| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,122.50 |
2,131.50 |
9.00 |
0.4% |
2,152.00 |
| High |
2,139.75 |
2,142.50 |
2.75 |
0.1% |
2,163.50 |
| Low |
2,120.25 |
2,126.50 |
6.25 |
0.3% |
2,107.75 |
| Close |
2,132.00 |
2,138.00 |
6.00 |
0.3% |
2,127.00 |
| Range |
19.50 |
16.00 |
-3.50 |
-17.9% |
55.75 |
| ATR |
21.46 |
21.07 |
-0.39 |
-1.8% |
0.00 |
| Volume |
1,139,317 |
948,475 |
-190,842 |
-16.8% |
8,715,929 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.75 |
2,176.75 |
2,146.75 |
|
| R3 |
2,167.75 |
2,160.75 |
2,142.50 |
|
| R2 |
2,151.75 |
2,151.75 |
2,141.00 |
|
| R1 |
2,144.75 |
2,144.75 |
2,139.50 |
2,148.25 |
| PP |
2,135.75 |
2,135.75 |
2,135.75 |
2,137.50 |
| S1 |
2,128.75 |
2,128.75 |
2,136.50 |
2,132.25 |
| S2 |
2,119.75 |
2,119.75 |
2,135.00 |
|
| S3 |
2,103.75 |
2,112.75 |
2,133.50 |
|
| S4 |
2,087.75 |
2,096.75 |
2,129.25 |
|
|
| 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% |
18.75 |
0.9% |
85% |
False |
False |
1,475,205 |
| 10 |
2,163.50 |
2,107.75 |
55.75 |
2.6% |
20.00 |
0.9% |
54% |
False |
False |
1,522,293 |
| 20 |
2,172.75 |
2,107.75 |
65.00 |
3.0% |
21.00 |
1.0% |
47% |
False |
False |
1,620,313 |
| 40 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
22.25 |
1.0% |
46% |
False |
False |
1,381,623 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
19.25 |
0.9% |
45% |
False |
False |
922,700 |
| 80 |
2,184.25 |
1,974.25 |
210.00 |
9.8% |
20.25 |
0.9% |
78% |
False |
False |
692,810 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
78% |
False |
False |
554,585 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
78% |
False |
False |
462,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,210.50 |
|
2.618 |
2,184.50 |
|
1.618 |
2,168.50 |
|
1.000 |
2,158.50 |
|
0.618 |
2,152.50 |
|
HIGH |
2,142.50 |
|
0.618 |
2,136.50 |
|
0.500 |
2,134.50 |
|
0.382 |
2,132.50 |
|
LOW |
2,126.50 |
|
0.618 |
2,116.50 |
|
1.000 |
2,110.50 |
|
1.618 |
2,100.50 |
|
2.618 |
2,084.50 |
|
4.250 |
2,058.50 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,136.75 |
2,135.25 |
| PP |
2,135.75 |
2,132.50 |
| S1 |
2,134.50 |
2,129.50 |
|