| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,521.5 |
10,550.5 |
29.0 |
0.3% |
10,496.0 |
| High |
10,576.5 |
10,652.0 |
75.5 |
0.7% |
10,684.5 |
| Low |
10,479.0 |
10,531.5 |
52.5 |
0.5% |
10,337.0 |
| Close |
10,488.0 |
10,625.0 |
137.0 |
1.3% |
10,577.0 |
| Range |
97.5 |
120.5 |
23.0 |
23.6% |
347.5 |
| ATR |
168.5 |
168.1 |
-0.3 |
-0.2% |
0.0 |
| Volume |
80,521 |
65,702 |
-14,819 |
-18.4% |
493,963 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,964.3 |
10,915.2 |
10,691.3 |
|
| R3 |
10,843.8 |
10,794.7 |
10,658.1 |
|
| R2 |
10,723.3 |
10,723.3 |
10,647.1 |
|
| R1 |
10,674.2 |
10,674.2 |
10,636.0 |
10,698.8 |
| PP |
10,602.8 |
10,602.8 |
10,602.8 |
10,615.1 |
| S1 |
10,553.7 |
10,553.7 |
10,614.0 |
10,578.3 |
| S2 |
10,482.3 |
10,482.3 |
10,602.9 |
|
| S3 |
10,361.8 |
10,433.2 |
10,591.9 |
|
| S4 |
10,241.3 |
10,312.7 |
10,558.7 |
|
|
| 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 |
10,652.0 |
10,337.0 |
315.0 |
3.0% |
125.4 |
1.2% |
91% |
True |
False |
90,185 |
| 10 |
10,684.5 |
10,337.0 |
347.5 |
3.3% |
136.5 |
1.3% |
83% |
False |
False |
94,663 |
| 20 |
10,698.0 |
10,173.5 |
524.5 |
4.9% |
165.9 |
1.6% |
86% |
False |
False |
101,275 |
| 40 |
10,770.0 |
10,173.5 |
596.5 |
5.6% |
157.5 |
1.5% |
76% |
False |
False |
63,812 |
| 60 |
10,783.5 |
10,089.0 |
694.5 |
6.5% |
142.0 |
1.3% |
77% |
False |
False |
42,600 |
| 80 |
10,783.5 |
9,190.0 |
1,593.5 |
15.0% |
145.7 |
1.4% |
90% |
False |
False |
31,984 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
141.5 |
1.3% |
90% |
False |
False |
25,607 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
128.9 |
1.2% |
90% |
False |
False |
21,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,164.1 |
|
2.618 |
10,967.5 |
|
1.618 |
10,847.0 |
|
1.000 |
10,772.5 |
|
0.618 |
10,726.5 |
|
HIGH |
10,652.0 |
|
0.618 |
10,606.0 |
|
0.500 |
10,591.8 |
|
0.382 |
10,577.5 |
|
LOW |
10,531.5 |
|
0.618 |
10,457.0 |
|
1.000 |
10,411.0 |
|
1.618 |
10,336.5 |
|
2.618 |
10,216.0 |
|
4.250 |
10,019.4 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,613.9 |
10,597.4 |
| PP |
10,602.8 |
10,569.8 |
| S1 |
10,591.8 |
10,542.3 |
|