| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1,258.1 |
1,259.8 |
1.7 |
0.1% |
1,324.6 |
| High |
1,263.6 |
1,267.0 |
3.4 |
0.3% |
1,325.7 |
| Low |
1,255.0 |
1,258.4 |
3.4 |
0.3% |
1,246.8 |
| Close |
1,257.4 |
1,261.4 |
4.0 |
0.3% |
1,255.3 |
| Range |
8.6 |
8.6 |
0.0 |
0.0% |
78.9 |
| ATR |
15.7 |
15.3 |
-0.4 |
-2.8% |
0.0 |
| Volume |
5,241 |
9,780 |
4,539 |
86.6% |
45,339 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,288.1 |
1,283.3 |
1,266.1 |
|
| R3 |
1,279.5 |
1,274.7 |
1,263.8 |
|
| R2 |
1,270.9 |
1,270.9 |
1,263.0 |
|
| R1 |
1,266.1 |
1,266.1 |
1,262.2 |
1,268.5 |
| PP |
1,262.3 |
1,262.3 |
1,262.3 |
1,263.5 |
| S1 |
1,257.5 |
1,257.5 |
1,260.6 |
1,259.9 |
| S2 |
1,253.7 |
1,253.7 |
1,259.8 |
|
| S3 |
1,245.1 |
1,248.9 |
1,259.0 |
|
| S4 |
1,236.5 |
1,240.3 |
1,256.7 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,512.6 |
1,462.9 |
1,298.7 |
|
| R3 |
1,433.7 |
1,384.0 |
1,277.0 |
|
| R2 |
1,354.8 |
1,354.8 |
1,269.8 |
|
| R1 |
1,305.1 |
1,305.1 |
1,262.5 |
1,290.5 |
| PP |
1,275.9 |
1,275.9 |
1,275.9 |
1,268.7 |
| S1 |
1,226.2 |
1,226.2 |
1,248.1 |
1,211.6 |
| S2 |
1,197.0 |
1,197.0 |
1,240.8 |
|
| S3 |
1,118.1 |
1,147.3 |
1,233.6 |
|
| S4 |
1,039.2 |
1,068.4 |
1,211.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,271.0 |
1,246.8 |
24.2 |
1.9% |
11.8 |
0.9% |
60% |
False |
False |
7,492 |
| 10 |
1,335.2 |
1,246.8 |
88.4 |
7.0% |
16.5 |
1.3% |
17% |
False |
False |
7,988 |
| 20 |
1,351.2 |
1,246.8 |
104.4 |
8.3% |
14.1 |
1.1% |
14% |
False |
False |
6,121 |
| 40 |
1,365.0 |
1,246.8 |
118.2 |
9.4% |
14.6 |
1.2% |
12% |
False |
False |
5,269 |
| 60 |
1,378.1 |
1,246.8 |
131.3 |
10.4% |
15.2 |
1.2% |
11% |
False |
False |
4,842 |
| 80 |
1,387.1 |
1,246.8 |
140.3 |
11.1% |
16.4 |
1.3% |
10% |
False |
False |
3,923 |
| 100 |
1,387.1 |
1,210.0 |
177.1 |
14.0% |
15.9 |
1.3% |
29% |
False |
False |
3,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,303.6 |
|
2.618 |
1,289.5 |
|
1.618 |
1,280.9 |
|
1.000 |
1,275.6 |
|
0.618 |
1,272.3 |
|
HIGH |
1,267.0 |
|
0.618 |
1,263.7 |
|
0.500 |
1,262.7 |
|
0.382 |
1,261.7 |
|
LOW |
1,258.4 |
|
0.618 |
1,253.1 |
|
1.000 |
1,249.8 |
|
1.618 |
1,244.5 |
|
2.618 |
1,235.9 |
|
4.250 |
1,221.9 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,262.7 |
1,261.3 |
| PP |
1,262.3 |
1,261.3 |
| S1 |
1,261.8 |
1,261.2 |
|