| 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 |
1,267.6 |
1,274.2 |
6.6 |
0.5% |
1,262.3 |
| High |
1,278.2 |
1,279.0 |
0.8 |
0.1% |
1,270.2 |
| Low |
1,265.3 |
1,269.5 |
4.2 |
0.3% |
1,251.0 |
| Close |
1,273.8 |
1,271.4 |
-2.4 |
-0.2% |
1,259.3 |
| Range |
12.9 |
9.5 |
-3.4 |
-26.4% |
19.2 |
| ATR |
14.1 |
13.7 |
-0.3 |
-2.3% |
0.0 |
| Volume |
1,377 |
4,571 |
3,194 |
232.0% |
38,153 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,301.8 |
1,296.1 |
1,276.6 |
|
| R3 |
1,292.3 |
1,286.6 |
1,274.0 |
|
| R2 |
1,282.8 |
1,282.8 |
1,273.1 |
|
| R1 |
1,277.1 |
1,277.1 |
1,272.3 |
1,275.2 |
| PP |
1,273.3 |
1,273.3 |
1,273.3 |
1,272.4 |
| S1 |
1,267.6 |
1,267.6 |
1,270.5 |
1,265.7 |
| S2 |
1,263.8 |
1,263.8 |
1,269.7 |
|
| S3 |
1,254.3 |
1,258.1 |
1,268.8 |
|
| S4 |
1,244.8 |
1,248.6 |
1,266.2 |
|
|
| 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 |
1,279.0 |
1,251.0 |
28.0 |
2.2% |
10.3 |
0.8% |
73% |
True |
False |
6,235 |
| 10 |
1,279.0 |
1,246.8 |
32.2 |
2.5% |
11.1 |
0.9% |
76% |
True |
False |
6,864 |
| 20 |
1,349.8 |
1,246.8 |
103.0 |
8.1% |
13.3 |
1.0% |
24% |
False |
False |
6,791 |
| 40 |
1,360.7 |
1,246.8 |
113.9 |
9.0% |
14.3 |
1.1% |
22% |
False |
False |
5,661 |
| 60 |
1,378.1 |
1,246.8 |
131.3 |
10.3% |
14.7 |
1.2% |
19% |
False |
False |
5,099 |
| 80 |
1,387.1 |
1,246.8 |
140.3 |
11.0% |
15.2 |
1.2% |
18% |
False |
False |
4,199 |
| 100 |
1,387.1 |
1,220.7 |
166.4 |
13.1% |
15.7 |
1.2% |
30% |
False |
False |
3,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,319.4 |
|
2.618 |
1,303.9 |
|
1.618 |
1,294.4 |
|
1.000 |
1,288.5 |
|
0.618 |
1,284.9 |
|
HIGH |
1,279.0 |
|
0.618 |
1,275.4 |
|
0.500 |
1,274.3 |
|
0.382 |
1,273.1 |
|
LOW |
1,269.5 |
|
0.618 |
1,263.6 |
|
1.000 |
1,260.0 |
|
1.618 |
1,254.1 |
|
2.618 |
1,244.6 |
|
4.250 |
1,229.1 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,274.3 |
1,270.8 |
| PP |
1,273.3 |
1,270.2 |
| S1 |
1,272.4 |
1,269.7 |
|