| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
5,450.0 |
5,419.0 |
-31.0 |
-0.6% |
5,470.0 |
| High |
5,450.0 |
5,430.0 |
-20.0 |
-0.4% |
5,490.0 |
| Low |
5,400.0 |
5,409.0 |
9.0 |
0.2% |
5,400.0 |
| Close |
5,415.0 |
5,415.0 |
0.0 |
0.0% |
5,415.0 |
| Range |
50.0 |
21.0 |
-29.0 |
-58.0% |
90.0 |
| ATR |
48.0 |
46.0 |
-1.9 |
-4.0% |
0.0 |
| Volume |
25,456 |
20,925 |
-4,531 |
-17.8% |
102,115 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,481.0 |
5,469.0 |
5,426.6 |
|
| R3 |
5,460.0 |
5,448.0 |
5,420.8 |
|
| R2 |
5,439.0 |
5,439.0 |
5,418.9 |
|
| R1 |
5,427.0 |
5,427.0 |
5,416.9 |
5,422.5 |
| PP |
5,418.0 |
5,418.0 |
5,418.0 |
5,415.8 |
| S1 |
5,406.0 |
5,406.0 |
5,413.1 |
5,401.5 |
| S2 |
5,397.0 |
5,397.0 |
5,411.2 |
|
| S3 |
5,376.0 |
5,385.0 |
5,409.2 |
|
| S4 |
5,355.0 |
5,364.0 |
5,403.5 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,705.0 |
5,650.0 |
5,464.5 |
|
| R3 |
5,615.0 |
5,560.0 |
5,439.8 |
|
| R2 |
5,525.0 |
5,525.0 |
5,431.5 |
|
| R1 |
5,470.0 |
5,470.0 |
5,423.3 |
5,452.5 |
| PP |
5,435.0 |
5,435.0 |
5,435.0 |
5,426.3 |
| S1 |
5,380.0 |
5,380.0 |
5,406.8 |
5,362.5 |
| S2 |
5,345.0 |
5,345.0 |
5,398.5 |
|
| S3 |
5,255.0 |
5,290.0 |
5,390.3 |
|
| S4 |
5,165.0 |
5,200.0 |
5,365.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,490.0 |
5,400.0 |
90.0 |
1.7% |
35.4 |
0.7% |
17% |
False |
False |
20,423 |
| 10 |
5,490.0 |
5,400.0 |
90.0 |
1.7% |
36.8 |
0.7% |
17% |
False |
False |
20,472 |
| 20 |
5,490.0 |
5,246.0 |
244.0 |
4.5% |
38.5 |
0.7% |
69% |
False |
False |
22,708 |
| 40 |
5,531.0 |
5,163.0 |
368.0 |
6.8% |
34.4 |
0.6% |
68% |
False |
False |
22,004 |
| 60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
26.9 |
0.5% |
68% |
False |
False |
14,695 |
| 80 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
21.0 |
0.4% |
77% |
False |
False |
11,036 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
18.6 |
0.3% |
77% |
False |
False |
8,836 |
| 120 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
15.7 |
0.3% |
77% |
False |
False |
7,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,519.3 |
|
2.618 |
5,485.0 |
|
1.618 |
5,464.0 |
|
1.000 |
5,451.0 |
|
0.618 |
5,443.0 |
|
HIGH |
5,430.0 |
|
0.618 |
5,422.0 |
|
0.500 |
5,419.5 |
|
0.382 |
5,417.0 |
|
LOW |
5,409.0 |
|
0.618 |
5,396.0 |
|
1.000 |
5,388.0 |
|
1.618 |
5,375.0 |
|
2.618 |
5,354.0 |
|
4.250 |
5,319.8 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,419.5 |
5,429.5 |
| PP |
5,418.0 |
5,424.7 |
| S1 |
5,416.5 |
5,419.8 |
|