| 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 |
1,200.8 |
1,186.5 |
-14.3 |
-1.2% |
1,216.9 |
| High |
1,207.9 |
1,194.7 |
-13.2 |
-1.1% |
1,231.3 |
| Low |
1,183.4 |
1,178.2 |
-5.2 |
-0.4% |
1,178.2 |
| Close |
1,183.8 |
1,185.9 |
2.1 |
0.2% |
1,185.9 |
| Range |
24.5 |
16.5 |
-8.0 |
-32.7% |
53.1 |
| ATR |
16.8 |
16.8 |
0.0 |
-0.1% |
0.0 |
| Volume |
88,830 |
110,414 |
21,584 |
24.3% |
405,704 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.8 |
1,227.3 |
1,195.0 |
|
| R3 |
1,219.3 |
1,210.8 |
1,190.5 |
|
| R2 |
1,202.8 |
1,202.8 |
1,189.0 |
|
| R1 |
1,194.3 |
1,194.3 |
1,187.5 |
1,190.3 |
| PP |
1,186.3 |
1,186.3 |
1,186.3 |
1,184.3 |
| S1 |
1,177.8 |
1,177.8 |
1,184.5 |
1,173.8 |
| S2 |
1,169.8 |
1,169.8 |
1,183.0 |
|
| S3 |
1,153.3 |
1,161.3 |
1,181.3 |
|
| S4 |
1,136.8 |
1,144.8 |
1,176.8 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,357.8 |
1,325.0 |
1,215.0 |
|
| R3 |
1,304.8 |
1,271.8 |
1,200.5 |
|
| R2 |
1,251.5 |
1,251.5 |
1,195.8 |
|
| R1 |
1,218.8 |
1,218.8 |
1,190.8 |
1,208.5 |
| PP |
1,198.5 |
1,198.5 |
1,198.5 |
1,193.5 |
| S1 |
1,165.8 |
1,165.8 |
1,181.0 |
1,155.5 |
| S2 |
1,145.3 |
1,145.3 |
1,176.3 |
|
| S3 |
1,092.3 |
1,112.5 |
1,171.3 |
|
| S4 |
1,039.3 |
1,059.5 |
1,156.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,231.3 |
1,178.2 |
53.1 |
4.5% |
17.5 |
1.5% |
15% |
False |
True |
81,140 |
| 10 |
1,231.3 |
1,178.2 |
53.1 |
4.5% |
15.3 |
1.3% |
15% |
False |
True |
76,449 |
| 20 |
1,253.1 |
1,178.2 |
74.9 |
6.3% |
16.5 |
1.4% |
10% |
False |
True |
80,024 |
| 40 |
1,261.3 |
1,178.2 |
83.1 |
7.0% |
18.0 |
1.5% |
9% |
False |
True |
85,942 |
| 60 |
1,261.3 |
1,178.2 |
83.1 |
7.0% |
14.8 |
1.3% |
9% |
False |
True |
57,349 |
| 80 |
1,261.3 |
1,150.5 |
110.8 |
9.3% |
12.5 |
1.1% |
32% |
False |
False |
43,013 |
| 100 |
1,261.3 |
1,074.6 |
186.7 |
15.7% |
11.8 |
1.0% |
60% |
False |
False |
34,420 |
| 120 |
1,261.3 |
1,074.6 |
186.7 |
15.7% |
10.0 |
0.9% |
60% |
False |
False |
28,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,264.8 |
|
2.618 |
1,238.0 |
|
1.618 |
1,221.5 |
|
1.000 |
1,211.3 |
|
0.618 |
1,205.0 |
|
HIGH |
1,194.8 |
|
0.618 |
1,188.5 |
|
0.500 |
1,186.5 |
|
0.382 |
1,184.5 |
|
LOW |
1,178.3 |
|
0.618 |
1,168.0 |
|
1.000 |
1,161.8 |
|
1.618 |
1,151.5 |
|
2.618 |
1,135.0 |
|
4.250 |
1,108.0 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,186.5 |
1,196.5 |
| PP |
1,186.3 |
1,193.0 |
| S1 |
1,186.0 |
1,189.5 |
|