| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,587.0 |
10,575.0 |
-12.0 |
-0.1% |
10,500.0 |
| High |
10,684.5 |
10,595.0 |
-89.5 |
-0.8% |
10,637.5 |
| Low |
10,536.5 |
10,492.5 |
-44.0 |
-0.4% |
10,442.0 |
| Close |
10,562.0 |
10,508.5 |
-53.5 |
-0.5% |
10,488.5 |
| Range |
148.0 |
102.5 |
-45.5 |
-30.7% |
195.5 |
| ATR |
176.1 |
170.8 |
-5.3 |
-3.0% |
0.0 |
| Volume |
90,017 |
117,610 |
27,593 |
30.7% |
387,224 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,839.5 |
10,776.5 |
10,564.9 |
|
| R3 |
10,737.0 |
10,674.0 |
10,536.7 |
|
| R2 |
10,634.5 |
10,634.5 |
10,527.3 |
|
| R1 |
10,571.5 |
10,571.5 |
10,517.9 |
10,551.8 |
| PP |
10,532.0 |
10,532.0 |
10,532.0 |
10,522.1 |
| S1 |
10,469.0 |
10,469.0 |
10,499.1 |
10,449.3 |
| S2 |
10,429.5 |
10,429.5 |
10,489.7 |
|
| S3 |
10,327.0 |
10,366.5 |
10,480.3 |
|
| S4 |
10,224.5 |
10,264.0 |
10,452.1 |
|
|
| 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 |
10,684.5 |
10,442.0 |
242.5 |
2.3% |
139.5 |
1.3% |
27% |
False |
False |
105,223 |
| 10 |
10,684.5 |
10,173.5 |
511.0 |
4.9% |
184.4 |
1.8% |
66% |
False |
False |
107,864 |
| 20 |
10,698.0 |
10,173.5 |
524.5 |
5.0% |
164.0 |
1.6% |
64% |
False |
False |
101,700 |
| 40 |
10,770.0 |
10,173.5 |
596.5 |
5.7% |
156.0 |
1.5% |
56% |
False |
False |
55,493 |
| 60 |
10,783.5 |
9,903.0 |
880.5 |
8.4% |
140.6 |
1.3% |
69% |
False |
False |
37,049 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
151.6 |
1.4% |
83% |
False |
False |
27,831 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
140.6 |
1.3% |
83% |
False |
False |
22,275 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
126.3 |
1.2% |
83% |
False |
False |
18,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,030.6 |
|
2.618 |
10,863.3 |
|
1.618 |
10,760.8 |
|
1.000 |
10,697.5 |
|
0.618 |
10,658.3 |
|
HIGH |
10,595.0 |
|
0.618 |
10,555.8 |
|
0.500 |
10,543.8 |
|
0.382 |
10,531.7 |
|
LOW |
10,492.5 |
|
0.618 |
10,429.2 |
|
1.000 |
10,390.0 |
|
1.618 |
10,326.7 |
|
2.618 |
10,224.2 |
|
4.250 |
10,056.9 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,543.8 |
10,563.5 |
| PP |
10,532.0 |
10,545.2 |
| S1 |
10,520.3 |
10,526.8 |
|