| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,127.75 |
2,126.25 |
-1.50 |
-0.1% |
2,152.00 |
| High |
2,132.25 |
2,143.25 |
11.00 |
0.5% |
2,163.50 |
| Low |
2,107.75 |
2,122.25 |
14.50 |
0.7% |
2,107.75 |
| Close |
2,126.25 |
2,127.00 |
0.75 |
0.0% |
2,127.00 |
| Range |
24.50 |
21.00 |
-3.50 |
-14.3% |
55.75 |
| ATR |
22.35 |
22.25 |
-0.10 |
-0.4% |
0.00 |
| Volume |
2,195,134 |
1,841,156 |
-353,978 |
-16.1% |
8,715,929 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.75 |
2,181.50 |
2,138.50 |
|
| R3 |
2,172.75 |
2,160.50 |
2,132.75 |
|
| R2 |
2,151.75 |
2,151.75 |
2,130.75 |
|
| R1 |
2,139.50 |
2,139.50 |
2,129.00 |
2,145.50 |
| PP |
2,130.75 |
2,130.75 |
2,130.75 |
2,134.00 |
| S1 |
2,118.50 |
2,118.50 |
2,125.00 |
2,124.50 |
| S2 |
2,109.75 |
2,109.75 |
2,123.25 |
|
| S3 |
2,088.75 |
2,097.50 |
2,121.25 |
|
| S4 |
2,067.75 |
2,076.50 |
2,115.50 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,300.00 |
2,269.25 |
2,157.75 |
|
| R3 |
2,244.25 |
2,213.50 |
2,142.25 |
|
| R2 |
2,188.50 |
2,188.50 |
2,137.25 |
|
| R1 |
2,157.75 |
2,157.75 |
2,132.00 |
2,145.25 |
| PP |
2,132.75 |
2,132.75 |
2,132.75 |
2,126.50 |
| S1 |
2,102.00 |
2,102.00 |
2,122.00 |
2,089.50 |
| S2 |
2,077.00 |
2,077.00 |
2,116.75 |
|
| S3 |
2,021.25 |
2,046.25 |
2,111.75 |
|
| S4 |
1,965.50 |
1,990.50 |
2,096.25 |
|
|
| 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% |
22.75 |
1.1% |
35% |
False |
False |
1,743,185 |
| 10 |
2,164.00 |
2,107.75 |
56.25 |
2.6% |
21.00 |
1.0% |
34% |
False |
False |
1,680,232 |
| 20 |
2,172.75 |
2,107.75 |
65.00 |
3.1% |
21.75 |
1.0% |
30% |
False |
False |
1,690,361 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
22.00 |
1.0% |
32% |
False |
False |
1,298,574 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
19.25 |
0.9% |
32% |
False |
False |
867,269 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
22.00 |
1.0% |
73% |
False |
False |
651,282 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.00 |
1.0% |
73% |
False |
False |
521,198 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.50 |
1.0% |
73% |
False |
False |
434,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,232.50 |
|
2.618 |
2,198.25 |
|
1.618 |
2,177.25 |
|
1.000 |
2,164.25 |
|
0.618 |
2,156.25 |
|
HIGH |
2,143.25 |
|
0.618 |
2,135.25 |
|
0.500 |
2,132.75 |
|
0.382 |
2,130.25 |
|
LOW |
2,122.25 |
|
0.618 |
2,109.25 |
|
1.000 |
2,101.25 |
|
1.618 |
2,088.25 |
|
2.618 |
2,067.25 |
|
4.250 |
2,033.00 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,132.75 |
2,126.50 |
| PP |
2,130.75 |
2,126.00 |
| S1 |
2,129.00 |
2,125.50 |
|