| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,137.50 |
2,136.00 |
-1.50 |
-0.1% |
2,126.25 |
| High |
2,144.50 |
2,138.50 |
-6.00 |
-0.3% |
2,144.50 |
| Low |
2,126.75 |
2,123.25 |
-3.50 |
-0.2% |
2,116.75 |
| Close |
2,137.00 |
2,134.75 |
-2.25 |
-0.1% |
2,134.75 |
| Range |
17.75 |
15.25 |
-2.50 |
-14.1% |
27.75 |
| ATR |
20.83 |
20.43 |
-0.40 |
-1.9% |
0.00 |
| Volume |
1,611,098 |
1,409,837 |
-201,261 |
-12.5% |
6,360,673 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,178.00 |
2,171.50 |
2,143.25 |
|
| R3 |
2,162.75 |
2,156.25 |
2,139.00 |
|
| R2 |
2,147.50 |
2,147.50 |
2,137.50 |
|
| R1 |
2,141.00 |
2,141.00 |
2,136.25 |
2,136.50 |
| PP |
2,132.25 |
2,132.25 |
2,132.25 |
2,130.00 |
| S1 |
2,125.75 |
2,125.75 |
2,133.25 |
2,121.50 |
| S2 |
2,117.00 |
2,117.00 |
2,132.00 |
|
| S3 |
2,101.75 |
2,110.50 |
2,130.50 |
|
| S4 |
2,086.50 |
2,095.25 |
2,126.25 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,215.25 |
2,202.75 |
2,150.00 |
|
| R3 |
2,187.50 |
2,175.00 |
2,142.50 |
|
| R2 |
2,159.75 |
2,159.75 |
2,139.75 |
|
| R1 |
2,147.25 |
2,147.25 |
2,137.25 |
2,153.50 |
| PP |
2,132.00 |
2,132.00 |
2,132.00 |
2,135.00 |
| S1 |
2,119.50 |
2,119.50 |
2,132.25 |
2,125.75 |
| S2 |
2,104.25 |
2,104.25 |
2,129.75 |
|
| S3 |
2,076.50 |
2,091.75 |
2,127.00 |
|
| S4 |
2,048.75 |
2,064.00 |
2,119.50 |
|
|
| 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% |
16.25 |
0.8% |
65% |
False |
False |
1,272,134 |
| 10 |
2,163.50 |
2,107.75 |
55.75 |
2.6% |
19.50 |
0.9% |
48% |
False |
False |
1,507,660 |
| 20 |
2,168.25 |
2,107.75 |
60.50 |
2.8% |
21.00 |
1.0% |
45% |
False |
False |
1,622,745 |
| 40 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
22.25 |
1.0% |
42% |
False |
False |
1,456,727 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
19.25 |
0.9% |
41% |
False |
False |
972,834 |
| 80 |
2,184.25 |
2,048.00 |
136.25 |
6.4% |
19.50 |
0.9% |
64% |
False |
False |
730,499 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
77% |
False |
False |
584,784 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
77% |
False |
False |
487,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,203.25 |
|
2.618 |
2,178.50 |
|
1.618 |
2,163.25 |
|
1.000 |
2,153.75 |
|
0.618 |
2,148.00 |
|
HIGH |
2,138.50 |
|
0.618 |
2,132.75 |
|
0.500 |
2,131.00 |
|
0.382 |
2,129.00 |
|
LOW |
2,123.25 |
|
0.618 |
2,113.75 |
|
1.000 |
2,108.00 |
|
1.618 |
2,098.50 |
|
2.618 |
2,083.25 |
|
4.250 |
2,058.50 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,133.50 |
2,134.50 |
| PP |
2,132.25 |
2,134.25 |
| S1 |
2,131.00 |
2,134.00 |
|