| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1,269.4 |
1,270.5 |
1.1 |
0.1% |
1,255.3 |
| High |
1,272.4 |
1,276.2 |
3.8 |
0.3% |
1,279.0 |
| Low |
1,266.2 |
1,264.0 |
-2.2 |
-0.2% |
1,255.0 |
| Close |
1,271.5 |
1,267.3 |
-4.2 |
-0.3% |
1,271.5 |
| Range |
6.2 |
12.2 |
6.0 |
96.8% |
24.0 |
| ATR |
13.2 |
13.1 |
-0.1 |
-0.5% |
0.0 |
| Volume |
8,266 |
18,792 |
10,526 |
127.3% |
31,079 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.8 |
1,298.7 |
1,274.0 |
|
| R3 |
1,293.6 |
1,286.5 |
1,270.7 |
|
| R2 |
1,281.4 |
1,281.4 |
1,269.5 |
|
| R1 |
1,274.3 |
1,274.3 |
1,268.4 |
1,271.8 |
| PP |
1,269.2 |
1,269.2 |
1,269.2 |
1,267.9 |
| S1 |
1,262.1 |
1,262.1 |
1,266.2 |
1,259.6 |
| S2 |
1,257.0 |
1,257.0 |
1,265.1 |
|
| S3 |
1,244.8 |
1,249.9 |
1,263.9 |
|
| S4 |
1,232.6 |
1,237.7 |
1,260.6 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.5 |
1,330.0 |
1,284.7 |
|
| R3 |
1,316.5 |
1,306.0 |
1,278.1 |
|
| R2 |
1,292.5 |
1,292.5 |
1,275.9 |
|
| R1 |
1,282.0 |
1,282.0 |
1,273.7 |
1,287.3 |
| PP |
1,268.5 |
1,268.5 |
1,268.5 |
1,271.1 |
| S1 |
1,258.0 |
1,258.0 |
1,269.3 |
1,263.3 |
| S2 |
1,244.5 |
1,244.5 |
1,267.1 |
|
| S3 |
1,220.5 |
1,234.0 |
1,264.9 |
|
| S4 |
1,196.5 |
1,210.0 |
1,258.3 |
|
|
| 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 |
1,260.3 |
18.7 |
1.5% |
10.0 |
0.8% |
37% |
False |
False |
8,430 |
| 10 |
1,279.0 |
1,251.0 |
28.0 |
2.2% |
9.7 |
0.8% |
58% |
False |
False |
7,851 |
| 20 |
1,346.6 |
1,246.8 |
99.8 |
7.9% |
13.4 |
1.1% |
21% |
False |
False |
7,721 |
| 40 |
1,360.7 |
1,246.8 |
113.9 |
9.0% |
14.0 |
1.1% |
18% |
False |
False |
5,830 |
| 60 |
1,378.1 |
1,246.8 |
131.3 |
10.4% |
14.4 |
1.1% |
16% |
False |
False |
5,468 |
| 80 |
1,387.1 |
1,246.8 |
140.3 |
11.1% |
15.2 |
1.2% |
15% |
False |
False |
4,502 |
| 100 |
1,387.1 |
1,235.0 |
152.1 |
12.0% |
15.8 |
1.2% |
21% |
False |
False |
3,995 |
| 120 |
1,387.1 |
1,210.0 |
177.1 |
14.0% |
15.1 |
1.2% |
32% |
False |
False |
3,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,328.1 |
|
2.618 |
1,308.1 |
|
1.618 |
1,295.9 |
|
1.000 |
1,288.4 |
|
0.618 |
1,283.7 |
|
HIGH |
1,276.2 |
|
0.618 |
1,271.5 |
|
0.500 |
1,270.1 |
|
0.382 |
1,268.7 |
|
LOW |
1,264.0 |
|
0.618 |
1,256.5 |
|
1.000 |
1,251.8 |
|
1.618 |
1,244.3 |
|
2.618 |
1,232.1 |
|
4.250 |
1,212.2 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,270.1 |
1,271.5 |
| PP |
1,269.2 |
1,270.1 |
| S1 |
1,268.2 |
1,268.7 |
|