| Trading Metrics calculated at close of trading on 25-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,699.0 |
10,789.0 |
90.0 |
0.8% |
10,521.5 |
| High |
10,818.0 |
10,826.0 |
8.0 |
0.1% |
10,744.5 |
| Low |
10,698.5 |
10,735.5 |
37.0 |
0.3% |
10,479.0 |
| Close |
10,765.0 |
10,743.5 |
-21.5 |
-0.2% |
10,699.0 |
| Range |
119.5 |
90.5 |
-29.0 |
-24.3% |
265.5 |
| ATR |
152.9 |
148.4 |
-4.5 |
-2.9% |
0.0 |
| Volume |
72,256 |
94,070 |
21,814 |
30.2% |
363,343 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,039.8 |
10,982.2 |
10,793.3 |
|
| R3 |
10,949.3 |
10,891.7 |
10,768.4 |
|
| R2 |
10,858.8 |
10,858.8 |
10,760.1 |
|
| R1 |
10,801.2 |
10,801.2 |
10,751.8 |
10,784.8 |
| PP |
10,768.3 |
10,768.3 |
10,768.3 |
10,760.1 |
| S1 |
10,710.7 |
10,710.7 |
10,735.2 |
10,694.3 |
| S2 |
10,677.8 |
10,677.8 |
10,726.9 |
|
| S3 |
10,587.3 |
10,620.2 |
10,718.6 |
|
| S4 |
10,496.8 |
10,529.7 |
10,693.7 |
|
|
| 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 |
10,826.0 |
10,581.0 |
245.0 |
2.3% |
105.0 |
1.0% |
66% |
True |
False |
76,689 |
| 10 |
10,826.0 |
10,337.0 |
489.0 |
4.6% |
115.2 |
1.1% |
83% |
True |
False |
83,437 |
| 20 |
10,826.0 |
10,173.5 |
652.5 |
6.1% |
154.9 |
1.4% |
87% |
True |
False |
95,254 |
| 40 |
10,826.0 |
10,173.5 |
652.5 |
6.1% |
150.8 |
1.4% |
87% |
True |
False |
73,371 |
| 60 |
10,826.0 |
10,089.0 |
737.0 |
6.9% |
143.6 |
1.3% |
89% |
True |
False |
48,971 |
| 80 |
10,826.0 |
9,281.0 |
1,545.0 |
14.4% |
139.6 |
1.3% |
95% |
True |
False |
36,766 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
142.3 |
1.3% |
95% |
True |
False |
29,441 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
132.9 |
1.2% |
95% |
True |
False |
24,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,210.6 |
|
2.618 |
11,062.9 |
|
1.618 |
10,972.4 |
|
1.000 |
10,916.5 |
|
0.618 |
10,881.9 |
|
HIGH |
10,826.0 |
|
0.618 |
10,791.4 |
|
0.500 |
10,780.8 |
|
0.382 |
10,770.1 |
|
LOW |
10,735.5 |
|
0.618 |
10,679.6 |
|
1.000 |
10,645.0 |
|
1.618 |
10,589.1 |
|
2.618 |
10,498.6 |
|
4.250 |
10,350.9 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,780.8 |
10,745.3 |
| PP |
10,768.3 |
10,744.7 |
| S1 |
10,755.9 |
10,744.1 |
|