| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,496.0 |
10,587.0 |
91.0 |
0.9% |
10,500.0 |
| High |
10,646.0 |
10,684.5 |
38.5 |
0.4% |
10,637.5 |
| Low |
10,442.5 |
10,536.5 |
94.0 |
0.9% |
10,442.0 |
| Close |
10,623.0 |
10,562.0 |
-61.0 |
-0.6% |
10,488.5 |
| Range |
203.5 |
148.0 |
-55.5 |
-27.3% |
195.5 |
| ATR |
178.2 |
176.1 |
-2.2 |
-1.2% |
0.0 |
| Volume |
99,242 |
90,017 |
-9,225 |
-9.3% |
387,224 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,038.3 |
10,948.2 |
10,643.4 |
|
| R3 |
10,890.3 |
10,800.2 |
10,602.7 |
|
| R2 |
10,742.3 |
10,742.3 |
10,589.1 |
|
| R1 |
10,652.2 |
10,652.2 |
10,575.6 |
10,623.3 |
| PP |
10,594.3 |
10,594.3 |
10,594.3 |
10,579.9 |
| S1 |
10,504.2 |
10,504.2 |
10,548.4 |
10,475.3 |
| S2 |
10,446.3 |
10,446.3 |
10,534.9 |
|
| S3 |
10,298.3 |
10,356.2 |
10,521.3 |
|
| S4 |
10,150.3 |
10,208.2 |
10,480.6 |
|
|
| 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 |
10,684.5 |
10,442.0 |
242.5 |
2.3% |
147.6 |
1.4% |
49% |
True |
False |
99,141 |
| 10 |
10,684.5 |
10,173.5 |
511.0 |
4.8% |
194.5 |
1.8% |
76% |
True |
False |
107,071 |
| 20 |
10,698.0 |
10,173.5 |
524.5 |
5.0% |
167.2 |
1.6% |
74% |
False |
False |
99,138 |
| 40 |
10,783.5 |
10,173.5 |
610.0 |
5.8% |
155.4 |
1.5% |
64% |
False |
False |
52,561 |
| 60 |
10,783.5 |
9,903.0 |
880.5 |
8.3% |
141.1 |
1.3% |
75% |
False |
False |
35,090 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
152.0 |
1.4% |
86% |
False |
False |
26,363 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
140.3 |
1.3% |
86% |
False |
False |
21,098 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
125.4 |
1.2% |
86% |
False |
False |
17,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,313.5 |
|
2.618 |
11,072.0 |
|
1.618 |
10,924.0 |
|
1.000 |
10,832.5 |
|
0.618 |
10,776.0 |
|
HIGH |
10,684.5 |
|
0.618 |
10,628.0 |
|
0.500 |
10,610.5 |
|
0.382 |
10,593.0 |
|
LOW |
10,536.5 |
|
0.618 |
10,445.0 |
|
1.000 |
10,388.5 |
|
1.618 |
10,297.0 |
|
2.618 |
10,149.0 |
|
4.250 |
9,907.5 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,610.5 |
10,563.3 |
| PP |
10,594.3 |
10,562.8 |
| S1 |
10,578.2 |
10,562.4 |
|