| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3,016.0 |
2,994.0 |
-22.0 |
-0.7% |
2,989.0 |
| High |
3,019.0 |
3,030.0 |
11.0 |
0.4% |
3,034.0 |
| Low |
2,977.0 |
2,972.0 |
-5.0 |
-0.2% |
2,967.0 |
| Close |
2,991.0 |
3,026.0 |
35.0 |
1.2% |
2,991.0 |
| Range |
42.0 |
58.0 |
16.0 |
38.1% |
67.0 |
| ATR |
49.0 |
49.6 |
0.6 |
1.3% |
0.0 |
| Volume |
844,729 |
904,769 |
60,040 |
7.1% |
5,319,458 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,183.3 |
3,162.7 |
3,057.9 |
|
| R3 |
3,125.3 |
3,104.7 |
3,042.0 |
|
| R2 |
3,067.3 |
3,067.3 |
3,036.6 |
|
| R1 |
3,046.7 |
3,046.7 |
3,031.3 |
3,057.0 |
| PP |
3,009.3 |
3,009.3 |
3,009.3 |
3,014.5 |
| S1 |
2,988.7 |
2,988.7 |
3,020.7 |
2,999.0 |
| S2 |
2,951.3 |
2,951.3 |
3,015.4 |
|
| S3 |
2,893.3 |
2,930.7 |
3,010.1 |
|
| S4 |
2,835.3 |
2,872.7 |
2,994.1 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,198.3 |
3,161.7 |
3,027.9 |
|
| R3 |
3,131.3 |
3,094.7 |
3,009.4 |
|
| R2 |
3,064.3 |
3,064.3 |
3,003.3 |
|
| R1 |
3,027.7 |
3,027.7 |
2,997.1 |
3,046.0 |
| PP |
2,997.3 |
2,997.3 |
2,997.3 |
3,006.5 |
| S1 |
2,960.7 |
2,960.7 |
2,984.9 |
2,979.0 |
| S2 |
2,930.3 |
2,930.3 |
2,978.7 |
|
| S3 |
2,863.3 |
2,893.7 |
2,972.6 |
|
| S4 |
2,796.3 |
2,826.7 |
2,954.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,034.0 |
2,972.0 |
62.0 |
2.0% |
44.0 |
1.5% |
87% |
False |
True |
981,662 |
| 10 |
3,034.0 |
2,909.0 |
125.0 |
4.1% |
52.7 |
1.7% |
94% |
False |
False |
1,081,838 |
| 20 |
3,050.0 |
2,908.0 |
142.0 |
4.7% |
48.0 |
1.6% |
83% |
False |
False |
1,116,002 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
44.5 |
1.5% |
66% |
False |
False |
660,816 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
7.0% |
41.3 |
1.4% |
72% |
False |
False |
441,168 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.4% |
45.4 |
1.5% |
86% |
False |
False |
333,982 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.4% |
41.2 |
1.4% |
86% |
False |
False |
268,115 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.4% |
36.4 |
1.2% |
86% |
False |
False |
224,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,276.5 |
|
2.618 |
3,181.8 |
|
1.618 |
3,123.8 |
|
1.000 |
3,088.0 |
|
0.618 |
3,065.8 |
|
HIGH |
3,030.0 |
|
0.618 |
3,007.8 |
|
0.500 |
3,001.0 |
|
0.382 |
2,994.2 |
|
LOW |
2,972.0 |
|
0.618 |
2,936.2 |
|
1.000 |
2,914.0 |
|
1.618 |
2,878.2 |
|
2.618 |
2,820.2 |
|
4.250 |
2,725.5 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,017.7 |
3,018.3 |
| PP |
3,009.3 |
3,010.7 |
| S1 |
3,001.0 |
3,003.0 |
|