| 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 |
19,055 |
19,080 |
25 |
0.1% |
18,365 |
| High |
19,325 |
19,105 |
-220 |
-1.1% |
19,240 |
| Low |
19,055 |
19,015 |
-40 |
-0.2% |
18,295 |
| Close |
19,325 |
19,105 |
-220 |
-1.1% |
19,220 |
| Range |
270 |
90 |
-180 |
-66.7% |
945 |
| ATR |
291 |
292 |
1 |
0.5% |
0 |
| Volume |
2 |
1 |
-1 |
-50.0% |
38 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,345 |
19,315 |
19,155 |
|
| R3 |
19,255 |
19,225 |
19,130 |
|
| R2 |
19,165 |
19,165 |
19,122 |
|
| R1 |
19,135 |
19,135 |
19,113 |
19,150 |
| PP |
19,075 |
19,075 |
19,075 |
19,083 |
| S1 |
19,045 |
19,045 |
19,097 |
19,060 |
| S2 |
18,985 |
18,985 |
19,089 |
|
| S3 |
18,895 |
18,955 |
19,080 |
|
| S4 |
18,805 |
18,865 |
19,056 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,753 |
21,432 |
19,740 |
|
| R3 |
20,808 |
20,487 |
19,480 |
|
| R2 |
19,863 |
19,863 |
19,393 |
|
| R1 |
19,542 |
19,542 |
19,307 |
19,703 |
| PP |
18,918 |
18,918 |
18,918 |
18,999 |
| S1 |
18,597 |
18,597 |
19,134 |
18,758 |
| S2 |
17,973 |
17,973 |
19,047 |
|
| S3 |
17,028 |
17,652 |
18,960 |
|
| S4 |
16,083 |
16,707 |
18,700 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,325 |
18,920 |
405 |
2.1% |
167 |
0.9% |
46% |
False |
False |
11 |
| 10 |
19,325 |
18,295 |
1,030 |
5.4% |
135 |
0.7% |
79% |
False |
False |
6 |
| 20 |
19,325 |
17,475 |
1,850 |
9.7% |
174 |
0.9% |
88% |
False |
False |
3 |
| 40 |
19,325 |
17,160 |
2,165 |
11.3% |
178 |
0.9% |
90% |
False |
False |
2 |
| 60 |
20,945 |
17,160 |
3,785 |
19.8% |
119 |
0.6% |
51% |
False |
False |
1 |
| 80 |
20,945 |
17,160 |
3,785 |
19.8% |
89 |
0.5% |
51% |
False |
False |
1 |
| 100 |
20,965 |
17,160 |
3,805 |
19.9% |
71 |
0.4% |
51% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,488 |
|
2.618 |
19,341 |
|
1.618 |
19,251 |
|
1.000 |
19,195 |
|
0.618 |
19,161 |
|
HIGH |
19,105 |
|
0.618 |
19,071 |
|
0.500 |
19,060 |
|
0.382 |
19,050 |
|
LOW |
19,015 |
|
0.618 |
18,960 |
|
1.000 |
18,925 |
|
1.618 |
18,870 |
|
2.618 |
18,780 |
|
4.250 |
18,633 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,090 |
19,138 |
| PP |
19,075 |
19,127 |
| S1 |
19,060 |
19,116 |
|