| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,642.0 |
10,680.0 |
38.0 |
0.4% |
10,699.0 |
| High |
10,771.0 |
10,712.5 |
-58.5 |
-0.5% |
10,826.0 |
| Low |
10,641.0 |
10,571.5 |
-69.5 |
-0.7% |
10,571.5 |
| Close |
10,710.5 |
10,687.0 |
-23.5 |
-0.2% |
10,687.0 |
| Range |
130.0 |
141.0 |
11.0 |
8.5% |
254.5 |
| ATR |
146.9 |
146.5 |
-0.4 |
-0.3% |
0.0 |
| Volume |
118,650 |
74,430 |
-44,220 |
-37.3% |
460,646 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,080.0 |
11,024.5 |
10,764.6 |
|
| R3 |
10,939.0 |
10,883.5 |
10,725.8 |
|
| R2 |
10,798.0 |
10,798.0 |
10,712.9 |
|
| R1 |
10,742.5 |
10,742.5 |
10,699.9 |
10,770.3 |
| PP |
10,657.0 |
10,657.0 |
10,657.0 |
10,670.9 |
| S1 |
10,601.5 |
10,601.5 |
10,674.1 |
10,629.3 |
| S2 |
10,516.0 |
10,516.0 |
10,661.2 |
|
| S3 |
10,375.0 |
10,460.5 |
10,648.2 |
|
| S4 |
10,234.0 |
10,319.5 |
10,609.5 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,458.3 |
11,327.2 |
10,827.0 |
|
| R3 |
11,203.8 |
11,072.7 |
10,757.0 |
|
| R2 |
10,949.3 |
10,949.3 |
10,733.7 |
|
| R1 |
10,818.2 |
10,818.2 |
10,710.3 |
10,756.5 |
| PP |
10,694.8 |
10,694.8 |
10,694.8 |
10,664.0 |
| S1 |
10,563.7 |
10,563.7 |
10,663.7 |
10,502.0 |
| S2 |
10,440.3 |
10,440.3 |
10,640.3 |
|
| S3 |
10,185.8 |
10,309.2 |
10,617.0 |
|
| S4 |
9,931.3 |
10,054.7 |
10,547.0 |
|
|
| 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 |
10,571.5 |
254.5 |
2.4% |
125.2 |
1.2% |
45% |
False |
True |
92,129 |
| 10 |
10,826.0 |
10,479.0 |
347.0 |
3.2% |
115.9 |
1.1% |
60% |
False |
False |
82,398 |
| 20 |
10,826.0 |
10,173.5 |
652.5 |
6.1% |
141.8 |
1.3% |
79% |
False |
False |
91,447 |
| 40 |
10,826.0 |
10,173.5 |
652.5 |
6.1% |
153.1 |
1.4% |
79% |
False |
False |
80,704 |
| 60 |
10,826.0 |
10,171.5 |
654.5 |
6.1% |
142.5 |
1.3% |
79% |
False |
False |
53,873 |
| 80 |
10,826.0 |
9,339.0 |
1,487.0 |
13.9% |
138.5 |
1.3% |
91% |
False |
False |
40,433 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
144.4 |
1.4% |
92% |
False |
False |
32,384 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
136.0 |
1.3% |
92% |
False |
False |
26,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,311.8 |
|
2.618 |
11,081.6 |
|
1.618 |
10,940.6 |
|
1.000 |
10,853.5 |
|
0.618 |
10,799.6 |
|
HIGH |
10,712.5 |
|
0.618 |
10,658.6 |
|
0.500 |
10,642.0 |
|
0.382 |
10,625.4 |
|
LOW |
10,571.5 |
|
0.618 |
10,484.4 |
|
1.000 |
10,430.5 |
|
1.618 |
10,343.4 |
|
2.618 |
10,202.4 |
|
4.250 |
9,972.3 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,672.0 |
10,681.8 |
| PP |
10,657.0 |
10,676.5 |
| S1 |
10,642.0 |
10,671.3 |
|