| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,135.25 |
2,133.75 |
-1.50 |
-0.1% |
2,126.25 |
| High |
2,140.00 |
2,143.75 |
3.75 |
0.2% |
2,144.50 |
| Low |
2,124.75 |
2,122.50 |
-2.25 |
-0.1% |
2,116.75 |
| Close |
2,134.00 |
2,123.50 |
-10.50 |
-0.5% |
2,134.75 |
| Range |
15.25 |
21.25 |
6.00 |
39.3% |
27.75 |
| ATR |
19.29 |
19.43 |
0.14 |
0.7% |
0.00 |
| Volume |
1,548,442 |
1,795,356 |
246,914 |
15.9% |
6,360,673 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.75 |
2,179.75 |
2,135.25 |
|
| R3 |
2,172.50 |
2,158.50 |
2,129.25 |
|
| R2 |
2,151.25 |
2,151.25 |
2,127.50 |
|
| R1 |
2,137.25 |
2,137.25 |
2,125.50 |
2,133.50 |
| PP |
2,130.00 |
2,130.00 |
2,130.00 |
2,128.00 |
| S1 |
2,116.00 |
2,116.00 |
2,121.50 |
2,112.50 |
| S2 |
2,108.75 |
2,108.75 |
2,119.50 |
|
| S3 |
2,087.50 |
2,094.75 |
2,117.75 |
|
| S4 |
2,066.25 |
2,073.50 |
2,111.75 |
|
|
| 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 |
2,122.50 |
27.25 |
1.3% |
16.00 |
0.8% |
4% |
False |
True |
1,392,527 |
| 10 |
2,149.75 |
2,116.75 |
33.00 |
1.6% |
16.75 |
0.8% |
20% |
False |
False |
1,375,462 |
| 20 |
2,168.25 |
2,107.75 |
60.50 |
2.8% |
19.50 |
0.9% |
26% |
False |
False |
1,535,274 |
| 40 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
22.25 |
1.0% |
28% |
False |
False |
1,593,425 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
4.0% |
19.25 |
0.9% |
28% |
False |
False |
1,065,032 |
| 80 |
2,184.25 |
2,073.25 |
111.00 |
5.2% |
18.75 |
0.9% |
45% |
False |
False |
799,740 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.25 |
1.0% |
71% |
False |
False |
640,293 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.00 |
1.0% |
71% |
False |
False |
533,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,234.00 |
|
2.618 |
2,199.50 |
|
1.618 |
2,178.25 |
|
1.000 |
2,165.00 |
|
0.618 |
2,157.00 |
|
HIGH |
2,143.75 |
|
0.618 |
2,135.75 |
|
0.500 |
2,133.00 |
|
0.382 |
2,130.50 |
|
LOW |
2,122.50 |
|
0.618 |
2,109.25 |
|
1.000 |
2,101.25 |
|
1.618 |
2,088.00 |
|
2.618 |
2,066.75 |
|
4.250 |
2,032.25 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,133.00 |
2,136.00 |
| PP |
2,130.00 |
2,132.00 |
| S1 |
2,126.75 |
2,127.75 |
|