| 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 |
17,416 |
17,412 |
-4 |
0.0% |
16,988 |
| High |
17,460 |
17,619 |
159 |
0.9% |
17,510 |
| Low |
17,375 |
17,395 |
20 |
0.1% |
16,957 |
| Close |
17,429 |
17,619 |
190 |
1.1% |
17,463 |
| Range |
85 |
224 |
139 |
163.5% |
553 |
| ATR |
201 |
203 |
2 |
0.8% |
0 |
| Volume |
623 |
557 |
-66 |
-10.6% |
553 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,216 |
18,142 |
17,742 |
|
| R3 |
17,992 |
17,918 |
17,681 |
|
| R2 |
17,768 |
17,768 |
17,660 |
|
| R1 |
17,694 |
17,694 |
17,640 |
17,731 |
| PP |
17,544 |
17,544 |
17,544 |
17,563 |
| S1 |
17,470 |
17,470 |
17,599 |
17,507 |
| S2 |
17,320 |
17,320 |
17,578 |
|
| S3 |
17,096 |
17,246 |
17,558 |
|
| S4 |
16,872 |
17,022 |
17,496 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,969 |
18,769 |
17,767 |
|
| R3 |
18,416 |
18,216 |
17,615 |
|
| R2 |
17,863 |
17,863 |
17,565 |
|
| R1 |
17,663 |
17,663 |
17,514 |
17,763 |
| PP |
17,310 |
17,310 |
17,310 |
17,360 |
| S1 |
17,110 |
17,110 |
17,412 |
17,210 |
| S2 |
16,757 |
16,757 |
17,362 |
|
| S3 |
16,204 |
16,557 |
17,311 |
|
| S4 |
15,651 |
16,004 |
17,159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,619 |
16,960 |
659 |
3.7% |
186 |
1.1% |
100% |
True |
False |
315 |
| 10 |
17,619 |
16,775 |
844 |
4.8% |
161 |
0.9% |
100% |
True |
False |
191 |
| 20 |
17,619 |
15,835 |
1,784 |
10.1% |
198 |
1.1% |
100% |
True |
False |
136 |
| 40 |
17,619 |
15,745 |
1,874 |
10.6% |
217 |
1.2% |
100% |
True |
False |
79 |
| 60 |
17,619 |
15,495 |
2,124 |
12.1% |
206 |
1.2% |
100% |
True |
False |
54 |
| 80 |
17,886 |
15,495 |
2,391 |
13.6% |
177 |
1.0% |
89% |
False |
False |
40 |
| 100 |
17,905 |
15,495 |
2,410 |
13.7% |
147 |
0.8% |
88% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,571 |
|
2.618 |
18,206 |
|
1.618 |
17,982 |
|
1.000 |
17,843 |
|
0.618 |
17,758 |
|
HIGH |
17,619 |
|
0.618 |
17,534 |
|
0.500 |
17,507 |
|
0.382 |
17,481 |
|
LOW |
17,395 |
|
0.618 |
17,257 |
|
1.000 |
17,171 |
|
1.618 |
17,033 |
|
2.618 |
16,809 |
|
4.250 |
16,443 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,582 |
17,578 |
| PP |
17,544 |
17,538 |
| S1 |
17,507 |
17,497 |
|