| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,615.5 |
10,676.5 |
61.0 |
0.6% |
10,496.0 |
| High |
10,668.5 |
10,744.5 |
76.0 |
0.7% |
10,684.5 |
| Low |
10,581.0 |
10,585.0 |
4.0 |
0.0% |
10,337.0 |
| Close |
10,647.5 |
10,695.0 |
47.5 |
0.4% |
10,577.0 |
| Range |
87.5 |
159.5 |
72.0 |
82.3% |
347.5 |
| ATR |
162.4 |
162.2 |
-0.2 |
-0.1% |
0.0 |
| Volume |
88,350 |
64,385 |
-23,965 |
-27.1% |
493,963 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,153.3 |
11,083.7 |
10,782.7 |
|
| R3 |
10,993.8 |
10,924.2 |
10,738.9 |
|
| R2 |
10,834.3 |
10,834.3 |
10,724.2 |
|
| R1 |
10,764.7 |
10,764.7 |
10,709.6 |
10,799.5 |
| PP |
10,674.8 |
10,674.8 |
10,674.8 |
10,692.3 |
| S1 |
10,605.2 |
10,605.2 |
10,680.4 |
10,640.0 |
| S2 |
10,515.3 |
10,515.3 |
10,665.8 |
|
| S3 |
10,355.8 |
10,445.7 |
10,651.1 |
|
| S4 |
10,196.3 |
10,286.2 |
10,607.3 |
|
|
| 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 |
10,744.5 |
10,432.5 |
312.0 |
2.9% |
128.5 |
1.2% |
84% |
True |
False |
76,925 |
| 10 |
10,744.5 |
10,337.0 |
407.5 |
3.8% |
135.7 |
1.3% |
88% |
True |
False |
88,522 |
| 20 |
10,744.5 |
10,173.5 |
571.0 |
5.3% |
165.7 |
1.5% |
91% |
True |
False |
97,835 |
| 40 |
10,770.0 |
10,173.5 |
596.5 |
5.6% |
154.4 |
1.4% |
87% |
False |
False |
67,618 |
| 60 |
10,783.5 |
10,089.0 |
694.5 |
6.5% |
142.5 |
1.3% |
87% |
False |
False |
45,131 |
| 80 |
10,783.5 |
9,281.0 |
1,502.5 |
14.0% |
142.5 |
1.3% |
94% |
False |
False |
33,891 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
142.4 |
1.3% |
95% |
False |
False |
27,134 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
130.9 |
1.2% |
95% |
False |
False |
22,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,422.4 |
|
2.618 |
11,162.1 |
|
1.618 |
11,002.6 |
|
1.000 |
10,904.0 |
|
0.618 |
10,843.1 |
|
HIGH |
10,744.5 |
|
0.618 |
10,683.6 |
|
0.500 |
10,664.8 |
|
0.382 |
10,645.9 |
|
LOW |
10,585.0 |
|
0.618 |
10,486.4 |
|
1.000 |
10,425.5 |
|
1.618 |
10,326.9 |
|
2.618 |
10,167.4 |
|
4.250 |
9,907.1 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,684.9 |
10,676.0 |
| PP |
10,674.8 |
10,657.0 |
| S1 |
10,664.8 |
10,638.0 |
|