| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,131.50 |
2,137.50 |
6.00 |
0.3% |
2,152.00 |
| High |
2,142.50 |
2,144.50 |
2.00 |
0.1% |
2,163.50 |
| Low |
2,126.50 |
2,126.75 |
0.25 |
0.0% |
2,107.75 |
| Close |
2,138.00 |
2,137.00 |
-1.00 |
0.0% |
2,127.00 |
| Range |
16.00 |
17.75 |
1.75 |
10.9% |
55.75 |
| ATR |
21.07 |
20.83 |
-0.24 |
-1.1% |
0.00 |
| Volume |
948,475 |
1,611,098 |
662,623 |
69.9% |
8,715,929 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,189.25 |
2,181.00 |
2,146.75 |
|
| R3 |
2,171.50 |
2,163.25 |
2,142.00 |
|
| R2 |
2,153.75 |
2,153.75 |
2,140.25 |
|
| R1 |
2,145.50 |
2,145.50 |
2,138.75 |
2,140.75 |
| PP |
2,136.00 |
2,136.00 |
2,136.00 |
2,133.75 |
| S1 |
2,127.75 |
2,127.75 |
2,135.25 |
2,123.00 |
| S2 |
2,118.25 |
2,118.25 |
2,133.75 |
|
| S3 |
2,100.50 |
2,110.00 |
2,132.00 |
|
| S4 |
2,082.75 |
2,092.25 |
2,127.25 |
|
|
| 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 |
2,144.50 |
2,116.75 |
27.75 |
1.3% |
17.50 |
0.8% |
73% |
True |
False |
1,358,398 |
| 10 |
2,163.50 |
2,107.75 |
55.75 |
2.6% |
20.50 |
1.0% |
52% |
False |
False |
1,562,479 |
| 20 |
2,169.50 |
2,107.75 |
61.75 |
2.9% |
20.75 |
1.0% |
47% |
False |
False |
1,624,668 |
| 40 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
22.25 |
1.0% |
45% |
False |
False |
1,421,733 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
19.25 |
0.9% |
44% |
False |
False |
949,433 |
| 80 |
2,184.25 |
2,014.50 |
169.75 |
7.9% |
19.75 |
0.9% |
72% |
False |
False |
712,916 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
78% |
False |
False |
570,693 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
78% |
False |
False |
475,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,220.00 |
|
2.618 |
2,191.00 |
|
1.618 |
2,173.25 |
|
1.000 |
2,162.25 |
|
0.618 |
2,155.50 |
|
HIGH |
2,144.50 |
|
0.618 |
2,137.75 |
|
0.500 |
2,135.50 |
|
0.382 |
2,133.50 |
|
LOW |
2,126.75 |
|
0.618 |
2,115.75 |
|
1.000 |
2,109.00 |
|
1.618 |
2,098.00 |
|
2.618 |
2,080.25 |
|
4.250 |
2,051.25 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,136.50 |
2,135.50 |
| PP |
2,136.00 |
2,134.00 |
| S1 |
2,135.50 |
2,132.50 |
|