| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,676.5 |
10,695.0 |
18.5 |
0.2% |
10,521.5 |
| High |
10,744.5 |
10,732.5 |
-12.0 |
-0.1% |
10,744.5 |
| Low |
10,585.0 |
10,664.5 |
79.5 |
0.8% |
10,479.0 |
| Close |
10,695.0 |
10,699.0 |
4.0 |
0.0% |
10,699.0 |
| Range |
159.5 |
68.0 |
-91.5 |
-57.4% |
265.5 |
| ATR |
162.2 |
155.5 |
-6.7 |
-4.1% |
0.0 |
| Volume |
64,385 |
64,385 |
0 |
0.0% |
363,343 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,902.7 |
10,868.8 |
10,736.4 |
|
| R3 |
10,834.7 |
10,800.8 |
10,717.7 |
|
| R2 |
10,766.7 |
10,766.7 |
10,711.5 |
|
| R1 |
10,732.8 |
10,732.8 |
10,705.2 |
10,749.8 |
| PP |
10,698.7 |
10,698.7 |
10,698.7 |
10,707.1 |
| S1 |
10,664.8 |
10,664.8 |
10,692.8 |
10,681.8 |
| S2 |
10,630.7 |
10,630.7 |
10,686.5 |
|
| S3 |
10,562.7 |
10,596.8 |
10,680.3 |
|
| S4 |
10,494.7 |
10,528.8 |
10,661.6 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,437.3 |
11,333.7 |
10,845.0 |
|
| R3 |
11,171.8 |
11,068.2 |
10,772.0 |
|
| R2 |
10,906.3 |
10,906.3 |
10,747.7 |
|
| R1 |
10,802.7 |
10,802.7 |
10,723.3 |
10,854.5 |
| PP |
10,640.8 |
10,640.8 |
10,640.8 |
10,666.8 |
| S1 |
10,537.2 |
10,537.2 |
10,674.7 |
10,589.0 |
| S2 |
10,375.3 |
10,375.3 |
10,650.3 |
|
| S3 |
10,109.8 |
10,271.7 |
10,626.0 |
|
| S4 |
9,844.3 |
10,006.2 |
10,553.0 |
|
|
| 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 |
10,479.0 |
265.5 |
2.5% |
106.6 |
1.0% |
83% |
False |
False |
72,668 |
| 10 |
10,744.5 |
10,337.0 |
407.5 |
3.8% |
129.4 |
1.2% |
89% |
False |
False |
85,730 |
| 20 |
10,744.5 |
10,173.5 |
571.0 |
5.3% |
158.3 |
1.5% |
92% |
False |
False |
97,324 |
| 40 |
10,770.0 |
10,173.5 |
596.5 |
5.6% |
152.9 |
1.4% |
88% |
False |
False |
69,221 |
| 60 |
10,783.5 |
10,089.0 |
694.5 |
6.5% |
143.0 |
1.3% |
88% |
False |
False |
46,200 |
| 80 |
10,783.5 |
9,281.0 |
1,502.5 |
14.0% |
141.8 |
1.3% |
94% |
False |
False |
34,694 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
143.1 |
1.3% |
95% |
False |
False |
27,778 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
131.5 |
1.2% |
95% |
False |
False |
23,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,021.5 |
|
2.618 |
10,910.5 |
|
1.618 |
10,842.5 |
|
1.000 |
10,800.5 |
|
0.618 |
10,774.5 |
|
HIGH |
10,732.5 |
|
0.618 |
10,706.5 |
|
0.500 |
10,698.5 |
|
0.382 |
10,690.5 |
|
LOW |
10,664.5 |
|
0.618 |
10,622.5 |
|
1.000 |
10,596.5 |
|
1.618 |
10,554.5 |
|
2.618 |
10,486.5 |
|
4.250 |
10,375.5 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,698.8 |
10,686.9 |
| PP |
10,698.7 |
10,674.8 |
| S1 |
10,698.5 |
10,662.8 |
|