| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,460.0 |
10,521.5 |
61.5 |
0.6% |
10,496.0 |
| High |
10,610.0 |
10,576.5 |
-33.5 |
-0.3% |
10,684.5 |
| Low |
10,432.5 |
10,479.0 |
46.5 |
0.4% |
10,337.0 |
| Close |
10,577.0 |
10,488.0 |
-89.0 |
-0.8% |
10,577.0 |
| Range |
177.5 |
97.5 |
-80.0 |
-45.1% |
347.5 |
| ATR |
173.9 |
168.5 |
-5.4 |
-3.1% |
0.0 |
| Volume |
85,671 |
80,521 |
-5,150 |
-6.0% |
493,963 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,807.0 |
10,745.0 |
10,541.6 |
|
| R3 |
10,709.5 |
10,647.5 |
10,514.8 |
|
| R2 |
10,612.0 |
10,612.0 |
10,505.9 |
|
| R1 |
10,550.0 |
10,550.0 |
10,496.9 |
10,532.3 |
| PP |
10,514.5 |
10,514.5 |
10,514.5 |
10,505.6 |
| S1 |
10,452.5 |
10,452.5 |
10,479.1 |
10,434.8 |
| S2 |
10,417.0 |
10,417.0 |
10,470.1 |
|
| S3 |
10,319.5 |
10,355.0 |
10,461.2 |
|
| S4 |
10,222.0 |
10,257.5 |
10,434.4 |
|
|
| 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% |
130.9 |
1.2% |
43% |
False |
False |
95,048 |
| 10 |
10,684.5 |
10,337.0 |
347.5 |
3.3% |
140.4 |
1.3% |
43% |
False |
False |
96,170 |
| 20 |
10,698.0 |
10,173.5 |
524.5 |
5.0% |
163.0 |
1.6% |
60% |
False |
False |
102,117 |
| 40 |
10,770.0 |
10,173.5 |
596.5 |
5.7% |
158.5 |
1.5% |
53% |
False |
False |
62,173 |
| 60 |
10,783.5 |
10,050.0 |
733.5 |
7.0% |
141.5 |
1.3% |
60% |
False |
False |
41,506 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
150.5 |
1.4% |
82% |
False |
False |
31,165 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
140.6 |
1.3% |
82% |
False |
False |
24,950 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
128.1 |
1.2% |
82% |
False |
False |
20,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,990.9 |
|
2.618 |
10,831.8 |
|
1.618 |
10,734.3 |
|
1.000 |
10,674.0 |
|
0.618 |
10,636.8 |
|
HIGH |
10,576.5 |
|
0.618 |
10,539.3 |
|
0.500 |
10,527.8 |
|
0.382 |
10,516.2 |
|
LOW |
10,479.0 |
|
0.618 |
10,418.7 |
|
1.000 |
10,381.5 |
|
1.618 |
10,321.2 |
|
2.618 |
10,223.7 |
|
4.250 |
10,064.6 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,527.8 |
10,483.2 |
| PP |
10,514.5 |
10,478.3 |
| S1 |
10,501.3 |
10,473.5 |
|