| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,770.0 |
10,642.0 |
-128.0 |
-1.2% |
10,521.5 |
| High |
10,770.0 |
10,771.0 |
1.0 |
0.0% |
10,744.5 |
| Low |
10,625.0 |
10,641.0 |
16.0 |
0.2% |
10,479.0 |
| Close |
10,705.0 |
10,710.5 |
5.5 |
0.1% |
10,699.0 |
| Range |
145.0 |
130.0 |
-15.0 |
-10.3% |
265.5 |
| ATR |
148.2 |
146.9 |
-1.3 |
-0.9% |
0.0 |
| Volume |
101,240 |
118,650 |
17,410 |
17.2% |
363,343 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,097.5 |
11,034.0 |
10,782.0 |
|
| R3 |
10,967.5 |
10,904.0 |
10,746.3 |
|
| R2 |
10,837.5 |
10,837.5 |
10,734.3 |
|
| R1 |
10,774.0 |
10,774.0 |
10,722.4 |
10,805.8 |
| PP |
10,707.5 |
10,707.5 |
10,707.5 |
10,723.4 |
| S1 |
10,644.0 |
10,644.0 |
10,698.6 |
10,675.8 |
| S2 |
10,577.5 |
10,577.5 |
10,686.7 |
|
| S3 |
10,447.5 |
10,514.0 |
10,674.8 |
|
| S4 |
10,317.5 |
10,384.0 |
10,639.0 |
|
|
| 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 |
10,625.0 |
201.0 |
1.9% |
110.6 |
1.0% |
43% |
False |
False |
90,120 |
| 10 |
10,826.0 |
10,432.5 |
393.5 |
3.7% |
119.6 |
1.1% |
71% |
False |
False |
83,523 |
| 20 |
10,826.0 |
10,173.5 |
652.5 |
6.1% |
150.8 |
1.4% |
82% |
False |
False |
94,511 |
| 40 |
10,826.0 |
10,173.5 |
652.5 |
6.1% |
152.2 |
1.4% |
82% |
False |
False |
78,860 |
| 60 |
10,826.0 |
10,089.0 |
737.0 |
6.9% |
142.0 |
1.3% |
84% |
False |
False |
52,633 |
| 80 |
10,826.0 |
9,281.0 |
1,545.0 |
14.4% |
139.4 |
1.3% |
93% |
False |
False |
39,503 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
143.5 |
1.3% |
93% |
False |
False |
31,640 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
135.2 |
1.3% |
93% |
False |
False |
26,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,323.5 |
|
2.618 |
11,111.3 |
|
1.618 |
10,981.3 |
|
1.000 |
10,901.0 |
|
0.618 |
10,851.3 |
|
HIGH |
10,771.0 |
|
0.618 |
10,721.3 |
|
0.500 |
10,706.0 |
|
0.382 |
10,690.7 |
|
LOW |
10,641.0 |
|
0.618 |
10,560.7 |
|
1.000 |
10,511.0 |
|
1.618 |
10,430.7 |
|
2.618 |
10,300.7 |
|
4.250 |
10,088.5 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,709.0 |
10,725.5 |
| PP |
10,707.5 |
10,720.5 |
| S1 |
10,706.0 |
10,715.5 |
|