| Trading Metrics calculated at close of trading on 25-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1,270.5 |
1,268.5 |
-2.0 |
-0.2% |
1,255.3 |
| High |
1,276.2 |
1,281.0 |
4.8 |
0.4% |
1,279.0 |
| Low |
1,264.0 |
1,266.4 |
2.4 |
0.2% |
1,255.0 |
| Close |
1,267.3 |
1,277.3 |
10.0 |
0.8% |
1,271.5 |
| Range |
12.2 |
14.6 |
2.4 |
19.7% |
24.0 |
| ATR |
13.1 |
13.2 |
0.1 |
0.8% |
0.0 |
| Volume |
18,792 |
5,551 |
-13,241 |
-70.5% |
31,079 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.7 |
1,312.6 |
1,285.3 |
|
| R3 |
1,304.1 |
1,298.0 |
1,281.3 |
|
| R2 |
1,289.5 |
1,289.5 |
1,280.0 |
|
| R1 |
1,283.4 |
1,283.4 |
1,278.6 |
1,286.5 |
| PP |
1,274.9 |
1,274.9 |
1,274.9 |
1,276.4 |
| S1 |
1,268.8 |
1,268.8 |
1,276.0 |
1,271.9 |
| S2 |
1,260.3 |
1,260.3 |
1,274.6 |
|
| S3 |
1,245.7 |
1,254.2 |
1,273.3 |
|
| S4 |
1,231.1 |
1,239.6 |
1,269.3 |
|
|
| 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 |
1,281.0 |
1,264.0 |
17.0 |
1.3% |
11.1 |
0.9% |
78% |
True |
False |
7,711 |
| 10 |
1,281.0 |
1,251.0 |
30.0 |
2.3% |
10.2 |
0.8% |
88% |
True |
False |
7,880 |
| 20 |
1,335.2 |
1,246.8 |
88.4 |
6.9% |
13.4 |
1.1% |
35% |
False |
False |
7,627 |
| 40 |
1,360.7 |
1,246.8 |
113.9 |
8.9% |
14.1 |
1.1% |
27% |
False |
False |
5,945 |
| 60 |
1,378.1 |
1,246.8 |
131.3 |
10.3% |
14.5 |
1.1% |
23% |
False |
False |
5,523 |
| 80 |
1,387.1 |
1,246.8 |
140.3 |
11.0% |
15.2 |
1.2% |
22% |
False |
False |
4,558 |
| 100 |
1,387.1 |
1,246.8 |
140.3 |
11.0% |
15.8 |
1.2% |
22% |
False |
False |
4,038 |
| 120 |
1,387.1 |
1,210.0 |
177.1 |
13.9% |
15.1 |
1.2% |
38% |
False |
False |
3,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,343.1 |
|
2.618 |
1,319.2 |
|
1.618 |
1,304.6 |
|
1.000 |
1,295.6 |
|
0.618 |
1,290.0 |
|
HIGH |
1,281.0 |
|
0.618 |
1,275.4 |
|
0.500 |
1,273.7 |
|
0.382 |
1,272.0 |
|
LOW |
1,266.4 |
|
0.618 |
1,257.4 |
|
1.000 |
1,251.8 |
|
1.618 |
1,242.8 |
|
2.618 |
1,228.2 |
|
4.250 |
1,204.4 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,276.1 |
1,275.7 |
| PP |
1,274.9 |
1,274.1 |
| S1 |
1,273.7 |
1,272.5 |
|