| 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 |
10,721.5 |
10,888.5 |
167.0 |
1.6% |
10,090.5 |
| High |
10,931.0 |
10,893.5 |
-37.5 |
-0.3% |
10,867.0 |
| Low |
10,700.0 |
10,752.0 |
52.0 |
0.5% |
10,088.0 |
| Close |
10,850.0 |
10,797.5 |
-52.5 |
-0.5% |
10,792.0 |
| Range |
231.0 |
141.5 |
-89.5 |
-38.7% |
779.0 |
| ATR |
206.4 |
201.8 |
-4.6 |
-2.2% |
0.0 |
| Volume |
2,198 |
2,035 |
-163 |
-7.4% |
6,446 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,238.8 |
11,159.7 |
10,875.3 |
|
| R3 |
11,097.3 |
11,018.2 |
10,836.4 |
|
| R2 |
10,955.8 |
10,955.8 |
10,823.4 |
|
| R1 |
10,876.7 |
10,876.7 |
10,810.5 |
10,845.5 |
| PP |
10,814.3 |
10,814.3 |
10,814.3 |
10,798.8 |
| S1 |
10,735.2 |
10,735.2 |
10,784.5 |
10,704.0 |
| S2 |
10,672.8 |
10,672.8 |
10,771.6 |
|
| S3 |
10,531.3 |
10,593.7 |
10,758.6 |
|
| S4 |
10,389.8 |
10,452.2 |
10,719.7 |
|
|
| 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 |
10,931.0 |
10,604.0 |
327.0 |
3.0% |
169.9 |
1.6% |
59% |
False |
False |
1,914 |
| 10 |
10,931.0 |
10,068.0 |
863.0 |
8.0% |
173.2 |
1.6% |
85% |
False |
False |
1,744 |
| 20 |
10,931.0 |
9,401.5 |
1,529.5 |
14.2% |
175.6 |
1.6% |
91% |
False |
False |
1,138 |
| 40 |
10,931.0 |
9,329.5 |
1,601.5 |
14.8% |
188.9 |
1.7% |
92% |
False |
False |
700 |
| 60 |
11,622.0 |
9,329.5 |
2,292.5 |
21.2% |
185.3 |
1.7% |
64% |
False |
False |
477 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
23.0% |
154.3 |
1.4% |
59% |
False |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,494.9 |
|
2.618 |
11,263.9 |
|
1.618 |
11,122.4 |
|
1.000 |
11,035.0 |
|
0.618 |
10,980.9 |
|
HIGH |
10,893.5 |
|
0.618 |
10,839.4 |
|
0.500 |
10,822.8 |
|
0.382 |
10,806.1 |
|
LOW |
10,752.0 |
|
0.618 |
10,664.6 |
|
1.000 |
10,610.5 |
|
1.618 |
10,523.1 |
|
2.618 |
10,381.6 |
|
4.250 |
10,150.6 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,822.8 |
10,813.8 |
| PP |
10,814.3 |
10,808.3 |
| S1 |
10,805.9 |
10,802.9 |
|