| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,695.0 |
10,699.0 |
4.0 |
0.0% |
10,521.5 |
| High |
10,732.5 |
10,818.0 |
85.5 |
0.8% |
10,744.5 |
| Low |
10,664.5 |
10,698.5 |
34.0 |
0.3% |
10,479.0 |
| Close |
10,699.0 |
10,765.0 |
66.0 |
0.6% |
10,699.0 |
| Range |
68.0 |
119.5 |
51.5 |
75.7% |
265.5 |
| ATR |
155.5 |
152.9 |
-2.6 |
-1.7% |
0.0 |
| Volume |
64,385 |
72,256 |
7,871 |
12.2% |
363,343 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,119.0 |
11,061.5 |
10,830.7 |
|
| R3 |
10,999.5 |
10,942.0 |
10,797.9 |
|
| R2 |
10,880.0 |
10,880.0 |
10,786.9 |
|
| R1 |
10,822.5 |
10,822.5 |
10,776.0 |
10,851.3 |
| PP |
10,760.5 |
10,760.5 |
10,760.5 |
10,774.9 |
| S1 |
10,703.0 |
10,703.0 |
10,754.0 |
10,731.8 |
| S2 |
10,641.0 |
10,641.0 |
10,743.1 |
|
| S3 |
10,521.5 |
10,583.5 |
10,732.1 |
|
| S4 |
10,402.0 |
10,464.0 |
10,699.3 |
|
|
| 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 |
10,818.0 |
10,531.5 |
286.5 |
2.7% |
111.0 |
1.0% |
82% |
True |
False |
71,015 |
| 10 |
10,818.0 |
10,337.0 |
481.0 |
4.5% |
121.0 |
1.1% |
89% |
True |
False |
83,032 |
| 20 |
10,818.0 |
10,173.5 |
644.5 |
6.0% |
160.4 |
1.5% |
92% |
True |
False |
95,950 |
| 40 |
10,818.0 |
10,173.5 |
644.5 |
6.0% |
152.3 |
1.4% |
92% |
True |
False |
71,024 |
| 60 |
10,818.0 |
10,089.0 |
729.0 |
6.8% |
143.1 |
1.3% |
93% |
True |
False |
47,404 |
| 80 |
10,818.0 |
9,281.0 |
1,537.0 |
14.3% |
140.0 |
1.3% |
97% |
True |
False |
35,596 |
| 100 |
10,818.0 |
9,164.5 |
1,653.5 |
15.4% |
143.5 |
1.3% |
97% |
True |
False |
28,501 |
| 120 |
10,818.0 |
9,164.5 |
1,653.5 |
15.4% |
132.5 |
1.2% |
97% |
True |
False |
23,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,325.9 |
|
2.618 |
11,130.9 |
|
1.618 |
11,011.4 |
|
1.000 |
10,937.5 |
|
0.618 |
10,891.9 |
|
HIGH |
10,818.0 |
|
0.618 |
10,772.4 |
|
0.500 |
10,758.3 |
|
0.382 |
10,744.1 |
|
LOW |
10,698.5 |
|
0.618 |
10,624.6 |
|
1.000 |
10,579.0 |
|
1.618 |
10,505.1 |
|
2.618 |
10,385.6 |
|
4.250 |
10,190.6 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,762.8 |
10,743.8 |
| PP |
10,760.5 |
10,722.7 |
| S1 |
10,758.3 |
10,701.5 |
|