| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,153.25 |
2,155.25 |
2.00 |
0.1% |
2,158.75 |
| High |
2,157.25 |
2,161.50 |
4.25 |
0.2% |
2,164.00 |
| Low |
2,143.25 |
2,138.00 |
-5.25 |
-0.2% |
2,136.00 |
| Close |
2,156.50 |
2,146.50 |
-10.00 |
-0.5% |
2,146.50 |
| Range |
14.00 |
23.50 |
9.50 |
67.9% |
28.00 |
| ATR |
21.75 |
21.88 |
0.12 |
0.6% |
0.00 |
| Volume |
1,209,239 |
1,958,026 |
748,787 |
61.9% |
8,086,395 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,219.25 |
2,206.25 |
2,159.50 |
|
| R3 |
2,195.75 |
2,182.75 |
2,153.00 |
|
| R2 |
2,172.25 |
2,172.25 |
2,150.75 |
|
| R1 |
2,159.25 |
2,159.25 |
2,148.75 |
2,154.00 |
| PP |
2,148.75 |
2,148.75 |
2,148.75 |
2,146.00 |
| S1 |
2,135.75 |
2,135.75 |
2,144.25 |
2,130.50 |
| S2 |
2,125.25 |
2,125.25 |
2,142.25 |
|
| S3 |
2,101.75 |
2,112.25 |
2,140.00 |
|
| S4 |
2,078.25 |
2,088.75 |
2,133.50 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.75 |
2,217.75 |
2,162.00 |
|
| R3 |
2,204.75 |
2,189.75 |
2,154.25 |
|
| R2 |
2,176.75 |
2,176.75 |
2,151.75 |
|
| R1 |
2,161.75 |
2,161.75 |
2,149.00 |
2,155.25 |
| PP |
2,148.75 |
2,148.75 |
2,148.75 |
2,145.50 |
| S1 |
2,133.75 |
2,133.75 |
2,144.00 |
2,127.25 |
| S2 |
2,120.75 |
2,120.75 |
2,141.25 |
|
| S3 |
2,092.75 |
2,105.75 |
2,138.75 |
|
| S4 |
2,064.75 |
2,077.75 |
2,131.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,164.00 |
2,136.00 |
28.00 |
1.3% |
19.00 |
0.9% |
38% |
False |
False |
1,617,279 |
| 10 |
2,168.25 |
2,132.75 |
35.50 |
1.7% |
22.25 |
1.0% |
39% |
False |
False |
1,737,830 |
| 20 |
2,172.75 |
2,100.25 |
72.50 |
3.4% |
24.50 |
1.1% |
64% |
False |
False |
1,952,751 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
20.25 |
0.9% |
55% |
False |
False |
1,081,301 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.50 |
0.9% |
55% |
False |
False |
722,206 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.75 |
1.0% |
82% |
False |
False |
542,457 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.00 |
1.0% |
82% |
False |
False |
434,054 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
82% |
False |
False |
361,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,261.50 |
|
2.618 |
2,223.00 |
|
1.618 |
2,199.50 |
|
1.000 |
2,185.00 |
|
0.618 |
2,176.00 |
|
HIGH |
2,161.50 |
|
0.618 |
2,152.50 |
|
0.500 |
2,149.75 |
|
0.382 |
2,147.00 |
|
LOW |
2,138.00 |
|
0.618 |
2,123.50 |
|
1.000 |
2,114.50 |
|
1.618 |
2,100.00 |
|
2.618 |
2,076.50 |
|
4.250 |
2,038.00 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,149.75 |
2,149.75 |
| PP |
2,148.75 |
2,148.75 |
| S1 |
2,147.50 |
2,147.50 |
|