| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,550.5 |
10,615.5 |
65.0 |
0.6% |
10,496.0 |
| High |
10,652.0 |
10,668.5 |
16.5 |
0.2% |
10,684.5 |
| Low |
10,531.5 |
10,581.0 |
49.5 |
0.5% |
10,337.0 |
| Close |
10,625.0 |
10,647.5 |
22.5 |
0.2% |
10,577.0 |
| Range |
120.5 |
87.5 |
-33.0 |
-27.4% |
347.5 |
| ATR |
168.1 |
162.4 |
-5.8 |
-3.4% |
0.0 |
| Volume |
65,702 |
88,350 |
22,648 |
34.5% |
493,963 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,894.8 |
10,858.7 |
10,695.6 |
|
| R3 |
10,807.3 |
10,771.2 |
10,671.6 |
|
| R2 |
10,719.8 |
10,719.8 |
10,663.5 |
|
| R1 |
10,683.7 |
10,683.7 |
10,655.5 |
10,701.8 |
| PP |
10,632.3 |
10,632.3 |
10,632.3 |
10,641.4 |
| S1 |
10,596.2 |
10,596.2 |
10,639.5 |
10,614.3 |
| S2 |
10,544.8 |
10,544.8 |
10,631.5 |
|
| S3 |
10,457.3 |
10,508.7 |
10,623.4 |
|
| S4 |
10,369.8 |
10,421.2 |
10,599.4 |
|
|
| 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 |
10,668.5 |
10,337.0 |
331.5 |
3.1% |
122.4 |
1.1% |
94% |
True |
False |
84,333 |
| 10 |
10,684.5 |
10,337.0 |
347.5 |
3.3% |
131.0 |
1.2% |
89% |
False |
False |
94,778 |
| 20 |
10,698.0 |
10,173.5 |
524.5 |
4.9% |
164.4 |
1.5% |
90% |
False |
False |
100,532 |
| 40 |
10,770.0 |
10,173.5 |
596.5 |
5.6% |
153.1 |
1.4% |
79% |
False |
False |
66,013 |
| 60 |
10,783.5 |
10,089.0 |
694.5 |
6.5% |
141.6 |
1.3% |
80% |
False |
False |
44,072 |
| 80 |
10,783.5 |
9,281.0 |
1,502.5 |
14.1% |
142.2 |
1.3% |
91% |
False |
False |
33,087 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
142.0 |
1.3% |
92% |
False |
False |
26,491 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
129.6 |
1.2% |
92% |
False |
False |
22,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,040.4 |
|
2.618 |
10,897.6 |
|
1.618 |
10,810.1 |
|
1.000 |
10,756.0 |
|
0.618 |
10,722.6 |
|
HIGH |
10,668.5 |
|
0.618 |
10,635.1 |
|
0.500 |
10,624.8 |
|
0.382 |
10,614.4 |
|
LOW |
10,581.0 |
|
0.618 |
10,526.9 |
|
1.000 |
10,493.5 |
|
1.618 |
10,439.4 |
|
2.618 |
10,351.9 |
|
4.250 |
10,209.1 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,639.9 |
10,622.9 |
| PP |
10,632.3 |
10,598.3 |
| S1 |
10,624.8 |
10,573.8 |
|