| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3,013.0 |
3,007.0 |
-6.0 |
-0.2% |
2,989.0 |
| High |
3,040.0 |
3,019.0 |
-21.0 |
-0.7% |
3,034.0 |
| Low |
2,997.0 |
2,994.0 |
-3.0 |
-0.1% |
2,967.0 |
| Close |
3,007.0 |
2,997.0 |
-10.0 |
-0.3% |
2,991.0 |
| Range |
43.0 |
25.0 |
-18.0 |
-41.9% |
67.0 |
| ATR |
49.1 |
47.4 |
-1.7 |
-3.5% |
0.0 |
| Volume |
839,106 |
1,224,679 |
385,573 |
46.0% |
5,319,458 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,078.3 |
3,062.7 |
3,010.8 |
|
| R3 |
3,053.3 |
3,037.7 |
3,003.9 |
|
| R2 |
3,028.3 |
3,028.3 |
3,001.6 |
|
| R1 |
3,012.7 |
3,012.7 |
2,999.3 |
3,008.0 |
| PP |
3,003.3 |
3,003.3 |
3,003.3 |
3,001.0 |
| S1 |
2,987.7 |
2,987.7 |
2,994.7 |
2,983.0 |
| S2 |
2,978.3 |
2,978.3 |
2,992.4 |
|
| S3 |
2,953.3 |
2,962.7 |
2,990.1 |
|
| S4 |
2,928.3 |
2,937.7 |
2,983.3 |
|
|
| 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% |
39.6 |
1.3% |
37% |
False |
False |
1,012,712 |
| 10 |
3,040.0 |
2,909.0 |
131.0 |
4.4% |
49.8 |
1.7% |
67% |
False |
False |
1,054,816 |
| 20 |
3,050.0 |
2,908.0 |
142.0 |
4.7% |
45.7 |
1.5% |
63% |
False |
False |
1,092,998 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
45.0 |
1.5% |
50% |
False |
False |
711,794 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
7.1% |
41.1 |
1.4% |
58% |
False |
False |
475,563 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
45.2 |
1.5% |
80% |
False |
False |
359,627 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
41.5 |
1.4% |
80% |
False |
False |
288,709 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
36.9 |
1.2% |
80% |
False |
False |
241,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,125.3 |
|
2.618 |
3,084.5 |
|
1.618 |
3,059.5 |
|
1.000 |
3,044.0 |
|
0.618 |
3,034.5 |
|
HIGH |
3,019.0 |
|
0.618 |
3,009.5 |
|
0.500 |
3,006.5 |
|
0.382 |
3,003.6 |
|
LOW |
2,994.0 |
|
0.618 |
2,978.6 |
|
1.000 |
2,969.0 |
|
1.618 |
2,953.6 |
|
2.618 |
2,928.6 |
|
4.250 |
2,887.8 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,006.5 |
3,006.0 |
| PP |
3,003.3 |
3,003.0 |
| S1 |
3,000.2 |
3,000.0 |
|