| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1,259.8 |
1,263.3 |
3.5 |
0.3% |
1,262.3 |
| High |
1,267.0 |
1,264.1 |
-2.9 |
-0.2% |
1,270.2 |
| Low |
1,258.4 |
1,251.0 |
-7.4 |
-0.6% |
1,251.0 |
| Close |
1,261.4 |
1,259.3 |
-2.1 |
-0.2% |
1,259.3 |
| Range |
8.6 |
13.1 |
4.5 |
52.3% |
19.2 |
| ATR |
15.3 |
15.1 |
-0.2 |
-1.0% |
0.0 |
| Volume |
9,780 |
8,365 |
-1,415 |
-14.5% |
38,153 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,297.4 |
1,291.5 |
1,266.5 |
|
| R3 |
1,284.3 |
1,278.4 |
1,262.9 |
|
| R2 |
1,271.2 |
1,271.2 |
1,261.7 |
|
| R1 |
1,265.3 |
1,265.3 |
1,260.5 |
1,261.7 |
| PP |
1,258.1 |
1,258.1 |
1,258.1 |
1,256.4 |
| S1 |
1,252.2 |
1,252.2 |
1,258.1 |
1,248.6 |
| S2 |
1,245.0 |
1,245.0 |
1,256.9 |
|
| S3 |
1,231.9 |
1,239.1 |
1,255.7 |
|
| S4 |
1,218.8 |
1,226.0 |
1,252.1 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.8 |
1,307.7 |
1,269.9 |
|
| R3 |
1,298.6 |
1,288.5 |
1,264.6 |
|
| R2 |
1,279.4 |
1,279.4 |
1,262.8 |
|
| R1 |
1,269.3 |
1,269.3 |
1,261.1 |
1,264.8 |
| PP |
1,260.2 |
1,260.2 |
1,260.2 |
1,257.9 |
| S1 |
1,250.1 |
1,250.1 |
1,257.5 |
1,245.6 |
| S2 |
1,241.0 |
1,241.0 |
1,255.8 |
|
| S3 |
1,221.8 |
1,230.9 |
1,254.0 |
|
| S4 |
1,202.6 |
1,211.7 |
1,248.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,270.2 |
1,251.0 |
19.2 |
1.5% |
9.6 |
0.8% |
43% |
False |
True |
7,630 |
| 10 |
1,325.7 |
1,246.8 |
78.9 |
6.3% |
16.3 |
1.3% |
16% |
False |
False |
8,349 |
| 20 |
1,351.2 |
1,246.8 |
104.4 |
8.3% |
14.2 |
1.1% |
12% |
False |
False |
6,405 |
| 40 |
1,361.5 |
1,246.8 |
114.7 |
9.1% |
14.6 |
1.2% |
11% |
False |
False |
5,462 |
| 60 |
1,378.1 |
1,246.8 |
131.3 |
10.4% |
15.0 |
1.2% |
10% |
False |
False |
4,931 |
| 80 |
1,387.1 |
1,246.8 |
140.3 |
11.1% |
16.5 |
1.3% |
9% |
False |
False |
4,019 |
| 100 |
1,387.1 |
1,210.0 |
177.1 |
14.1% |
15.8 |
1.3% |
28% |
False |
False |
3,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,319.8 |
|
2.618 |
1,298.4 |
|
1.618 |
1,285.3 |
|
1.000 |
1,277.2 |
|
0.618 |
1,272.2 |
|
HIGH |
1,264.1 |
|
0.618 |
1,259.1 |
|
0.500 |
1,257.6 |
|
0.382 |
1,256.0 |
|
LOW |
1,251.0 |
|
0.618 |
1,242.9 |
|
1.000 |
1,237.9 |
|
1.618 |
1,229.8 |
|
2.618 |
1,216.7 |
|
4.250 |
1,195.3 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,258.7 |
1,259.2 |
| PP |
1,258.1 |
1,259.1 |
| S1 |
1,257.6 |
1,259.0 |
|