| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,560.5 |
10,496.0 |
-64.5 |
-0.6% |
10,500.0 |
| High |
10,573.0 |
10,646.0 |
73.0 |
0.7% |
10,637.5 |
| Low |
10,442.0 |
10,442.5 |
0.5 |
0.0% |
10,442.0 |
| Close |
10,488.5 |
10,623.0 |
134.5 |
1.3% |
10,488.5 |
| Range |
131.0 |
203.5 |
72.5 |
55.3% |
195.5 |
| ATR |
176.3 |
178.2 |
1.9 |
1.1% |
0.0 |
| Volume |
92,306 |
99,242 |
6,936 |
7.5% |
387,224 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,181.0 |
11,105.5 |
10,734.9 |
|
| R3 |
10,977.5 |
10,902.0 |
10,679.0 |
|
| R2 |
10,774.0 |
10,774.0 |
10,660.3 |
|
| R1 |
10,698.5 |
10,698.5 |
10,641.7 |
10,736.3 |
| PP |
10,570.5 |
10,570.5 |
10,570.5 |
10,589.4 |
| S1 |
10,495.0 |
10,495.0 |
10,604.3 |
10,532.8 |
| S2 |
10,367.0 |
10,367.0 |
10,585.7 |
|
| S3 |
10,163.5 |
10,291.5 |
10,567.0 |
|
| S4 |
9,960.0 |
10,088.0 |
10,511.1 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,109.2 |
10,994.3 |
10,596.0 |
|
| R3 |
10,913.7 |
10,798.8 |
10,542.3 |
|
| R2 |
10,718.2 |
10,718.2 |
10,524.3 |
|
| R1 |
10,603.3 |
10,603.3 |
10,506.4 |
10,563.0 |
| PP |
10,522.7 |
10,522.7 |
10,522.7 |
10,502.5 |
| S1 |
10,407.8 |
10,407.8 |
10,470.6 |
10,367.5 |
| S2 |
10,327.2 |
10,327.2 |
10,452.7 |
|
| S3 |
10,131.7 |
10,212.3 |
10,434.7 |
|
| S4 |
9,936.2 |
10,016.8 |
10,381.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,646.0 |
10,442.0 |
204.0 |
1.9% |
149.9 |
1.4% |
89% |
True |
False |
97,293 |
| 10 |
10,646.0 |
10,173.5 |
472.5 |
4.4% |
199.8 |
1.9% |
95% |
True |
False |
108,869 |
| 20 |
10,698.0 |
10,173.5 |
524.5 |
4.9% |
171.1 |
1.6% |
86% |
False |
False |
97,545 |
| 40 |
10,783.5 |
10,173.5 |
610.0 |
5.7% |
152.9 |
1.4% |
74% |
False |
False |
50,314 |
| 60 |
10,783.5 |
9,903.0 |
880.5 |
8.3% |
140.3 |
1.3% |
82% |
False |
False |
33,592 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
151.8 |
1.4% |
90% |
False |
False |
25,238 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
139.0 |
1.3% |
90% |
False |
False |
20,198 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
124.2 |
1.2% |
90% |
False |
False |
16,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,510.9 |
|
2.618 |
11,178.8 |
|
1.618 |
10,975.3 |
|
1.000 |
10,849.5 |
|
0.618 |
10,771.8 |
|
HIGH |
10,646.0 |
|
0.618 |
10,568.3 |
|
0.500 |
10,544.3 |
|
0.382 |
10,520.2 |
|
LOW |
10,442.5 |
|
0.618 |
10,316.7 |
|
1.000 |
10,239.0 |
|
1.618 |
10,113.2 |
|
2.618 |
9,909.7 |
|
4.250 |
9,577.6 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,596.8 |
10,596.7 |
| PP |
10,570.5 |
10,570.3 |
| S1 |
10,544.3 |
10,544.0 |
|