| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,575.0 |
10,453.0 |
-122.0 |
-1.2% |
10,500.0 |
| High |
10,595.0 |
10,466.0 |
-129.0 |
-1.2% |
10,637.5 |
| Low |
10,492.5 |
10,337.0 |
-155.5 |
-1.5% |
10,442.0 |
| Close |
10,508.5 |
10,397.0 |
-111.5 |
-1.1% |
10,488.5 |
| Range |
102.5 |
129.0 |
26.5 |
25.9% |
195.5 |
| ATR |
170.8 |
170.9 |
0.0 |
0.0% |
0.0 |
| Volume |
117,610 |
101,423 |
-16,187 |
-13.8% |
387,224 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,787.0 |
10,721.0 |
10,468.0 |
|
| R3 |
10,658.0 |
10,592.0 |
10,432.5 |
|
| R2 |
10,529.0 |
10,529.0 |
10,420.7 |
|
| R1 |
10,463.0 |
10,463.0 |
10,408.8 |
10,431.5 |
| PP |
10,400.0 |
10,400.0 |
10,400.0 |
10,384.3 |
| S1 |
10,334.0 |
10,334.0 |
10,385.2 |
10,302.5 |
| S2 |
10,271.0 |
10,271.0 |
10,373.4 |
|
| S3 |
10,142.0 |
10,205.0 |
10,361.5 |
|
| S4 |
10,013.0 |
10,076.0 |
10,326.1 |
|
|
| 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 |
10,337.0 |
347.5 |
3.3% |
142.8 |
1.4% |
17% |
False |
True |
100,119 |
| 10 |
10,684.5 |
10,173.5 |
511.0 |
4.9% |
182.1 |
1.8% |
44% |
False |
False |
105,499 |
| 20 |
10,698.0 |
10,173.5 |
524.5 |
5.0% |
165.3 |
1.6% |
43% |
False |
False |
103,870 |
| 40 |
10,770.0 |
10,173.5 |
596.5 |
5.7% |
157.2 |
1.5% |
37% |
False |
False |
58,023 |
| 60 |
10,783.5 |
9,974.0 |
809.5 |
7.8% |
141.0 |
1.4% |
52% |
False |
False |
38,739 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
151.0 |
1.5% |
76% |
False |
False |
29,098 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
139.0 |
1.3% |
76% |
False |
False |
23,289 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
126.8 |
1.2% |
76% |
False |
False |
19,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,014.3 |
|
2.618 |
10,803.7 |
|
1.618 |
10,674.7 |
|
1.000 |
10,595.0 |
|
0.618 |
10,545.7 |
|
HIGH |
10,466.0 |
|
0.618 |
10,416.7 |
|
0.500 |
10,401.5 |
|
0.382 |
10,386.3 |
|
LOW |
10,337.0 |
|
0.618 |
10,257.3 |
|
1.000 |
10,208.0 |
|
1.618 |
10,128.3 |
|
2.618 |
9,999.3 |
|
4.250 |
9,788.8 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,401.5 |
10,510.8 |
| PP |
10,400.0 |
10,472.8 |
| S1 |
10,398.5 |
10,434.9 |
|