| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,152.00 |
2,159.50 |
7.50 |
0.3% |
2,158.75 |
| High |
2,163.50 |
2,160.75 |
-2.75 |
-0.1% |
2,164.00 |
| Low |
2,148.50 |
2,121.75 |
-26.75 |
-1.2% |
2,136.00 |
| Close |
2,159.00 |
2,134.50 |
-24.50 |
-1.1% |
2,146.50 |
| Range |
15.00 |
39.00 |
24.00 |
160.0% |
28.00 |
| ATR |
21.53 |
22.78 |
1.25 |
5.8% |
0.00 |
| Volume |
952,867 |
2,243,746 |
1,290,879 |
135.5% |
8,086,395 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,256.00 |
2,234.25 |
2,156.00 |
|
| R3 |
2,217.00 |
2,195.25 |
2,145.25 |
|
| R2 |
2,178.00 |
2,178.00 |
2,141.75 |
|
| R1 |
2,156.25 |
2,156.25 |
2,138.00 |
2,147.50 |
| PP |
2,139.00 |
2,139.00 |
2,139.00 |
2,134.75 |
| S1 |
2,117.25 |
2,117.25 |
2,131.00 |
2,108.50 |
| S2 |
2,100.00 |
2,100.00 |
2,127.25 |
|
| S3 |
2,061.00 |
2,078.25 |
2,123.75 |
|
| S4 |
2,022.00 |
2,039.25 |
2,113.00 |
|
|
| 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 |
2,121.75 |
41.75 |
2.0% |
21.75 |
1.0% |
31% |
False |
True |
1,546,688 |
| 10 |
2,168.25 |
2,121.75 |
46.50 |
2.2% |
23.25 |
1.1% |
27% |
False |
True |
1,731,236 |
| 20 |
2,172.75 |
2,107.75 |
65.00 |
3.0% |
22.50 |
1.1% |
41% |
False |
False |
1,759,994 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
21.25 |
1.0% |
41% |
False |
False |
1,161,044 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
19.00 |
0.9% |
41% |
False |
False |
775,424 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
22.00 |
1.0% |
77% |
False |
False |
582,376 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.00 |
1.0% |
77% |
False |
False |
466,012 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
77% |
False |
False |
388,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,326.50 |
|
2.618 |
2,262.75 |
|
1.618 |
2,223.75 |
|
1.000 |
2,199.75 |
|
0.618 |
2,184.75 |
|
HIGH |
2,160.75 |
|
0.618 |
2,145.75 |
|
0.500 |
2,141.25 |
|
0.382 |
2,136.75 |
|
LOW |
2,121.75 |
|
0.618 |
2,097.75 |
|
1.000 |
2,082.75 |
|
1.618 |
2,058.75 |
|
2.618 |
2,019.75 |
|
4.250 |
1,956.00 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,141.25 |
2,142.50 |
| PP |
2,139.00 |
2,140.00 |
| S1 |
2,136.75 |
2,137.25 |
|