| 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 |
10,818.0 |
10,789.5 |
-28.5 |
-0.3% |
10,090.5 |
| High |
10,872.0 |
10,813.5 |
-58.5 |
-0.5% |
10,867.0 |
| Low |
10,775.0 |
10,696.5 |
-78.5 |
-0.7% |
10,088.0 |
| Close |
10,817.0 |
10,722.0 |
-95.0 |
-0.9% |
10,792.0 |
| Range |
97.0 |
117.0 |
20.0 |
20.6% |
779.0 |
| ATR |
211.0 |
204.5 |
-6.5 |
-3.1% |
0.0 |
| Volume |
2,289 |
2,198 |
-91 |
-4.0% |
6,446 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,095.0 |
11,025.5 |
10,786.4 |
|
| R3 |
10,978.0 |
10,908.5 |
10,754.2 |
|
| R2 |
10,861.0 |
10,861.0 |
10,743.5 |
|
| R1 |
10,791.5 |
10,791.5 |
10,732.7 |
10,767.8 |
| PP |
10,744.0 |
10,744.0 |
10,744.0 |
10,732.1 |
| S1 |
10,674.5 |
10,674.5 |
10,711.3 |
10,650.8 |
| S2 |
10,627.0 |
10,627.0 |
10,700.6 |
|
| S3 |
10,510.0 |
10,557.5 |
10,689.8 |
|
| S4 |
10,393.0 |
10,440.5 |
10,657.7 |
|
|
| 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 |
10,120.0 |
752.0 |
7.0% |
206.4 |
1.9% |
80% |
False |
False |
1,757 |
| 10 |
10,872.0 |
9,898.5 |
973.5 |
9.1% |
167.4 |
1.6% |
85% |
False |
False |
1,559 |
| 20 |
10,872.0 |
9,401.5 |
1,470.5 |
13.7% |
180.3 |
1.7% |
90% |
False |
False |
998 |
| 40 |
10,872.0 |
9,329.5 |
1,542.5 |
14.4% |
185.9 |
1.7% |
90% |
False |
False |
596 |
| 60 |
11,674.5 |
9,329.5 |
2,345.0 |
21.9% |
183.2 |
1.7% |
59% |
False |
False |
407 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
23.1% |
149.7 |
1.4% |
56% |
False |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,310.8 |
|
2.618 |
11,119.8 |
|
1.618 |
11,002.8 |
|
1.000 |
10,930.5 |
|
0.618 |
10,885.8 |
|
HIGH |
10,813.5 |
|
0.618 |
10,768.8 |
|
0.500 |
10,755.0 |
|
0.382 |
10,741.2 |
|
LOW |
10,696.5 |
|
0.618 |
10,624.2 |
|
1.000 |
10,579.5 |
|
1.618 |
10,507.2 |
|
2.618 |
10,390.2 |
|
4.250 |
10,199.3 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,755.0 |
10,738.0 |
| PP |
10,744.0 |
10,732.7 |
| S1 |
10,733.0 |
10,727.3 |
|