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Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary Previous Current 20-Oct-2016 21-Oct-2016 Change Change % Previous Week Open 3,045.0 3,060.0 15.0 0.5% 2,992.0 High 3,064.0 3,067.0 3.0 0.1% 3,067.0 Low 3,026.0 3,045.0 19.0 0.6% 2,984.0 Close 3,055.0 3,056.0 1.0 0.0% 3,056.0 Range 38.0 22.0 -16.0 -42.1% 83.0 ATR 40.9 39.6 -1.4 -3.3% 0.0 Volume 10,036 10,036 0 0.0% 30,957
Daily Pivots for day following 21-Oct-2016 Classic Woodie Camarilla DeMark R4 3,122.0 3,111.0 3,068.1 R3 3,100.0 3,089.0 3,062.1 R2 3,078.0 3,078.0 3,060.0 R1 3,067.0 3,067.0 3,058.0 3,061.5 PP 3,056.0 3,056.0 3,056.0 3,053.3 S1 3,045.0 3,045.0 3,054.0 3,039.5 S2 3,034.0 3,034.0 3,052.0 S3 3,012.0 3,023.0 3,050.0 S4 2,990.0 3,001.0 3,043.9	Weekly Pivots for week ending 21-Oct-2016 Classic Woodie Camarilla DeMark R4 3,284.7 3,253.3 3,101.7 R3 3,201.7 3,170.3 3,078.8 R2 3,118.7 3,118.7 3,071.2 R1 3,087.3 3,087.3 3,063.6 3,103.0 PP 3,035.7 3,035.7 3,035.7 3,043.5 S1 3,004.3 3,004.3 3,048.4 3,020.0 S2 2,952.7 2,952.7 3,040.8 S3 2,869.7 2,921.3 3,033.2 S4 2,786.7 2,838.3 3,010.4
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 3,067.0 2,984.0 83.0 2.7% 27.0 0.9% 87% True False 6,191 10 3,067.0 2,935.0 132.0 4.3% 33.0 1.1% 92% True False 5,006 20 3,067.0 2,900.0 167.0 5.5% 39.1 1.3% 93% True False 2,831
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 8.9 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 3,160.5 2.618 3,124.6 1.618 3,102.6 1.000 3,089.0 0.618 3,080.6 HIGH 3,067.0 0.618 3,058.6 0.500 3,056.0 0.382 3,053.4 LOW 3,045.0 0.618 3,031.4 1.000 3,023.0 1.618 3,009.4 2.618 2,987.4 4.250 2,951.5
Fisher Pivots for day following 21-Oct-2016 Pivot 1 day 3 day R1 3,056.0 3,051.5 PP 3,056.0 3,047.0 S1 3,056.0 3,042.5

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