| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,998.0 |
3,017.0 |
19.0 |
0.6% |
2,994.0 |
| High |
3,017.0 |
3,047.0 |
30.0 |
1.0% |
3,040.0 |
| Low |
2,992.0 |
3,013.0 |
21.0 |
0.7% |
2,944.0 |
| Close |
2,996.0 |
3,038.0 |
42.0 |
1.4% |
3,015.0 |
| Range |
25.0 |
34.0 |
9.0 |
36.0% |
96.0 |
| ATR |
47.4 |
47.6 |
0.3 |
0.5% |
0.0 |
| Volume |
783,692 |
687,982 |
-95,710 |
-12.2% |
4,811,335 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,134.7 |
3,120.3 |
3,056.7 |
|
| R3 |
3,100.7 |
3,086.3 |
3,047.4 |
|
| R2 |
3,066.7 |
3,066.7 |
3,044.2 |
|
| R1 |
3,052.3 |
3,052.3 |
3,041.1 |
3,059.5 |
| PP |
3,032.7 |
3,032.7 |
3,032.7 |
3,036.3 |
| S1 |
3,018.3 |
3,018.3 |
3,034.9 |
3,025.5 |
| S2 |
2,998.7 |
2,998.7 |
3,031.8 |
|
| S3 |
2,964.7 |
2,984.3 |
3,028.7 |
|
| S4 |
2,930.7 |
2,950.3 |
3,019.3 |
|
|
| 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 |
3,047.0 |
2,944.0 |
103.0 |
3.4% |
36.0 |
1.2% |
91% |
True |
False |
907,826 |
| 10 |
3,047.0 |
2,944.0 |
103.0 |
3.4% |
39.6 |
1.3% |
91% |
True |
False |
934,899 |
| 20 |
3,050.0 |
2,909.0 |
141.0 |
4.6% |
46.4 |
1.5% |
91% |
False |
False |
1,034,064 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
44.8 |
1.5% |
73% |
False |
False |
794,463 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
7.0% |
41.6 |
1.4% |
77% |
False |
False |
530,795 |
| 80 |
3,086.0 |
2,716.0 |
370.0 |
12.2% |
42.4 |
1.4% |
87% |
False |
False |
400,227 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.4% |
42.6 |
1.4% |
89% |
False |
False |
321,814 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.4% |
37.9 |
1.2% |
89% |
False |
False |
269,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,191.5 |
|
2.618 |
3,136.0 |
|
1.618 |
3,102.0 |
|
1.000 |
3,081.0 |
|
0.618 |
3,068.0 |
|
HIGH |
3,047.0 |
|
0.618 |
3,034.0 |
|
0.500 |
3,030.0 |
|
0.382 |
3,026.0 |
|
LOW |
3,013.0 |
|
0.618 |
2,992.0 |
|
1.000 |
2,979.0 |
|
1.618 |
2,958.0 |
|
2.618 |
2,924.0 |
|
4.250 |
2,868.5 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,035.3 |
3,028.7 |
| PP |
3,032.7 |
3,019.3 |
| S1 |
3,030.0 |
3,010.0 |
|