| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
10,640.0 |
10,810.0 |
170.0 |
1.6% |
10,124.0 |
| High |
10,860.0 |
10,867.5 |
7.5 |
0.1% |
10,860.0 |
| Low |
10,583.5 |
10,757.5 |
174.0 |
1.6% |
10,066.0 |
| Close |
10,783.5 |
10,808.5 |
25.0 |
0.2% |
10,783.5 |
| Range |
276.5 |
110.0 |
-166.5 |
-60.2% |
794.0 |
| ATR |
236.6 |
227.5 |
-9.0 |
-3.8% |
0.0 |
| Volume |
89,205 |
86,937 |
-2,268 |
-2.5% |
522,699 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,141.2 |
11,084.8 |
10,869.0 |
|
| R3 |
11,031.2 |
10,974.8 |
10,838.8 |
|
| R2 |
10,921.2 |
10,921.2 |
10,828.7 |
|
| R1 |
10,864.8 |
10,864.8 |
10,818.6 |
10,838.0 |
| PP |
10,811.2 |
10,811.2 |
10,811.2 |
10,797.8 |
| S1 |
10,754.8 |
10,754.8 |
10,798.4 |
10,728.0 |
| S2 |
10,701.2 |
10,701.2 |
10,788.3 |
|
| S3 |
10,591.2 |
10,644.8 |
10,778.3 |
|
| S4 |
10,481.2 |
10,534.8 |
10,748.0 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,951.8 |
12,661.7 |
11,220.2 |
|
| R3 |
12,157.8 |
11,867.7 |
11,001.9 |
|
| R2 |
11,363.8 |
11,363.8 |
10,929.1 |
|
| R1 |
11,073.7 |
11,073.7 |
10,856.3 |
11,218.8 |
| PP |
10,569.8 |
10,569.8 |
10,569.8 |
10,642.4 |
| S1 |
10,279.7 |
10,279.7 |
10,710.7 |
10,424.8 |
| S2 |
9,775.8 |
9,775.8 |
10,637.9 |
|
| S3 |
8,981.8 |
9,485.7 |
10,565.2 |
|
| S4 |
8,187.8 |
8,691.7 |
10,346.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,867.5 |
10,076.0 |
791.5 |
7.3% |
215.2 |
2.0% |
93% |
True |
False |
106,306 |
| 10 |
10,867.5 |
9,885.5 |
982.0 |
9.1% |
185.9 |
1.7% |
94% |
True |
False |
99,648 |
| 20 |
10,867.5 |
9,301.0 |
1,566.5 |
14.5% |
199.6 |
1.8% |
96% |
True |
False |
107,628 |
| 40 |
10,867.5 |
9,301.0 |
1,566.5 |
14.5% |
218.9 |
2.0% |
96% |
True |
False |
87,646 |
| 60 |
11,670.5 |
9,301.0 |
2,369.5 |
21.9% |
228.4 |
2.1% |
64% |
False |
False |
58,734 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
215.7 |
2.0% |
60% |
False |
False |
44,138 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
218.6 |
2.0% |
60% |
False |
False |
35,390 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
24.1% |
210.1 |
1.9% |
58% |
False |
False |
29,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,335.0 |
|
2.618 |
11,155.5 |
|
1.618 |
11,045.5 |
|
1.000 |
10,977.5 |
|
0.618 |
10,935.5 |
|
HIGH |
10,867.5 |
|
0.618 |
10,825.5 |
|
0.500 |
10,812.5 |
|
0.382 |
10,799.5 |
|
LOW |
10,757.5 |
|
0.618 |
10,689.5 |
|
1.000 |
10,647.5 |
|
1.618 |
10,579.5 |
|
2.618 |
10,469.5 |
|
4.250 |
10,290.0 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,812.5 |
10,715.0 |
| PP |
10,811.2 |
10,621.5 |
| S1 |
10,809.8 |
10,528.0 |
|