| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
5,480.0 |
5,470.0 |
-10.0 |
-0.2% |
5,437.0 |
| High |
5,486.0 |
5,480.0 |
-6.0 |
-0.1% |
5,486.0 |
| Low |
5,438.0 |
5,453.0 |
15.0 |
0.3% |
5,424.0 |
| Close |
5,450.0 |
5,460.0 |
10.0 |
0.2% |
5,450.0 |
| Range |
48.0 |
27.0 |
-21.0 |
-43.8% |
62.0 |
| ATR |
49.5 |
48.1 |
-1.4 |
-2.8% |
0.0 |
| Volume |
18,897 |
11,857 |
-7,040 |
-37.3% |
102,605 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,545.3 |
5,529.7 |
5,474.9 |
|
| R3 |
5,518.3 |
5,502.7 |
5,467.4 |
|
| R2 |
5,491.3 |
5,491.3 |
5,465.0 |
|
| R1 |
5,475.7 |
5,475.7 |
5,462.5 |
5,470.0 |
| PP |
5,464.3 |
5,464.3 |
5,464.3 |
5,461.5 |
| S1 |
5,448.7 |
5,448.7 |
5,457.5 |
5,443.0 |
| S2 |
5,437.3 |
5,437.3 |
5,455.1 |
|
| S3 |
5,410.3 |
5,421.7 |
5,452.6 |
|
| S4 |
5,383.3 |
5,394.7 |
5,445.2 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,639.3 |
5,606.7 |
5,484.1 |
|
| R3 |
5,577.3 |
5,544.7 |
5,467.1 |
|
| R2 |
5,515.3 |
5,515.3 |
5,461.4 |
|
| R1 |
5,482.7 |
5,482.7 |
5,455.7 |
5,499.0 |
| PP |
5,453.3 |
5,453.3 |
5,453.3 |
5,461.5 |
| S1 |
5,420.7 |
5,420.7 |
5,444.3 |
5,437.0 |
| S2 |
5,391.3 |
5,391.3 |
5,438.6 |
|
| S3 |
5,329.3 |
5,358.7 |
5,433.0 |
|
| S4 |
5,267.3 |
5,296.7 |
5,415.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,486.0 |
5,424.0 |
62.0 |
1.1% |
34.8 |
0.6% |
58% |
False |
False |
19,150 |
| 10 |
5,486.0 |
5,356.0 |
130.0 |
2.4% |
36.8 |
0.7% |
80% |
False |
False |
21,310 |
| 20 |
5,486.0 |
5,163.0 |
323.0 |
5.9% |
43.3 |
0.8% |
92% |
False |
False |
34,913 |
| 40 |
5,531.0 |
5,163.0 |
368.0 |
6.7% |
32.1 |
0.6% |
81% |
False |
False |
19,754 |
| 60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
24.4 |
0.4% |
80% |
False |
False |
13,202 |
| 80 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
19.8 |
0.4% |
86% |
False |
False |
9,910 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
17.1 |
0.3% |
86% |
False |
False |
7,933 |
| 120 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
14.5 |
0.3% |
86% |
False |
False |
6,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,594.8 |
|
2.618 |
5,550.7 |
|
1.618 |
5,523.7 |
|
1.000 |
5,507.0 |
|
0.618 |
5,496.7 |
|
HIGH |
5,480.0 |
|
0.618 |
5,469.7 |
|
0.500 |
5,466.5 |
|
0.382 |
5,463.3 |
|
LOW |
5,453.0 |
|
0.618 |
5,436.3 |
|
1.000 |
5,426.0 |
|
1.618 |
5,409.3 |
|
2.618 |
5,382.3 |
|
4.250 |
5,338.3 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,466.5 |
5,462.0 |
| PP |
5,464.3 |
5,461.3 |
| S1 |
5,462.2 |
5,460.7 |
|