| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,789.0 |
10,770.0 |
-19.0 |
-0.2% |
10,521.5 |
| High |
10,826.0 |
10,770.0 |
-56.0 |
-0.5% |
10,744.5 |
| Low |
10,735.5 |
10,625.0 |
-110.5 |
-1.0% |
10,479.0 |
| Close |
10,743.5 |
10,705.0 |
-38.5 |
-0.4% |
10,699.0 |
| Range |
90.5 |
145.0 |
54.5 |
60.2% |
265.5 |
| ATR |
148.4 |
148.2 |
-0.2 |
-0.2% |
0.0 |
| Volume |
94,070 |
101,240 |
7,170 |
7.6% |
363,343 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,135.0 |
11,065.0 |
10,784.8 |
|
| R3 |
10,990.0 |
10,920.0 |
10,744.9 |
|
| R2 |
10,845.0 |
10,845.0 |
10,731.6 |
|
| R1 |
10,775.0 |
10,775.0 |
10,718.3 |
10,737.5 |
| PP |
10,700.0 |
10,700.0 |
10,700.0 |
10,681.3 |
| S1 |
10,630.0 |
10,630.0 |
10,691.7 |
10,592.5 |
| S2 |
10,555.0 |
10,555.0 |
10,678.4 |
|
| S3 |
10,410.0 |
10,485.0 |
10,665.1 |
|
| S4 |
10,265.0 |
10,340.0 |
10,625.3 |
|
|
| 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 |
10,826.0 |
10,585.0 |
241.0 |
2.3% |
116.5 |
1.1% |
50% |
False |
False |
79,267 |
| 10 |
10,826.0 |
10,337.0 |
489.0 |
4.6% |
119.5 |
1.1% |
75% |
False |
False |
81,800 |
| 20 |
10,826.0 |
10,173.5 |
652.5 |
6.1% |
151.9 |
1.4% |
81% |
False |
False |
94,832 |
| 40 |
10,826.0 |
10,173.5 |
652.5 |
6.1% |
151.6 |
1.4% |
81% |
False |
False |
75,897 |
| 60 |
10,826.0 |
10,089.0 |
737.0 |
6.9% |
143.1 |
1.3% |
84% |
False |
False |
50,656 |
| 80 |
10,826.0 |
9,281.0 |
1,545.0 |
14.4% |
140.3 |
1.3% |
92% |
False |
False |
38,029 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
143.4 |
1.3% |
93% |
False |
False |
30,454 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
134.2 |
1.3% |
93% |
False |
False |
25,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,386.3 |
|
2.618 |
11,149.6 |
|
1.618 |
11,004.6 |
|
1.000 |
10,915.0 |
|
0.618 |
10,859.6 |
|
HIGH |
10,770.0 |
|
0.618 |
10,714.6 |
|
0.500 |
10,697.5 |
|
0.382 |
10,680.4 |
|
LOW |
10,625.0 |
|
0.618 |
10,535.4 |
|
1.000 |
10,480.0 |
|
1.618 |
10,390.4 |
|
2.618 |
10,245.4 |
|
4.250 |
10,008.8 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,702.5 |
10,725.5 |
| PP |
10,700.0 |
10,718.7 |
| S1 |
10,697.5 |
10,711.8 |
|