| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,155.25 |
2,152.00 |
-3.25 |
-0.2% |
2,158.75 |
| High |
2,161.50 |
2,163.50 |
2.00 |
0.1% |
2,164.00 |
| Low |
2,138.00 |
2,148.50 |
10.50 |
0.5% |
2,136.00 |
| Close |
2,146.50 |
2,159.00 |
12.50 |
0.6% |
2,146.50 |
| Range |
23.50 |
15.00 |
-8.50 |
-36.2% |
28.00 |
| ATR |
21.88 |
21.53 |
-0.35 |
-1.6% |
0.00 |
| Volume |
1,958,026 |
952,867 |
-1,005,159 |
-51.3% |
8,086,395 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,202.00 |
2,195.50 |
2,167.25 |
|
| R3 |
2,187.00 |
2,180.50 |
2,163.00 |
|
| R2 |
2,172.00 |
2,172.00 |
2,161.75 |
|
| R1 |
2,165.50 |
2,165.50 |
2,160.50 |
2,168.75 |
| PP |
2,157.00 |
2,157.00 |
2,157.00 |
2,158.50 |
| S1 |
2,150.50 |
2,150.50 |
2,157.50 |
2,153.75 |
| S2 |
2,142.00 |
2,142.00 |
2,156.25 |
|
| S3 |
2,127.00 |
2,135.50 |
2,155.00 |
|
| S4 |
2,112.00 |
2,120.50 |
2,150.75 |
|
|
| 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 |
2,163.50 |
2,136.00 |
27.50 |
1.3% |
18.75 |
0.9% |
84% |
True |
False |
1,526,627 |
| 10 |
2,168.25 |
2,132.75 |
35.50 |
1.6% |
21.50 |
1.0% |
74% |
False |
False |
1,672,840 |
| 20 |
2,172.75 |
2,107.75 |
65.00 |
3.0% |
22.50 |
1.0% |
79% |
False |
False |
1,834,030 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
20.50 |
1.0% |
70% |
False |
False |
1,105,078 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.50 |
0.9% |
70% |
False |
False |
738,050 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.75 |
1.0% |
88% |
False |
False |
554,351 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.00 |
1.0% |
88% |
False |
False |
443,578 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
88% |
False |
False |
369,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,227.25 |
|
2.618 |
2,202.75 |
|
1.618 |
2,187.75 |
|
1.000 |
2,178.50 |
|
0.618 |
2,172.75 |
|
HIGH |
2,163.50 |
|
0.618 |
2,157.75 |
|
0.500 |
2,156.00 |
|
0.382 |
2,154.25 |
|
LOW |
2,148.50 |
|
0.618 |
2,139.25 |
|
1.000 |
2,133.50 |
|
1.618 |
2,124.25 |
|
2.618 |
2,109.25 |
|
4.250 |
2,084.75 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,158.00 |
2,156.25 |
| PP |
2,157.00 |
2,153.50 |
| S1 |
2,156.00 |
2,150.75 |
|