| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1,255.3 |
1,260.3 |
5.0 |
0.4% |
1,262.3 |
| High |
1,262.0 |
1,269.5 |
7.5 |
0.6% |
1,270.2 |
| Low |
1,255.0 |
1,260.3 |
5.3 |
0.4% |
1,251.0 |
| Close |
1,260.5 |
1,266.8 |
6.3 |
0.5% |
1,259.3 |
| Range |
7.0 |
9.2 |
2.2 |
31.4% |
19.2 |
| ATR |
14.5 |
14.1 |
-0.4 |
-2.6% |
0.0 |
| Volume |
7,718 |
9,147 |
1,429 |
18.5% |
38,153 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,293.1 |
1,289.2 |
1,271.9 |
|
| R3 |
1,283.9 |
1,280.0 |
1,269.3 |
|
| R2 |
1,274.7 |
1,274.7 |
1,268.5 |
|
| R1 |
1,270.8 |
1,270.8 |
1,267.6 |
1,272.8 |
| PP |
1,265.5 |
1,265.5 |
1,265.5 |
1,266.5 |
| S1 |
1,261.6 |
1,261.6 |
1,266.0 |
1,263.6 |
| S2 |
1,256.3 |
1,256.3 |
1,265.1 |
|
| S3 |
1,247.1 |
1,252.4 |
1,264.3 |
|
| S4 |
1,237.9 |
1,243.2 |
1,261.7 |
|
|
| 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 |
1,269.5 |
1,251.0 |
18.5 |
1.5% |
9.3 |
0.7% |
85% |
True |
False |
8,050 |
| 10 |
1,282.3 |
1,246.8 |
35.5 |
2.8% |
12.2 |
1.0% |
56% |
False |
False |
7,866 |
| 20 |
1,351.2 |
1,246.8 |
104.4 |
8.2% |
14.3 |
1.1% |
19% |
False |
False |
6,837 |
| 40 |
1,360.7 |
1,246.8 |
113.9 |
9.0% |
14.4 |
1.1% |
18% |
False |
False |
5,803 |
| 60 |
1,378.1 |
1,246.8 |
131.3 |
10.4% |
14.9 |
1.2% |
15% |
False |
False |
5,111 |
| 80 |
1,387.1 |
1,246.8 |
140.3 |
11.1% |
15.3 |
1.2% |
14% |
False |
False |
4,187 |
| 100 |
1,387.1 |
1,210.0 |
177.1 |
14.0% |
15.8 |
1.2% |
32% |
False |
False |
3,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,308.6 |
|
2.618 |
1,293.6 |
|
1.618 |
1,284.4 |
|
1.000 |
1,278.7 |
|
0.618 |
1,275.2 |
|
HIGH |
1,269.5 |
|
0.618 |
1,266.0 |
|
0.500 |
1,264.9 |
|
0.382 |
1,263.8 |
|
LOW |
1,260.3 |
|
0.618 |
1,254.6 |
|
1.000 |
1,251.1 |
|
1.618 |
1,245.4 |
|
2.618 |
1,236.2 |
|
4.250 |
1,221.2 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,266.2 |
1,264.6 |
| PP |
1,265.5 |
1,262.4 |
| S1 |
1,264.9 |
1,260.3 |
|