| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,453.0 |
10,460.0 |
7.0 |
0.1% |
10,496.0 |
| High |
10,466.0 |
10,610.0 |
144.0 |
1.4% |
10,684.5 |
| Low |
10,337.0 |
10,432.5 |
95.5 |
0.9% |
10,337.0 |
| Close |
10,397.0 |
10,577.0 |
180.0 |
1.7% |
10,577.0 |
| Range |
129.0 |
177.5 |
48.5 |
37.6% |
347.5 |
| ATR |
170.9 |
173.9 |
3.0 |
1.8% |
0.0 |
| Volume |
101,423 |
85,671 |
-15,752 |
-15.5% |
493,963 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,072.3 |
11,002.2 |
10,674.6 |
|
| R3 |
10,894.8 |
10,824.7 |
10,625.8 |
|
| R2 |
10,717.3 |
10,717.3 |
10,609.5 |
|
| R1 |
10,647.2 |
10,647.2 |
10,593.3 |
10,682.3 |
| PP |
10,539.8 |
10,539.8 |
10,539.8 |
10,557.4 |
| S1 |
10,469.7 |
10,469.7 |
10,560.7 |
10,504.8 |
| S2 |
10,362.3 |
10,362.3 |
10,544.5 |
|
| S3 |
10,184.8 |
10,292.2 |
10,528.2 |
|
| S4 |
10,007.3 |
10,114.7 |
10,479.4 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,575.3 |
11,423.7 |
10,768.1 |
|
| R3 |
11,227.8 |
11,076.2 |
10,672.6 |
|
| R2 |
10,880.3 |
10,880.3 |
10,640.7 |
|
| R1 |
10,728.7 |
10,728.7 |
10,608.9 |
10,804.5 |
| PP |
10,532.8 |
10,532.8 |
10,532.8 |
10,570.8 |
| S1 |
10,381.2 |
10,381.2 |
10,545.1 |
10,457.0 |
| S2 |
10,185.3 |
10,185.3 |
10,513.3 |
|
| S3 |
9,837.8 |
10,033.7 |
10,481.4 |
|
| S4 |
9,490.3 |
9,686.2 |
10,385.9 |
|
|
| 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% |
152.1 |
1.4% |
69% |
False |
False |
98,792 |
| 10 |
10,684.5 |
10,173.5 |
511.0 |
4.8% |
167.7 |
1.6% |
79% |
False |
False |
100,496 |
| 20 |
10,698.0 |
10,173.5 |
524.5 |
5.0% |
167.3 |
1.6% |
77% |
False |
False |
101,751 |
| 40 |
10,770.0 |
10,173.5 |
596.5 |
5.6% |
157.4 |
1.5% |
68% |
False |
False |
60,164 |
| 60 |
10,783.5 |
10,050.0 |
733.5 |
6.9% |
141.5 |
1.3% |
72% |
False |
False |
40,164 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
151.9 |
1.4% |
87% |
False |
False |
30,166 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
140.5 |
1.3% |
87% |
False |
False |
24,145 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
128.2 |
1.2% |
87% |
False |
False |
20,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,364.4 |
|
2.618 |
11,074.7 |
|
1.618 |
10,897.2 |
|
1.000 |
10,787.5 |
|
0.618 |
10,719.7 |
|
HIGH |
10,610.0 |
|
0.618 |
10,542.2 |
|
0.500 |
10,521.3 |
|
0.382 |
10,500.3 |
|
LOW |
10,432.5 |
|
0.618 |
10,322.8 |
|
1.000 |
10,255.0 |
|
1.618 |
10,145.3 |
|
2.618 |
9,967.8 |
|
4.250 |
9,678.1 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,558.4 |
10,542.5 |
| PP |
10,539.8 |
10,508.0 |
| S1 |
10,521.3 |
10,473.5 |
|