| 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 |
1,166.3 |
1,168.0 |
1.7 |
0.1% |
1,173.2 |
| High |
1,168.7 |
1,184.0 |
15.3 |
1.3% |
1,182.0 |
| Low |
1,163.3 |
1,154.6 |
-8.7 |
-0.7% |
1,163.0 |
| Close |
1,167.3 |
1,177.6 |
10.3 |
0.9% |
1,164.2 |
| Range |
5.4 |
29.4 |
24.0 |
444.4% |
19.0 |
| ATR |
12.9 |
14.1 |
1.2 |
9.1% |
0.0 |
| Volume |
648 |
2,498 |
1,850 |
285.5% |
3,429 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,260.3 |
1,248.3 |
1,193.8 |
|
| R3 |
1,230.9 |
1,218.9 |
1,185.7 |
|
| R2 |
1,201.5 |
1,201.5 |
1,183.0 |
|
| R1 |
1,189.5 |
1,189.5 |
1,180.3 |
1,195.5 |
| PP |
1,172.1 |
1,172.1 |
1,172.1 |
1,175.1 |
| S1 |
1,160.1 |
1,160.1 |
1,174.9 |
1,166.1 |
| S2 |
1,142.7 |
1,142.7 |
1,172.2 |
|
| S3 |
1,113.3 |
1,130.7 |
1,169.5 |
|
| S4 |
1,083.9 |
1,101.3 |
1,161.4 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,226.7 |
1,214.5 |
1,174.7 |
|
| R3 |
1,207.7 |
1,195.5 |
1,169.4 |
|
| R2 |
1,188.7 |
1,188.7 |
1,167.7 |
|
| R1 |
1,176.5 |
1,176.5 |
1,165.9 |
1,173.1 |
| PP |
1,169.7 |
1,169.7 |
1,169.7 |
1,168.1 |
| S1 |
1,157.5 |
1,157.5 |
1,162.5 |
1,154.1 |
| S2 |
1,150.7 |
1,150.7 |
1,160.7 |
|
| S3 |
1,131.7 |
1,138.5 |
1,159.0 |
|
| S4 |
1,112.7 |
1,119.5 |
1,153.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,184.0 |
1,154.6 |
29.4 |
2.5% |
13.0 |
1.1% |
78% |
True |
True |
1,194 |
| 10 |
1,191.9 |
1,154.6 |
37.3 |
3.2% |
12.3 |
1.0% |
62% |
False |
True |
1,069 |
| 20 |
1,191.9 |
1,106.0 |
85.9 |
7.3% |
14.1 |
1.2% |
83% |
False |
False |
1,446 |
| 40 |
1,191.9 |
1,100.0 |
91.9 |
7.8% |
12.4 |
1.1% |
84% |
False |
False |
1,308 |
| 60 |
1,191.9 |
1,085.0 |
106.9 |
9.1% |
12.0 |
1.0% |
87% |
False |
False |
1,192 |
| 80 |
1,191.9 |
1,080.9 |
111.0 |
9.4% |
10.9 |
0.9% |
87% |
False |
False |
1,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,309.0 |
|
2.618 |
1,261.0 |
|
1.618 |
1,231.6 |
|
1.000 |
1,213.4 |
|
0.618 |
1,202.2 |
|
HIGH |
1,184.0 |
|
0.618 |
1,172.8 |
|
0.500 |
1,169.3 |
|
0.382 |
1,165.8 |
|
LOW |
1,154.6 |
|
0.618 |
1,136.4 |
|
1.000 |
1,125.2 |
|
1.618 |
1,107.0 |
|
2.618 |
1,077.6 |
|
4.250 |
1,029.7 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,174.8 |
1,174.8 |
| PP |
1,172.1 |
1,172.1 |
| S1 |
1,169.3 |
1,169.3 |
|