| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,133.75 |
2,127.25 |
-6.50 |
-0.3% |
2,137.00 |
| High |
2,143.75 |
2,135.25 |
-8.50 |
-0.4% |
2,149.75 |
| Low |
2,122.50 |
2,112.50 |
-10.00 |
-0.5% |
2,112.50 |
| Close |
2,123.50 |
2,123.75 |
0.25 |
0.0% |
2,123.75 |
| Range |
21.25 |
22.75 |
1.50 |
7.1% |
37.25 |
| ATR |
19.43 |
19.67 |
0.24 |
1.2% |
0.00 |
| Volume |
1,795,356 |
2,391,182 |
595,826 |
33.2% |
7,943,980 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.00 |
2,180.75 |
2,136.25 |
|
| R3 |
2,169.25 |
2,158.00 |
2,130.00 |
|
| R2 |
2,146.50 |
2,146.50 |
2,128.00 |
|
| R1 |
2,135.25 |
2,135.25 |
2,125.75 |
2,129.50 |
| PP |
2,123.75 |
2,123.75 |
2,123.75 |
2,121.00 |
| S1 |
2,112.50 |
2,112.50 |
2,121.75 |
2,106.75 |
| S2 |
2,101.00 |
2,101.00 |
2,119.50 |
|
| S3 |
2,078.25 |
2,089.75 |
2,117.50 |
|
| S4 |
2,055.50 |
2,067.00 |
2,111.25 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.50 |
2,219.25 |
2,144.25 |
|
| R3 |
2,203.25 |
2,182.00 |
2,134.00 |
|
| R2 |
2,166.00 |
2,166.00 |
2,130.50 |
|
| R1 |
2,144.75 |
2,144.75 |
2,127.25 |
2,136.75 |
| PP |
2,128.75 |
2,128.75 |
2,128.75 |
2,124.50 |
| S1 |
2,107.50 |
2,107.50 |
2,120.25 |
2,099.50 |
| S2 |
2,091.50 |
2,091.50 |
2,117.00 |
|
| S3 |
2,054.25 |
2,070.25 |
2,113.50 |
|
| S4 |
2,017.00 |
2,033.00 |
2,103.25 |
|
|
| 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 |
2,112.50 |
37.25 |
1.8% |
17.50 |
0.8% |
30% |
False |
True |
1,588,796 |
| 10 |
2,149.75 |
2,112.50 |
37.25 |
1.8% |
17.00 |
0.8% |
30% |
False |
True |
1,430,465 |
| 20 |
2,164.00 |
2,107.75 |
56.25 |
2.6% |
19.00 |
0.9% |
28% |
False |
False |
1,555,348 |
| 40 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
22.25 |
1.0% |
28% |
False |
False |
1,652,496 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
4.0% |
19.50 |
0.9% |
28% |
False |
False |
1,104,845 |
| 80 |
2,184.25 |
2,079.00 |
105.25 |
5.0% |
18.75 |
0.9% |
43% |
False |
False |
829,594 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.25 |
1.0% |
71% |
False |
False |
664,199 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.00 |
1.0% |
71% |
False |
False |
553,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,232.00 |
|
2.618 |
2,194.75 |
|
1.618 |
2,172.00 |
|
1.000 |
2,158.00 |
|
0.618 |
2,149.25 |
|
HIGH |
2,135.25 |
|
0.618 |
2,126.50 |
|
0.500 |
2,124.00 |
|
0.382 |
2,121.25 |
|
LOW |
2,112.50 |
|
0.618 |
2,098.50 |
|
1.000 |
2,089.75 |
|
1.618 |
2,075.75 |
|
2.618 |
2,053.00 |
|
4.250 |
2,015.75 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,124.00 |
2,128.00 |
| PP |
2,123.75 |
2,126.75 |
| S1 |
2,123.75 |
2,125.25 |
|