| 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 |
1,168.0 |
1,158.3 |
-9.7 |
-0.8% |
1,173.2 |
| High |
1,184.0 |
1,163.0 |
-21.0 |
-1.8% |
1,182.0 |
| Low |
1,154.6 |
1,147.5 |
-7.1 |
-0.6% |
1,163.0 |
| Close |
1,177.6 |
1,148.9 |
-28.7 |
-2.4% |
1,164.2 |
| Range |
29.4 |
15.5 |
-13.9 |
-47.3% |
19.0 |
| ATR |
14.1 |
15.2 |
1.1 |
8.1% |
0.0 |
| Volume |
2,498 |
481 |
-2,017 |
-80.7% |
3,429 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,199.6 |
1,189.8 |
1,157.4 |
|
| R3 |
1,184.1 |
1,174.3 |
1,153.2 |
|
| R2 |
1,168.6 |
1,168.6 |
1,151.7 |
|
| R1 |
1,158.8 |
1,158.8 |
1,150.3 |
1,156.0 |
| PP |
1,153.1 |
1,153.1 |
1,153.1 |
1,151.7 |
| S1 |
1,143.3 |
1,143.3 |
1,147.5 |
1,140.5 |
| S2 |
1,137.6 |
1,137.6 |
1,146.1 |
|
| S3 |
1,122.1 |
1,127.8 |
1,144.6 |
|
| S4 |
1,106.6 |
1,112.3 |
1,140.4 |
|
|
| 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 |
1,147.5 |
36.5 |
3.2% |
14.7 |
1.3% |
4% |
False |
True |
1,037 |
| 10 |
1,186.0 |
1,147.5 |
38.5 |
3.4% |
12.2 |
1.1% |
4% |
False |
True |
901 |
| 20 |
1,191.9 |
1,106.0 |
85.9 |
7.5% |
14.6 |
1.3% |
50% |
False |
False |
1,450 |
| 40 |
1,191.9 |
1,100.0 |
91.9 |
8.0% |
12.7 |
1.1% |
53% |
False |
False |
1,313 |
| 60 |
1,191.9 |
1,085.0 |
106.9 |
9.3% |
12.1 |
1.1% |
60% |
False |
False |
1,184 |
| 80 |
1,191.9 |
1,080.9 |
111.0 |
9.7% |
11.0 |
1.0% |
61% |
False |
False |
1,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,228.9 |
|
2.618 |
1,203.6 |
|
1.618 |
1,188.1 |
|
1.000 |
1,178.5 |
|
0.618 |
1,172.6 |
|
HIGH |
1,163.0 |
|
0.618 |
1,157.1 |
|
0.500 |
1,155.3 |
|
0.382 |
1,153.4 |
|
LOW |
1,147.5 |
|
0.618 |
1,137.9 |
|
1.000 |
1,132.0 |
|
1.618 |
1,122.4 |
|
2.618 |
1,106.9 |
|
4.250 |
1,081.6 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,155.3 |
1,165.8 |
| PP |
1,153.1 |
1,160.1 |
| S1 |
1,151.0 |
1,154.5 |
|