| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
5,369.0 |
5,417.0 |
48.0 |
0.9% |
5,470.0 |
| High |
5,398.0 |
5,432.0 |
34.0 |
0.6% |
5,490.0 |
| Low |
5,364.0 |
5,400.0 |
36.0 |
0.7% |
5,400.0 |
| Close |
5,391.0 |
5,406.0 |
15.0 |
0.3% |
5,415.0 |
| Range |
34.0 |
32.0 |
-2.0 |
-5.9% |
90.0 |
| ATR |
46.2 |
45.8 |
-0.4 |
-0.8% |
0.0 |
| Volume |
22,233 |
22,259 |
26 |
0.1% |
102,115 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,508.7 |
5,489.3 |
5,423.6 |
|
| R3 |
5,476.7 |
5,457.3 |
5,414.8 |
|
| R2 |
5,444.7 |
5,444.7 |
5,411.9 |
|
| R1 |
5,425.3 |
5,425.3 |
5,408.9 |
5,419.0 |
| PP |
5,412.7 |
5,412.7 |
5,412.7 |
5,409.5 |
| S1 |
5,393.3 |
5,393.3 |
5,403.1 |
5,387.0 |
| S2 |
5,380.7 |
5,380.7 |
5,400.1 |
|
| S3 |
5,348.7 |
5,361.3 |
5,397.2 |
|
| S4 |
5,316.7 |
5,329.3 |
5,388.4 |
|
|
| 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 |
5,450.0 |
5,362.0 |
88.0 |
1.6% |
39.6 |
0.7% |
50% |
False |
False |
23,738 |
| 10 |
5,490.0 |
5,362.0 |
128.0 |
2.4% |
38.0 |
0.7% |
34% |
False |
False |
21,326 |
| 20 |
5,490.0 |
5,346.0 |
144.0 |
2.7% |
38.8 |
0.7% |
42% |
False |
False |
22,802 |
| 40 |
5,500.0 |
5,163.0 |
337.0 |
6.2% |
36.7 |
0.7% |
72% |
False |
False |
23,803 |
| 60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
28.8 |
0.5% |
66% |
False |
False |
15,900 |
| 80 |
5,532.0 |
5,140.0 |
392.0 |
7.3% |
22.5 |
0.4% |
68% |
False |
False |
11,940 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
19.9 |
0.4% |
75% |
False |
False |
9,559 |
| 120 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
16.8 |
0.3% |
75% |
False |
False |
7,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,568.0 |
|
2.618 |
5,515.8 |
|
1.618 |
5,483.8 |
|
1.000 |
5,464.0 |
|
0.618 |
5,451.8 |
|
HIGH |
5,432.0 |
|
0.618 |
5,419.8 |
|
0.500 |
5,416.0 |
|
0.382 |
5,412.2 |
|
LOW |
5,400.0 |
|
0.618 |
5,380.2 |
|
1.000 |
5,368.0 |
|
1.618 |
5,348.2 |
|
2.618 |
5,316.2 |
|
4.250 |
5,264.0 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,416.0 |
5,403.0 |
| PP |
5,412.7 |
5,400.0 |
| S1 |
5,409.3 |
5,397.0 |
|