| 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 |
10,789.5 |
10,721.5 |
-68.0 |
-0.6% |
10,090.5 |
| High |
10,813.5 |
10,931.0 |
117.5 |
1.1% |
10,867.0 |
| Low |
10,696.5 |
10,700.0 |
3.5 |
0.0% |
10,088.0 |
| Close |
10,722.0 |
10,850.0 |
128.0 |
1.2% |
10,792.0 |
| Range |
117.0 |
231.0 |
114.0 |
97.4% |
779.0 |
| ATR |
204.5 |
206.4 |
1.9 |
0.9% |
0.0 |
| Volume |
2,198 |
2,198 |
0 |
0.0% |
6,446 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,520.0 |
11,416.0 |
10,977.1 |
|
| R3 |
11,289.0 |
11,185.0 |
10,913.5 |
|
| R2 |
11,058.0 |
11,058.0 |
10,892.4 |
|
| R1 |
10,954.0 |
10,954.0 |
10,871.2 |
11,006.0 |
| PP |
10,827.0 |
10,827.0 |
10,827.0 |
10,853.0 |
| S1 |
10,723.0 |
10,723.0 |
10,828.8 |
10,775.0 |
| S2 |
10,596.0 |
10,596.0 |
10,807.7 |
|
| S3 |
10,365.0 |
10,492.0 |
10,786.5 |
|
| S4 |
10,134.0 |
10,261.0 |
10,723.0 |
|
|
| 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 |
10,931.0 |
10,202.0 |
729.0 |
6.7% |
220.2 |
2.0% |
89% |
True |
False |
1,834 |
| 10 |
10,931.0 |
9,975.0 |
956.0 |
8.8% |
176.4 |
1.6% |
92% |
True |
False |
1,668 |
| 20 |
10,931.0 |
9,401.5 |
1,529.5 |
14.1% |
185.1 |
1.7% |
95% |
True |
False |
1,078 |
| 40 |
10,931.0 |
9,329.5 |
1,601.5 |
14.8% |
188.9 |
1.7% |
95% |
True |
False |
650 |
| 60 |
11,665.5 |
9,329.5 |
2,336.0 |
21.5% |
184.4 |
1.7% |
65% |
False |
False |
444 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
22.9% |
152.6 |
1.4% |
61% |
False |
False |
334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,912.8 |
|
2.618 |
11,535.8 |
|
1.618 |
11,304.8 |
|
1.000 |
11,162.0 |
|
0.618 |
11,073.8 |
|
HIGH |
10,931.0 |
|
0.618 |
10,842.8 |
|
0.500 |
10,815.5 |
|
0.382 |
10,788.2 |
|
LOW |
10,700.0 |
|
0.618 |
10,557.2 |
|
1.000 |
10,469.0 |
|
1.618 |
10,326.2 |
|
2.618 |
10,095.2 |
|
4.250 |
9,718.3 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,838.5 |
10,837.9 |
| PP |
10,827.0 |
10,825.8 |
| S1 |
10,815.5 |
10,813.8 |
|