| Trading Metrics calculated at close of trading on 25-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,137.00 |
2,144.75 |
7.75 |
0.4% |
2,126.25 |
| High |
2,149.00 |
2,149.75 |
0.75 |
0.0% |
2,144.50 |
| Low |
2,134.75 |
2,135.25 |
0.50 |
0.0% |
2,116.75 |
| Close |
2,144.25 |
2,138.00 |
-6.25 |
-0.3% |
2,134.75 |
| Range |
14.25 |
14.50 |
0.25 |
1.8% |
27.75 |
| ATR |
19.99 |
19.60 |
-0.39 |
-2.0% |
0.00 |
| Volume |
1,010,790 |
1,198,210 |
187,420 |
18.5% |
6,360,673 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,184.50 |
2,175.75 |
2,146.00 |
|
| R3 |
2,170.00 |
2,161.25 |
2,142.00 |
|
| R2 |
2,155.50 |
2,155.50 |
2,140.75 |
|
| R1 |
2,146.75 |
2,146.75 |
2,139.25 |
2,144.00 |
| PP |
2,141.00 |
2,141.00 |
2,141.00 |
2,139.50 |
| S1 |
2,132.25 |
2,132.25 |
2,136.75 |
2,129.50 |
| S2 |
2,126.50 |
2,126.50 |
2,135.25 |
|
| S3 |
2,112.00 |
2,117.75 |
2,134.00 |
|
| S4 |
2,097.50 |
2,103.25 |
2,130.00 |
|
|
| 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 |
2,149.75 |
2,123.25 |
26.50 |
1.2% |
15.50 |
0.7% |
56% |
True |
False |
1,235,682 |
| 10 |
2,149.75 |
2,107.75 |
42.00 |
2.0% |
17.00 |
0.8% |
72% |
True |
False |
1,408,898 |
| 20 |
2,168.25 |
2,107.75 |
60.50 |
2.8% |
20.25 |
0.9% |
50% |
False |
False |
1,570,067 |
| 40 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
22.00 |
1.0% |
46% |
False |
False |
1,510,986 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
19.25 |
0.9% |
45% |
False |
False |
1,009,519 |
| 80 |
2,184.25 |
2,057.50 |
126.75 |
5.9% |
19.00 |
0.9% |
64% |
False |
False |
758,029 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.00 |
1.0% |
78% |
False |
False |
606,869 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.00 |
1.0% |
78% |
False |
False |
505,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.50 |
|
2.618 |
2,187.75 |
|
1.618 |
2,173.25 |
|
1.000 |
2,164.25 |
|
0.618 |
2,158.75 |
|
HIGH |
2,149.75 |
|
0.618 |
2,144.25 |
|
0.500 |
2,142.50 |
|
0.382 |
2,140.75 |
|
LOW |
2,135.25 |
|
0.618 |
2,126.25 |
|
1.000 |
2,120.75 |
|
1.618 |
2,111.75 |
|
2.618 |
2,097.25 |
|
4.250 |
2,073.50 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,142.50 |
2,137.50 |
| PP |
2,141.00 |
2,137.00 |
| S1 |
2,139.50 |
2,136.50 |
|