| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1,268.5 |
1,277.9 |
9.4 |
0.7% |
1,255.3 |
| High |
1,281.0 |
1,280.5 |
-0.5 |
0.0% |
1,279.0 |
| Low |
1,266.4 |
1,268.8 |
2.4 |
0.2% |
1,255.0 |
| Close |
1,277.3 |
1,270.3 |
-7.0 |
-0.5% |
1,271.5 |
| Range |
14.6 |
11.7 |
-2.9 |
-19.9% |
24.0 |
| ATR |
13.2 |
13.1 |
-0.1 |
-0.8% |
0.0 |
| Volume |
5,551 |
12,165 |
6,614 |
119.1% |
31,079 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,308.3 |
1,301.0 |
1,276.7 |
|
| R3 |
1,296.6 |
1,289.3 |
1,273.5 |
|
| R2 |
1,284.9 |
1,284.9 |
1,272.4 |
|
| R1 |
1,277.6 |
1,277.6 |
1,271.4 |
1,275.4 |
| PP |
1,273.2 |
1,273.2 |
1,273.2 |
1,272.1 |
| S1 |
1,265.9 |
1,265.9 |
1,269.2 |
1,263.7 |
| S2 |
1,261.5 |
1,261.5 |
1,268.2 |
|
| S3 |
1,249.8 |
1,254.2 |
1,267.1 |
|
| S4 |
1,238.1 |
1,242.5 |
1,263.9 |
|
|
| 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% |
10.8 |
0.9% |
37% |
False |
False |
9,869 |
| 10 |
1,281.0 |
1,251.0 |
30.0 |
2.4% |
10.5 |
0.8% |
64% |
False |
False |
8,573 |
| 20 |
1,335.2 |
1,246.8 |
88.4 |
7.0% |
13.6 |
1.1% |
27% |
False |
False |
7,885 |
| 40 |
1,360.7 |
1,246.8 |
113.9 |
9.0% |
13.9 |
1.1% |
21% |
False |
False |
6,172 |
| 60 |
1,377.4 |
1,246.8 |
130.6 |
10.3% |
14.3 |
1.1% |
18% |
False |
False |
5,688 |
| 80 |
1,387.1 |
1,246.8 |
140.3 |
11.0% |
15.2 |
1.2% |
17% |
False |
False |
4,690 |
| 100 |
1,387.1 |
1,246.8 |
140.3 |
11.0% |
15.8 |
1.2% |
17% |
False |
False |
4,145 |
| 120 |
1,387.1 |
1,210.0 |
177.1 |
13.9% |
15.1 |
1.2% |
34% |
False |
False |
3,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.2 |
|
2.618 |
1,311.1 |
|
1.618 |
1,299.4 |
|
1.000 |
1,292.2 |
|
0.618 |
1,287.7 |
|
HIGH |
1,280.5 |
|
0.618 |
1,276.0 |
|
0.500 |
1,274.7 |
|
0.382 |
1,273.3 |
|
LOW |
1,268.8 |
|
0.618 |
1,261.6 |
|
1.000 |
1,257.1 |
|
1.618 |
1,249.9 |
|
2.618 |
1,238.2 |
|
4.250 |
1,219.1 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,274.7 |
1,272.5 |
| PP |
1,273.2 |
1,271.8 |
| S1 |
1,271.8 |
1,271.0 |
|