| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,126.25 |
2,122.50 |
-3.75 |
-0.2% |
2,152.00 |
| High |
2,130.00 |
2,139.75 |
9.75 |
0.5% |
2,163.50 |
| Low |
2,116.75 |
2,120.25 |
3.50 |
0.2% |
2,107.75 |
| Close |
2,123.00 |
2,132.00 |
9.00 |
0.4% |
2,127.00 |
| Range |
13.25 |
19.50 |
6.25 |
47.2% |
55.75 |
| ATR |
21.61 |
21.46 |
-0.15 |
-0.7% |
0.00 |
| Volume |
1,251,946 |
1,139,317 |
-112,629 |
-9.0% |
8,715,929 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,189.25 |
2,180.00 |
2,142.75 |
|
| R3 |
2,169.75 |
2,160.50 |
2,137.25 |
|
| R2 |
2,150.25 |
2,150.25 |
2,135.50 |
|
| R1 |
2,141.00 |
2,141.00 |
2,133.75 |
2,145.50 |
| PP |
2,130.75 |
2,130.75 |
2,130.75 |
2,133.00 |
| S1 |
2,121.50 |
2,121.50 |
2,130.25 |
2,126.00 |
| S2 |
2,111.25 |
2,111.25 |
2,128.50 |
|
| S3 |
2,091.75 |
2,102.00 |
2,126.75 |
|
| S4 |
2,072.25 |
2,082.50 |
2,121.25 |
|
|
| 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 |
2,143.25 |
2,107.75 |
35.50 |
1.7% |
18.50 |
0.9% |
68% |
False |
False |
1,582,115 |
| 10 |
2,163.50 |
2,107.75 |
55.75 |
2.6% |
20.00 |
0.9% |
43% |
False |
False |
1,564,402 |
| 20 |
2,172.75 |
2,107.75 |
65.00 |
3.0% |
21.75 |
1.0% |
37% |
False |
False |
1,664,237 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
22.25 |
1.0% |
38% |
False |
False |
1,358,098 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
19.25 |
0.9% |
38% |
False |
False |
906,978 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
20.50 |
1.0% |
75% |
False |
False |
681,013 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.00 |
1.0% |
75% |
False |
False |
545,100 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.50 |
1.0% |
75% |
False |
False |
454,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,222.50 |
|
2.618 |
2,190.75 |
|
1.618 |
2,171.25 |
|
1.000 |
2,159.25 |
|
0.618 |
2,151.75 |
|
HIGH |
2,139.75 |
|
0.618 |
2,132.25 |
|
0.500 |
2,130.00 |
|
0.382 |
2,127.75 |
|
LOW |
2,120.25 |
|
0.618 |
2,108.25 |
|
1.000 |
2,100.75 |
|
1.618 |
2,088.75 |
|
2.618 |
2,069.25 |
|
4.250 |
2,037.50 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,131.25 |
2,131.25 |
| PP |
2,130.75 |
2,130.75 |
| S1 |
2,130.00 |
2,130.00 |
|