| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3,079.0 |
3,057.0 |
-22.0 |
-0.7% |
2,998.0 |
| High |
3,079.0 |
3,090.0 |
11.0 |
0.4% |
3,079.0 |
| Low |
3,052.0 |
3,055.0 |
3.0 |
0.1% |
2,992.0 |
| Close |
3,073.0 |
3,076.0 |
3.0 |
0.1% |
3,067.0 |
| Range |
27.0 |
35.0 |
8.0 |
29.6% |
87.0 |
| ATR |
41.5 |
41.0 |
-0.5 |
-1.1% |
0.0 |
| Volume |
985,756 |
1,084,245 |
98,489 |
10.0% |
4,118,276 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,178.7 |
3,162.3 |
3,095.3 |
|
| R3 |
3,143.7 |
3,127.3 |
3,085.6 |
|
| R2 |
3,108.7 |
3,108.7 |
3,082.4 |
|
| R1 |
3,092.3 |
3,092.3 |
3,079.2 |
3,100.5 |
| PP |
3,073.7 |
3,073.7 |
3,073.7 |
3,077.8 |
| S1 |
3,057.3 |
3,057.3 |
3,072.8 |
3,065.5 |
| S2 |
3,038.7 |
3,038.7 |
3,069.6 |
|
| S3 |
3,003.7 |
3,022.3 |
3,066.4 |
|
| S4 |
2,968.7 |
2,987.3 |
3,056.8 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,307.0 |
3,274.0 |
3,114.9 |
|
| R3 |
3,220.0 |
3,187.0 |
3,090.9 |
|
| R2 |
3,133.0 |
3,133.0 |
3,083.0 |
|
| R1 |
3,100.0 |
3,100.0 |
3,075.0 |
3,116.5 |
| PP |
3,046.0 |
3,046.0 |
3,046.0 |
3,054.3 |
| S1 |
3,013.0 |
3,013.0 |
3,059.0 |
3,029.5 |
| S2 |
2,959.0 |
2,959.0 |
3,051.1 |
|
| S3 |
2,872.0 |
2,926.0 |
3,043.1 |
|
| S4 |
2,785.0 |
2,839.0 |
3,019.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,102.0 |
3,052.0 |
50.0 |
1.6% |
29.0 |
0.9% |
48% |
False |
False |
894,146 |
| 10 |
3,102.0 |
2,973.0 |
129.0 |
4.2% |
33.0 |
1.1% |
80% |
False |
False |
858,763 |
| 20 |
3,102.0 |
2,909.0 |
193.0 |
6.3% |
39.1 |
1.3% |
87% |
False |
False |
919,720 |
| 40 |
3,102.0 |
2,908.0 |
194.0 |
6.3% |
44.1 |
1.4% |
87% |
False |
False |
947,374 |
| 60 |
3,102.0 |
2,901.0 |
201.0 |
6.5% |
40.4 |
1.3% |
87% |
False |
False |
636,247 |
| 80 |
3,102.0 |
2,740.0 |
362.0 |
11.8% |
40.5 |
1.3% |
93% |
False |
False |
478,660 |
| 100 |
3,102.0 |
2,649.0 |
453.0 |
14.7% |
43.7 |
1.4% |
94% |
False |
False |
385,110 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
14.7% |
39.1 |
1.3% |
94% |
False |
False |
321,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,238.8 |
|
2.618 |
3,181.6 |
|
1.618 |
3,146.6 |
|
1.000 |
3,125.0 |
|
0.618 |
3,111.6 |
|
HIGH |
3,090.0 |
|
0.618 |
3,076.6 |
|
0.500 |
3,072.5 |
|
0.382 |
3,068.4 |
|
LOW |
3,055.0 |
|
0.618 |
3,033.4 |
|
1.000 |
3,020.0 |
|
1.618 |
2,998.4 |
|
2.618 |
2,963.4 |
|
4.250 |
2,906.3 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,074.8 |
3,076.0 |
| PP |
3,073.7 |
3,076.0 |
| S1 |
3,072.5 |
3,076.0 |
|