| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,126.25 |
2,126.25 |
0.00 |
0.0% |
2,152.00 |
| High |
2,143.25 |
2,130.00 |
-13.25 |
-0.6% |
2,163.50 |
| Low |
2,122.25 |
2,116.75 |
-5.50 |
-0.3% |
2,107.75 |
| Close |
2,127.00 |
2,123.00 |
-4.00 |
-0.2% |
2,127.00 |
| Range |
21.00 |
13.25 |
-7.75 |
-36.9% |
55.75 |
| ATR |
22.25 |
21.61 |
-0.64 |
-2.9% |
0.00 |
| Volume |
1,841,156 |
1,251,946 |
-589,210 |
-32.0% |
8,715,929 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.00 |
2,156.25 |
2,130.25 |
|
| R3 |
2,149.75 |
2,143.00 |
2,126.75 |
|
| R2 |
2,136.50 |
2,136.50 |
2,125.50 |
|
| R1 |
2,129.75 |
2,129.75 |
2,124.25 |
2,126.50 |
| PP |
2,123.25 |
2,123.25 |
2,123.25 |
2,121.50 |
| S1 |
2,116.50 |
2,116.50 |
2,121.75 |
2,113.25 |
| S2 |
2,110.00 |
2,110.00 |
2,120.50 |
|
| S3 |
2,096.75 |
2,103.25 |
2,119.25 |
|
| S4 |
2,083.50 |
2,090.00 |
2,115.75 |
|
|
| 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 |
2,160.75 |
2,107.75 |
53.00 |
2.5% |
22.50 |
1.1% |
29% |
False |
False |
1,803,001 |
| 10 |
2,163.50 |
2,107.75 |
55.75 |
2.6% |
20.50 |
1.0% |
27% |
False |
False |
1,664,814 |
| 20 |
2,172.75 |
2,107.75 |
65.00 |
3.1% |
21.50 |
1.0% |
23% |
False |
False |
1,676,565 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
4.0% |
22.00 |
1.0% |
27% |
False |
False |
1,329,761 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
4.0% |
19.25 |
0.9% |
27% |
False |
False |
888,109 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.75 |
1.0% |
71% |
False |
False |
666,898 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.00 |
1.0% |
71% |
False |
False |
533,713 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.50 |
1.0% |
71% |
False |
False |
444,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,186.25 |
|
2.618 |
2,164.75 |
|
1.618 |
2,151.50 |
|
1.000 |
2,143.25 |
|
0.618 |
2,138.25 |
|
HIGH |
2,130.00 |
|
0.618 |
2,125.00 |
|
0.500 |
2,123.50 |
|
0.382 |
2,121.75 |
|
LOW |
2,116.75 |
|
0.618 |
2,108.50 |
|
1.000 |
2,103.50 |
|
1.618 |
2,095.25 |
|
2.618 |
2,082.00 |
|
4.250 |
2,060.50 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,123.50 |
2,125.50 |
| PP |
2,123.25 |
2,124.75 |
| S1 |
2,123.00 |
2,123.75 |
|