| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,981.0 |
2,984.0 |
3.0 |
0.1% |
2,994.0 |
| High |
2,984.0 |
3,029.0 |
45.0 |
1.5% |
3,040.0 |
| Low |
2,944.0 |
2,973.0 |
29.0 |
1.0% |
2,944.0 |
| Close |
2,963.0 |
3,015.0 |
52.0 |
1.8% |
3,015.0 |
| Range |
40.0 |
56.0 |
16.0 |
40.0% |
96.0 |
| ATR |
47.8 |
49.1 |
1.3 |
2.7% |
0.0 |
| Volume |
1,075,364 |
767,417 |
-307,947 |
-28.6% |
4,811,335 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,173.7 |
3,150.3 |
3,045.8 |
|
| R3 |
3,117.7 |
3,094.3 |
3,030.4 |
|
| R2 |
3,061.7 |
3,061.7 |
3,025.3 |
|
| R1 |
3,038.3 |
3,038.3 |
3,020.1 |
3,050.0 |
| PP |
3,005.7 |
3,005.7 |
3,005.7 |
3,011.5 |
| S1 |
2,982.3 |
2,982.3 |
3,009.9 |
2,994.0 |
| S2 |
2,949.7 |
2,949.7 |
3,004.7 |
|
| S3 |
2,893.7 |
2,926.3 |
2,999.6 |
|
| S4 |
2,837.7 |
2,870.3 |
2,984.2 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,287.7 |
3,247.3 |
3,067.8 |
|
| R3 |
3,191.7 |
3,151.3 |
3,041.4 |
|
| R2 |
3,095.7 |
3,095.7 |
3,032.6 |
|
| R1 |
3,055.3 |
3,055.3 |
3,023.8 |
3,075.5 |
| PP |
2,999.7 |
2,999.7 |
2,999.7 |
3,009.8 |
| S1 |
2,959.3 |
2,959.3 |
3,006.2 |
2,979.5 |
| S2 |
2,903.7 |
2,903.7 |
2,997.4 |
|
| S3 |
2,807.7 |
2,863.3 |
2,988.6 |
|
| S4 |
2,711.7 |
2,767.3 |
2,962.2 |
|
|
| 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% |
44.4 |
1.5% |
74% |
False |
False |
962,267 |
| 10 |
3,040.0 |
2,944.0 |
96.0 |
3.2% |
41.6 |
1.4% |
74% |
False |
False |
1,013,079 |
| 20 |
3,050.0 |
2,909.0 |
141.0 |
4.7% |
46.0 |
1.5% |
75% |
False |
False |
1,059,948 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
45.6 |
1.5% |
60% |
False |
False |
757,687 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
7.0% |
41.6 |
1.4% |
67% |
False |
False |
506,271 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
45.0 |
1.5% |
84% |
False |
False |
382,373 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
42.2 |
1.4% |
84% |
False |
False |
307,137 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
37.4 |
1.2% |
84% |
False |
False |
256,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,267.0 |
|
2.618 |
3,175.6 |
|
1.618 |
3,119.6 |
|
1.000 |
3,085.0 |
|
0.618 |
3,063.6 |
|
HIGH |
3,029.0 |
|
0.618 |
3,007.6 |
|
0.500 |
3,001.0 |
|
0.382 |
2,994.4 |
|
LOW |
2,973.0 |
|
0.618 |
2,938.4 |
|
1.000 |
2,917.0 |
|
1.618 |
2,882.4 |
|
2.618 |
2,826.4 |
|
4.250 |
2,735.0 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,010.3 |
3,005.5 |
| PP |
3,005.7 |
2,996.0 |
| S1 |
3,001.0 |
2,986.5 |
|