| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,994.0 |
3,013.0 |
19.0 |
0.6% |
2,989.0 |
| High |
3,030.0 |
3,040.0 |
10.0 |
0.3% |
3,034.0 |
| Low |
2,972.0 |
2,997.0 |
25.0 |
0.8% |
2,967.0 |
| Close |
3,026.0 |
3,007.0 |
-19.0 |
-0.6% |
2,991.0 |
| Range |
58.0 |
43.0 |
-15.0 |
-25.9% |
67.0 |
| ATR |
49.6 |
49.1 |
-0.5 |
-1.0% |
0.0 |
| Volume |
904,769 |
839,106 |
-65,663 |
-7.3% |
5,319,458 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,143.7 |
3,118.3 |
3,030.7 |
|
| R3 |
3,100.7 |
3,075.3 |
3,018.8 |
|
| R2 |
3,057.7 |
3,057.7 |
3,014.9 |
|
| R1 |
3,032.3 |
3,032.3 |
3,010.9 |
3,023.5 |
| PP |
3,014.7 |
3,014.7 |
3,014.7 |
3,010.3 |
| S1 |
2,989.3 |
2,989.3 |
3,003.1 |
2,980.5 |
| S2 |
2,971.7 |
2,971.7 |
2,999.1 |
|
| S3 |
2,928.7 |
2,946.3 |
2,995.2 |
|
| S4 |
2,885.7 |
2,903.3 |
2,983.4 |
|
|
| 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 |
3,040.0 |
2,972.0 |
68.0 |
2.3% |
43.2 |
1.4% |
51% |
True |
False |
961,972 |
| 10 |
3,040.0 |
2,909.0 |
131.0 |
4.4% |
51.6 |
1.7% |
75% |
True |
False |
1,053,924 |
| 20 |
3,050.0 |
2,908.0 |
142.0 |
4.7% |
46.5 |
1.5% |
70% |
False |
False |
1,085,843 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
45.0 |
1.5% |
56% |
False |
False |
681,235 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
7.1% |
41.3 |
1.4% |
63% |
False |
False |
455,152 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
45.6 |
1.5% |
82% |
False |
False |
344,319 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
41.4 |
1.4% |
82% |
False |
False |
276,506 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
36.8 |
1.2% |
82% |
False |
False |
231,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,222.8 |
|
2.618 |
3,152.6 |
|
1.618 |
3,109.6 |
|
1.000 |
3,083.0 |
|
0.618 |
3,066.6 |
|
HIGH |
3,040.0 |
|
0.618 |
3,023.6 |
|
0.500 |
3,018.5 |
|
0.382 |
3,013.4 |
|
LOW |
2,997.0 |
|
0.618 |
2,970.4 |
|
1.000 |
2,954.0 |
|
1.618 |
2,927.4 |
|
2.618 |
2,884.4 |
|
4.250 |
2,814.3 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,018.5 |
3,006.7 |
| PP |
3,014.7 |
3,006.3 |
| S1 |
3,010.8 |
3,006.0 |
|