| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3,039.0 |
3,056.0 |
17.0 |
0.6% |
2,994.0 |
| High |
3,055.0 |
3,079.0 |
24.0 |
0.8% |
3,040.0 |
| Low |
3,028.0 |
3,036.0 |
8.0 |
0.3% |
2,944.0 |
| Close |
3,049.0 |
3,066.0 |
17.0 |
0.6% |
3,015.0 |
| Range |
27.0 |
43.0 |
16.0 |
59.3% |
96.0 |
| ATR |
46.2 |
45.9 |
-0.2 |
-0.5% |
0.0 |
| Volume |
1,109,008 |
768,797 |
-340,211 |
-30.7% |
4,811,335 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,189.3 |
3,170.7 |
3,089.7 |
|
| R3 |
3,146.3 |
3,127.7 |
3,077.8 |
|
| R2 |
3,103.3 |
3,103.3 |
3,073.9 |
|
| R1 |
3,084.7 |
3,084.7 |
3,069.9 |
3,094.0 |
| PP |
3,060.3 |
3,060.3 |
3,060.3 |
3,065.0 |
| S1 |
3,041.7 |
3,041.7 |
3,062.1 |
3,051.0 |
| S2 |
3,017.3 |
3,017.3 |
3,058.1 |
|
| S3 |
2,974.3 |
2,998.7 |
3,054.2 |
|
| S4 |
2,931.3 |
2,955.7 |
3,042.4 |
|
|
| 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 |
3,079.0 |
2,973.0 |
106.0 |
3.5% |
37.0 |
1.2% |
88% |
True |
False |
823,379 |
| 10 |
3,079.0 |
2,944.0 |
135.0 |
4.4% |
39.3 |
1.3% |
90% |
True |
False |
900,554 |
| 20 |
3,079.0 |
2,909.0 |
170.0 |
5.5% |
44.6 |
1.5% |
92% |
True |
False |
1,017,756 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.8% |
44.6 |
1.5% |
89% |
False |
False |
840,584 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
6.9% |
41.7 |
1.4% |
91% |
False |
False |
561,846 |
| 80 |
3,086.0 |
2,721.0 |
365.0 |
11.9% |
42.1 |
1.4% |
95% |
False |
False |
423,619 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.3% |
43.0 |
1.4% |
95% |
False |
False |
340,589 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.3% |
38.4 |
1.3% |
95% |
False |
False |
284,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,261.8 |
|
2.618 |
3,191.6 |
|
1.618 |
3,148.6 |
|
1.000 |
3,122.0 |
|
0.618 |
3,105.6 |
|
HIGH |
3,079.0 |
|
0.618 |
3,062.6 |
|
0.500 |
3,057.5 |
|
0.382 |
3,052.4 |
|
LOW |
3,036.0 |
|
0.618 |
3,009.4 |
|
1.000 |
2,993.0 |
|
1.618 |
2,966.4 |
|
2.618 |
2,923.4 |
|
4.250 |
2,853.3 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,063.2 |
3,059.3 |
| PP |
3,060.3 |
3,052.7 |
| S1 |
3,057.5 |
3,046.0 |
|