| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3,007.0 |
2,981.0 |
-26.0 |
-0.9% |
2,989.0 |
| High |
3,019.0 |
2,984.0 |
-35.0 |
-1.2% |
3,034.0 |
| Low |
2,994.0 |
2,944.0 |
-50.0 |
-1.7% |
2,967.0 |
| Close |
2,997.0 |
2,963.0 |
-34.0 |
-1.1% |
2,991.0 |
| Range |
25.0 |
40.0 |
15.0 |
60.0% |
67.0 |
| ATR |
47.4 |
47.8 |
0.4 |
0.8% |
0.0 |
| Volume |
1,224,679 |
1,075,364 |
-149,315 |
-12.2% |
5,319,458 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,083.7 |
3,063.3 |
2,985.0 |
|
| R3 |
3,043.7 |
3,023.3 |
2,974.0 |
|
| R2 |
3,003.7 |
3,003.7 |
2,970.3 |
|
| R1 |
2,983.3 |
2,983.3 |
2,966.7 |
2,973.5 |
| PP |
2,963.7 |
2,963.7 |
2,963.7 |
2,958.8 |
| S1 |
2,943.3 |
2,943.3 |
2,959.3 |
2,933.5 |
| S2 |
2,923.7 |
2,923.7 |
2,955.7 |
|
| S3 |
2,883.7 |
2,903.3 |
2,952.0 |
|
| S4 |
2,843.7 |
2,863.3 |
2,941.0 |
|
|
| 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 |
2,944.0 |
96.0 |
3.2% |
41.6 |
1.4% |
20% |
False |
True |
977,729 |
| 10 |
3,040.0 |
2,909.0 |
131.0 |
4.4% |
45.1 |
1.5% |
41% |
False |
False |
980,678 |
| 20 |
3,050.0 |
2,908.0 |
142.0 |
4.8% |
45.8 |
1.5% |
39% |
False |
False |
1,065,301 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
44.8 |
1.5% |
31% |
False |
False |
738,507 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
7.2% |
41.3 |
1.4% |
42% |
False |
False |
493,481 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
45.3 |
1.5% |
72% |
False |
False |
373,003 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
41.7 |
1.4% |
72% |
False |
False |
299,463 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
37.1 |
1.3% |
72% |
False |
False |
250,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,154.0 |
|
2.618 |
3,088.7 |
|
1.618 |
3,048.7 |
|
1.000 |
3,024.0 |
|
0.618 |
3,008.7 |
|
HIGH |
2,984.0 |
|
0.618 |
2,968.7 |
|
0.500 |
2,964.0 |
|
0.382 |
2,959.3 |
|
LOW |
2,944.0 |
|
0.618 |
2,919.3 |
|
1.000 |
2,904.0 |
|
1.618 |
2,879.3 |
|
2.618 |
2,839.3 |
|
4.250 |
2,774.0 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,964.0 |
2,992.0 |
| PP |
2,963.7 |
2,982.3 |
| S1 |
2,963.3 |
2,972.7 |
|