| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3,017.0 |
3,039.0 |
22.0 |
0.7% |
2,994.0 |
| High |
3,047.0 |
3,055.0 |
8.0 |
0.3% |
3,040.0 |
| Low |
3,013.0 |
3,028.0 |
15.0 |
0.5% |
2,944.0 |
| Close |
3,038.0 |
3,049.0 |
11.0 |
0.4% |
3,015.0 |
| Range |
34.0 |
27.0 |
-7.0 |
-20.6% |
96.0 |
| ATR |
47.6 |
46.2 |
-1.5 |
-3.1% |
0.0 |
| Volume |
687,982 |
1,109,008 |
421,026 |
61.2% |
4,811,335 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,125.0 |
3,114.0 |
3,063.9 |
|
| R3 |
3,098.0 |
3,087.0 |
3,056.4 |
|
| R2 |
3,071.0 |
3,071.0 |
3,054.0 |
|
| R1 |
3,060.0 |
3,060.0 |
3,051.5 |
3,065.5 |
| PP |
3,044.0 |
3,044.0 |
3,044.0 |
3,046.8 |
| S1 |
3,033.0 |
3,033.0 |
3,046.5 |
3,038.5 |
| S2 |
3,017.0 |
3,017.0 |
3,044.1 |
|
| S3 |
2,990.0 |
3,006.0 |
3,041.6 |
|
| S4 |
2,963.0 |
2,979.0 |
3,034.2 |
|
|
| 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 |
3,055.0 |
2,944.0 |
111.0 |
3.6% |
36.4 |
1.2% |
95% |
True |
False |
884,692 |
| 10 |
3,055.0 |
2,944.0 |
111.0 |
3.6% |
38.0 |
1.2% |
95% |
True |
False |
948,702 |
| 20 |
3,055.0 |
2,909.0 |
146.0 |
4.8% |
45.9 |
1.5% |
96% |
True |
False |
1,020,962 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.8% |
44.6 |
1.5% |
79% |
False |
False |
821,859 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
7.0% |
41.5 |
1.4% |
83% |
False |
False |
549,243 |
| 80 |
3,086.0 |
2,721.0 |
365.0 |
12.0% |
42.1 |
1.4% |
90% |
False |
False |
414,088 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.3% |
42.8 |
1.4% |
92% |
False |
False |
332,901 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.3% |
38.1 |
1.2% |
92% |
False |
False |
278,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,169.8 |
|
2.618 |
3,125.7 |
|
1.618 |
3,098.7 |
|
1.000 |
3,082.0 |
|
0.618 |
3,071.7 |
|
HIGH |
3,055.0 |
|
0.618 |
3,044.7 |
|
0.500 |
3,041.5 |
|
0.382 |
3,038.3 |
|
LOW |
3,028.0 |
|
0.618 |
3,011.3 |
|
1.000 |
3,001.0 |
|
1.618 |
2,984.3 |
|
2.618 |
2,957.3 |
|
4.250 |
2,913.3 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,046.5 |
3,040.5 |
| PP |
3,044.0 |
3,032.0 |
| S1 |
3,041.5 |
3,023.5 |
|