| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,136.00 |
2,137.00 |
1.00 |
0.0% |
2,126.25 |
| High |
2,138.50 |
2,149.00 |
10.50 |
0.5% |
2,144.50 |
| Low |
2,123.25 |
2,134.75 |
11.50 |
0.5% |
2,116.75 |
| Close |
2,134.75 |
2,144.25 |
9.50 |
0.4% |
2,134.75 |
| Range |
15.25 |
14.25 |
-1.00 |
-6.6% |
27.75 |
| ATR |
20.43 |
19.99 |
-0.44 |
-2.2% |
0.00 |
| Volume |
1,409,837 |
1,010,790 |
-399,047 |
-28.3% |
6,360,673 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,185.50 |
2,179.00 |
2,152.00 |
|
| R3 |
2,171.25 |
2,164.75 |
2,148.25 |
|
| R2 |
2,157.00 |
2,157.00 |
2,146.75 |
|
| R1 |
2,150.50 |
2,150.50 |
2,145.50 |
2,153.75 |
| PP |
2,142.75 |
2,142.75 |
2,142.75 |
2,144.25 |
| S1 |
2,136.25 |
2,136.25 |
2,143.00 |
2,139.50 |
| S2 |
2,128.50 |
2,128.50 |
2,141.75 |
|
| S3 |
2,114.25 |
2,122.00 |
2,140.25 |
|
| S4 |
2,100.00 |
2,107.75 |
2,136.50 |
|
|
| 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 |
2,149.00 |
2,120.25 |
28.75 |
1.3% |
16.50 |
0.8% |
83% |
True |
False |
1,223,903 |
| 10 |
2,160.75 |
2,107.75 |
53.00 |
2.5% |
19.50 |
0.9% |
69% |
False |
False |
1,513,452 |
| 20 |
2,168.25 |
2,107.75 |
60.50 |
2.8% |
20.50 |
1.0% |
60% |
False |
False |
1,593,146 |
| 40 |
2,182.75 |
2,100.25 |
82.50 |
3.8% |
22.00 |
1.0% |
53% |
False |
False |
1,481,538 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
19.25 |
0.9% |
52% |
False |
False |
989,626 |
| 80 |
2,184.25 |
2,057.50 |
126.75 |
5.9% |
19.00 |
0.9% |
68% |
False |
False |
743,087 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
81% |
False |
False |
594,891 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.00 |
1.0% |
81% |
False |
False |
495,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,209.50 |
|
2.618 |
2,186.25 |
|
1.618 |
2,172.00 |
|
1.000 |
2,163.25 |
|
0.618 |
2,157.75 |
|
HIGH |
2,149.00 |
|
0.618 |
2,143.50 |
|
0.500 |
2,142.00 |
|
0.382 |
2,140.25 |
|
LOW |
2,134.75 |
|
0.618 |
2,126.00 |
|
1.000 |
2,120.50 |
|
1.618 |
2,111.75 |
|
2.618 |
2,097.50 |
|
4.250 |
2,074.25 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,143.50 |
2,141.50 |
| PP |
2,142.75 |
2,138.75 |
| S1 |
2,142.00 |
2,136.00 |
|