10,604.0 |
10,775.0 |
171.0 |
1.6% |
10,088.0 |
| Close |
10,792.0 |
10,817.0 |
25.0 |
0.2% |
10,792.0 |
| Range |
263.0 |
97.0 |
-166.0 |
-63.1% |
779.0 |
| ATR |
219.7 |
211.0 |
-8.8 |
-4.0% |
0.0 |
| Volume |
850 |
2,289 |
1,439 |
169.3% |
6,446 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,112.3 |
11,061.7 |
10,870.4 |
|
| R3 |
11,015.3 |
10,964.7 |
10,843.7 |
|
| R2 |
10,918.3 |
10,918.3 |
10,834.8 |
|
| R1 |
10,867.7 |
10,867.7 |
10,825.9 |
10,844.5 |
| PP |
10,821.3 |
10,821.3 |
10,821.3 |
10,809.8 |
| S1 |
10,770.7 |
10,770.7 |
10,808.1 |
10,747.5 |
| S2 |
10,724.3 |
10,724.3 |
10,799.2 |
|
| S3 |
10,627.3 |
10,673.7 |
10,790.3 |
|
| S4 |
10,530.3 |
10,576.7 |
10,763.7 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,919.3 |
12,634.7 |
11,220.5 |
|
| R3 |
12,140.3 |
11,855.7 |
11,006.2 |
|
| R2 |
11,361.3 |
11,361.3 |
10,934.8 |
|
| R1 |
11,076.7 |
11,076.7 |
10,863.4 |
11,219.0 |
| PP |
10,582.3 |
10,582.3 |
10,582.3 |
10,653.5 |
| S1 |
10,297.7 |
10,297.7 |
10,720.6 |
10,440.0 |
| S2 |
9,803.3 |
9,803.3 |
10,649.2 |
|
| S3 |
9,024.3 |
9,518.7 |
10,577.8 |
|
| S4 |
8,245.3 |
8,739.7 |
10,363.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,872.0 |
10,088.0 |
784.0 |
7.2% |
205.4 |
1.9% |
93% |
True |
False |
1,419 |
| 10 |
10,872.0 |
9,898.5 |
973.5 |
9.0% |
171.9 |
1.6% |
94% |
True |
False |
1,399 |
| 20 |
10,872.0 |
9,329.5 |
1,542.5 |
14.3% |
184.9 |
1.7% |
96% |
True |
False |
916 |
| 40 |
10,872.0 |
9,329.5 |
1,542.5 |
14.3% |
186.8 |
1.7% |
96% |
True |
False |
542 |
| 60 |
11,674.5 |
9,329.5 |
2,345.0 |
21.7% |
181.6 |
1.7% |
63% |
False |
False |
371 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
22.9% |
148.2 |
1.4% |
60% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,284.3 |
|
2.618 |
11,125.9 |
|
1.618 |
11,028.9 |
|
1.000 |
10,969.0 |
|
0.618 |
10,931.9 |
|
HIGH |
10,872.0 |
|
0.618 |
10,834.9 |
|
0.500 |
10,823.5 |
|
0.382 |
10,812.1 |
|
LOW |
10,775.0 |
|
0.618 |
10,715.1 |
|
1.000 |
10,678.0 |
|
1.618 |
10,618.1 |
|
2.618 |
10,521.1 |
|
4.250 |
10,362.8 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,823.5 |
10,723.7 |
| PP |
10,821.3 |
10,630.3 |
| S1 |
10,819.2 |
10,537.0 |
|