| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,133.00 |
2,127.75 |
-5.25 |
-0.2% |
2,158.75 |
| High |
2,140.75 |
2,132.25 |
-8.50 |
-0.4% |
2,164.00 |
| Low |
2,126.25 |
2,107.75 |
-18.50 |
-0.9% |
2,136.00 |
| Close |
2,131.50 |
2,126.25 |
-5.25 |
-0.2% |
2,146.50 |
| Range |
14.50 |
24.50 |
10.00 |
69.0% |
28.00 |
| ATR |
22.19 |
22.35 |
0.17 |
0.7% |
0.00 |
| Volume |
1,483,026 |
2,195,134 |
712,108 |
48.0% |
8,086,395 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.50 |
2,185.50 |
2,139.75 |
|
| R3 |
2,171.00 |
2,161.00 |
2,133.00 |
|
| R2 |
2,146.50 |
2,146.50 |
2,130.75 |
|
| R1 |
2,136.50 |
2,136.50 |
2,128.50 |
2,129.25 |
| PP |
2,122.00 |
2,122.00 |
2,122.00 |
2,118.50 |
| S1 |
2,112.00 |
2,112.00 |
2,124.00 |
2,104.75 |
| S2 |
2,097.50 |
2,097.50 |
2,121.75 |
|
| S3 |
2,073.00 |
2,087.50 |
2,119.50 |
|
| S4 |
2,048.50 |
2,063.00 |
2,112.75 |
|
|
| 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 |
2,107.75 |
55.75 |
2.6% |
23.25 |
1.1% |
33% |
False |
True |
1,766,559 |
| 10 |
2,168.25 |
2,107.75 |
60.50 |
2.8% |
22.00 |
1.0% |
31% |
False |
True |
1,695,085 |
| 20 |
2,172.75 |
2,107.75 |
65.00 |
3.1% |
21.50 |
1.0% |
28% |
False |
True |
1,701,530 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
4.0% |
21.50 |
1.0% |
31% |
False |
False |
1,252,660 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
4.0% |
19.25 |
0.9% |
31% |
False |
False |
836,609 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
22.00 |
1.0% |
73% |
False |
False |
628,286 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.25 |
1.0% |
73% |
False |
False |
502,790 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.50 |
1.0% |
73% |
False |
False |
419,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,236.50 |
|
2.618 |
2,196.50 |
|
1.618 |
2,172.00 |
|
1.000 |
2,156.75 |
|
0.618 |
2,147.50 |
|
HIGH |
2,132.25 |
|
0.618 |
2,123.00 |
|
0.500 |
2,120.00 |
|
0.382 |
2,117.00 |
|
LOW |
2,107.75 |
|
0.618 |
2,092.50 |
|
1.000 |
2,083.25 |
|
1.618 |
2,068.00 |
|
2.618 |
2,043.50 |
|
4.250 |
2,003.50 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,124.25 |
2,134.25 |
| PP |
2,122.00 |
2,131.50 |
| S1 |
2,120.00 |
2,129.00 |
|