| 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 |
17,771.50 |
17,756.60 |
-14.90 |
-0.1% |
17,649.57 |
| High |
17,786.00 |
17,799.96 |
13.96 |
0.1% |
17,799.96 |
| Low |
17,684.72 |
17,662.87 |
-21.85 |
-0.1% |
17,540.57 |
| Close |
17,755.80 |
17,663.54 |
-92.26 |
-0.5% |
17,663.54 |
| Range |
101.28 |
137.09 |
35.81 |
35.4% |
259.39 |
| ATR |
188.88 |
185.18 |
-3.70 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,120.06 |
18,028.89 |
17,738.94 |
|
| R3 |
17,982.97 |
17,891.80 |
17,701.24 |
|
| R2 |
17,845.88 |
17,845.88 |
17,688.67 |
|
| R1 |
17,754.71 |
17,754.71 |
17,676.11 |
17,731.75 |
| PP |
17,708.79 |
17,708.79 |
17,708.79 |
17,697.31 |
| S1 |
17,617.62 |
17,617.62 |
17,650.97 |
17,594.66 |
| S2 |
17,571.70 |
17,571.70 |
17,638.41 |
|
| S3 |
17,434.61 |
17,480.53 |
17,625.84 |
|
| S4 |
17,297.52 |
17,343.44 |
17,588.14 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,446.19 |
18,314.26 |
17,806.20 |
|
| R3 |
18,186.80 |
18,054.87 |
17,734.87 |
|
| R2 |
17,927.41 |
17,927.41 |
17,711.09 |
|
| R1 |
17,795.48 |
17,795.48 |
17,687.32 |
17,861.45 |
| PP |
17,668.02 |
17,668.02 |
17,668.02 |
17,701.01 |
| S1 |
17,536.09 |
17,536.09 |
17,639.76 |
17,602.06 |
| S2 |
17,408.63 |
17,408.63 |
17,615.99 |
|
| S3 |
17,149.24 |
17,276.70 |
17,592.21 |
|
| S4 |
16,889.85 |
17,017.31 |
17,520.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,799.96 |
17,540.57 |
259.39 |
1.5% |
122.88 |
0.7% |
47% |
True |
False |
|
| 10 |
17,799.96 |
17,129.19 |
670.77 |
3.8% |
147.85 |
0.8% |
80% |
True |
False |
|
| 20 |
17,799.96 |
16,502.10 |
1,297.86 |
7.3% |
157.90 |
0.9% |
89% |
True |
False |
|
| 40 |
17,799.96 |
15,942.37 |
1,857.59 |
10.5% |
212.46 |
1.2% |
93% |
True |
False |
|
| 60 |
17,799.96 |
15,370.33 |
2,429.63 |
13.8% |
253.94 |
1.4% |
94% |
True |
False |
|
| 80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.7% |
228.20 |
1.3% |
83% |
False |
False |
|
| 100 |
18,188.81 |
15,370.33 |
2,818.48 |
16.0% |
218.32 |
1.2% |
81% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
16.9% |
203.69 |
1.2% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,382.59 |
|
2.618 |
18,158.86 |
|
1.618 |
18,021.77 |
|
1.000 |
17,937.05 |
|
0.618 |
17,884.68 |
|
HIGH |
17,799.96 |
|
0.618 |
17,747.59 |
|
0.500 |
17,731.42 |
|
0.382 |
17,715.24 |
|
LOW |
17,662.87 |
|
0.618 |
17,578.15 |
|
1.000 |
17,525.78 |
|
1.618 |
17,441.06 |
|
2.618 |
17,303.97 |
|
4.250 |
17,080.24 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,731.42 |
17,678.34 |
| PP |
17,708.79 |
17,673.40 |
| S1 |
17,686.17 |
17,668.47 |
|