| 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 |
10,888.5 |
10,845.5 |
-43.0 |
-0.4% |
10,818.0 |
| High |
10,893.5 |
10,880.5 |
-13.0 |
-0.1% |
10,931.0 |
| Low |
10,752.0 |
10,760.0 |
8.0 |
0.1% |
10,696.5 |
| Close |
10,797.5 |
10,828.0 |
30.5 |
0.3% |
10,828.0 |
| Range |
141.5 |
120.5 |
-21.0 |
-14.8% |
234.5 |
| ATR |
201.8 |
196.0 |
-5.8 |
-2.9% |
0.0 |
| Volume |
2,035 |
253 |
-1,782 |
-87.6% |
8,973 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,184.3 |
11,126.7 |
10,894.3 |
|
| R3 |
11,063.8 |
11,006.2 |
10,861.1 |
|
| R2 |
10,943.3 |
10,943.3 |
10,850.1 |
|
| R1 |
10,885.7 |
10,885.7 |
10,839.0 |
10,854.3 |
| PP |
10,822.8 |
10,822.8 |
10,822.8 |
10,807.1 |
| S1 |
10,765.2 |
10,765.2 |
10,817.0 |
10,733.8 |
| S2 |
10,702.3 |
10,702.3 |
10,805.9 |
|
| S3 |
10,581.8 |
10,644.7 |
10,794.9 |
|
| S4 |
10,461.3 |
10,524.2 |
10,761.7 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,522.0 |
11,409.5 |
10,957.0 |
|
| R3 |
11,287.5 |
11,175.0 |
10,892.5 |
|
| R2 |
11,053.0 |
11,053.0 |
10,871.0 |
|
| R1 |
10,940.5 |
10,940.5 |
10,849.5 |
10,996.8 |
| PP |
10,818.5 |
10,818.5 |
10,818.5 |
10,846.6 |
| S1 |
10,706.0 |
10,706.0 |
10,806.5 |
10,762.3 |
| S2 |
10,584.0 |
10,584.0 |
10,785.0 |
|
| S3 |
10,349.5 |
10,471.5 |
10,763.5 |
|
| S4 |
10,115.0 |
10,237.0 |
10,699.0 |
|
|
| 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 |
10,696.5 |
234.5 |
2.2% |
141.4 |
1.3% |
56% |
False |
False |
1,794 |
| 10 |
10,931.0 |
10,088.0 |
843.0 |
7.8% |
176.0 |
1.6% |
88% |
False |
False |
1,541 |
| 20 |
10,931.0 |
9,662.5 |
1,268.5 |
11.7% |
167.5 |
1.5% |
92% |
False |
False |
1,130 |
| 40 |
10,931.0 |
9,329.5 |
1,601.5 |
14.8% |
187.5 |
1.7% |
94% |
False |
False |
706 |
| 60 |
11,622.0 |
9,329.5 |
2,292.5 |
21.2% |
185.8 |
1.7% |
65% |
False |
False |
481 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
22.9% |
155.8 |
1.4% |
60% |
False |
False |
363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,392.6 |
|
2.618 |
11,196.0 |
|
1.618 |
11,075.5 |
|
1.000 |
11,001.0 |
|
0.618 |
10,955.0 |
|
HIGH |
10,880.5 |
|
0.618 |
10,834.5 |
|
0.500 |
10,820.3 |
|
0.382 |
10,806.0 |
|
LOW |
10,760.0 |
|
0.618 |
10,685.5 |
|
1.000 |
10,639.5 |
|
1.618 |
10,565.0 |
|
2.618 |
10,444.5 |
|
4.250 |
10,247.9 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,825.4 |
10,823.8 |
| PP |
10,822.8 |
10,819.7 |
| S1 |
10,820.3 |
10,815.5 |
|