| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1,252.9 |
1,256.0 |
3.1 |
0.2% |
1,258.5 |
| High |
1,258.2 |
1,265.6 |
7.4 |
0.6% |
1,266.8 |
| Low |
1,251.1 |
1,255.9 |
4.8 |
0.4% |
1,246.9 |
| Close |
1,256.6 |
1,262.9 |
6.3 |
0.5% |
1,255.5 |
| Range |
7.1 |
9.7 |
2.6 |
36.6% |
19.9 |
| ATR |
15.0 |
14.6 |
-0.4 |
-2.5% |
0.0 |
| Volume |
111,891 |
148,172 |
36,281 |
32.4% |
753,373 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.6 |
1,286.4 |
1,268.2 |
|
| R3 |
1,280.9 |
1,276.7 |
1,265.6 |
|
| R2 |
1,271.2 |
1,271.2 |
1,264.7 |
|
| R1 |
1,267.0 |
1,267.0 |
1,263.8 |
1,269.1 |
| PP |
1,261.5 |
1,261.5 |
1,261.5 |
1,262.5 |
| S1 |
1,257.3 |
1,257.3 |
1,262.0 |
1,259.4 |
| S2 |
1,251.8 |
1,251.8 |
1,261.1 |
|
| S3 |
1,242.1 |
1,247.6 |
1,260.2 |
|
| S4 |
1,232.4 |
1,237.9 |
1,257.6 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.1 |
1,305.7 |
1,266.4 |
|
| R3 |
1,296.2 |
1,285.8 |
1,261.0 |
|
| R2 |
1,276.3 |
1,276.3 |
1,259.1 |
|
| R1 |
1,265.9 |
1,265.9 |
1,257.3 |
1,261.2 |
| PP |
1,256.4 |
1,256.4 |
1,256.4 |
1,254.0 |
| S1 |
1,246.0 |
1,246.0 |
1,253.7 |
1,241.3 |
| S2 |
1,236.5 |
1,236.5 |
1,251.9 |
|
| S3 |
1,216.6 |
1,226.1 |
1,250.0 |
|
| S4 |
1,196.7 |
1,206.2 |
1,244.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,265.6 |
1,246.9 |
18.7 |
1.5% |
9.8 |
0.8% |
86% |
True |
False |
146,324 |
| 10 |
1,279.4 |
1,243.2 |
36.2 |
2.9% |
12.7 |
1.0% |
54% |
False |
False |
169,163 |
| 20 |
1,347.8 |
1,243.2 |
104.6 |
8.3% |
14.8 |
1.2% |
19% |
False |
False |
178,274 |
| 40 |
1,357.6 |
1,243.2 |
114.4 |
9.1% |
14.9 |
1.2% |
17% |
False |
False |
178,495 |
| 60 |
1,374.2 |
1,243.2 |
131.0 |
10.4% |
15.4 |
1.2% |
15% |
False |
False |
175,034 |
| 80 |
1,384.4 |
1,243.2 |
141.2 |
11.2% |
16.6 |
1.3% |
14% |
False |
False |
139,245 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
17.8 |
1.4% |
32% |
False |
False |
113,038 |
| 120 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
17.7 |
1.4% |
32% |
False |
False |
95,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,306.8 |
|
2.618 |
1,291.0 |
|
1.618 |
1,281.3 |
|
1.000 |
1,275.3 |
|
0.618 |
1,271.6 |
|
HIGH |
1,265.6 |
|
0.618 |
1,261.9 |
|
0.500 |
1,260.8 |
|
0.382 |
1,259.6 |
|
LOW |
1,255.9 |
|
0.618 |
1,249.9 |
|
1.000 |
1,246.2 |
|
1.618 |
1,240.2 |
|
2.618 |
1,230.5 |
|
4.250 |
1,214.7 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,262.2 |
1,260.7 |
| PP |
1,261.5 |
1,258.5 |
| S1 |
1,260.8 |
1,256.3 |
|