| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,984.0 |
2,998.0 |
14.0 |
0.5% |
2,994.0 |
| High |
3,029.0 |
3,017.0 |
-12.0 |
-0.4% |
3,040.0 |
| Low |
2,973.0 |
2,992.0 |
19.0 |
0.6% |
2,944.0 |
| Close |
3,015.0 |
2,996.0 |
-19.0 |
-0.6% |
3,015.0 |
| Range |
56.0 |
25.0 |
-31.0 |
-55.4% |
96.0 |
| ATR |
49.1 |
47.4 |
-1.7 |
-3.5% |
0.0 |
| Volume |
767,417 |
783,692 |
16,275 |
2.1% |
4,811,335 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,076.7 |
3,061.3 |
3,009.8 |
|
| R3 |
3,051.7 |
3,036.3 |
3,002.9 |
|
| R2 |
3,026.7 |
3,026.7 |
3,000.6 |
|
| R1 |
3,011.3 |
3,011.3 |
2,998.3 |
3,006.5 |
| PP |
3,001.7 |
3,001.7 |
3,001.7 |
2,999.3 |
| S1 |
2,986.3 |
2,986.3 |
2,993.7 |
2,981.5 |
| S2 |
2,976.7 |
2,976.7 |
2,991.4 |
|
| S3 |
2,951.7 |
2,961.3 |
2,989.1 |
|
| S4 |
2,926.7 |
2,936.3 |
2,982.3 |
|
|
| 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% |
37.8 |
1.3% |
54% |
False |
False |
938,051 |
| 10 |
3,040.0 |
2,944.0 |
96.0 |
3.2% |
40.9 |
1.4% |
54% |
False |
False |
959,857 |
| 20 |
3,050.0 |
2,909.0 |
141.0 |
4.7% |
46.2 |
1.5% |
62% |
False |
False |
1,051,551 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
45.1 |
1.5% |
49% |
False |
False |
777,269 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
7.1% |
41.5 |
1.4% |
58% |
False |
False |
519,331 |
| 80 |
3,086.0 |
2,655.0 |
431.0 |
14.4% |
43.3 |
1.4% |
79% |
False |
False |
392,164 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
42.5 |
1.4% |
79% |
False |
False |
314,974 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
37.6 |
1.3% |
79% |
False |
False |
263,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,123.3 |
|
2.618 |
3,082.5 |
|
1.618 |
3,057.5 |
|
1.000 |
3,042.0 |
|
0.618 |
3,032.5 |
|
HIGH |
3,017.0 |
|
0.618 |
3,007.5 |
|
0.500 |
3,004.5 |
|
0.382 |
3,001.6 |
|
LOW |
2,992.0 |
|
0.618 |
2,976.6 |
|
1.000 |
2,967.0 |
|
1.618 |
2,951.6 |
|
2.618 |
2,926.6 |
|
4.250 |
2,885.8 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,004.5 |
2,992.8 |
| PP |
3,001.7 |
2,989.7 |
| S1 |
2,998.8 |
2,986.5 |
|