| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,159.50 |
2,133.00 |
-26.50 |
-1.2% |
2,158.75 |
| High |
2,160.75 |
2,140.75 |
-20.00 |
-0.9% |
2,164.00 |
| Low |
2,121.75 |
2,126.25 |
4.50 |
0.2% |
2,136.00 |
| Close |
2,134.50 |
2,131.50 |
-3.00 |
-0.1% |
2,146.50 |
| Range |
39.00 |
14.50 |
-24.50 |
-62.8% |
28.00 |
| ATR |
22.78 |
22.19 |
-0.59 |
-2.6% |
0.00 |
| Volume |
2,243,746 |
1,483,026 |
-760,720 |
-33.9% |
8,086,395 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.25 |
2,168.50 |
2,139.50 |
|
| R3 |
2,161.75 |
2,154.00 |
2,135.50 |
|
| R2 |
2,147.25 |
2,147.25 |
2,134.25 |
|
| R1 |
2,139.50 |
2,139.50 |
2,132.75 |
2,136.00 |
| PP |
2,132.75 |
2,132.75 |
2,132.75 |
2,131.25 |
| S1 |
2,125.00 |
2,125.00 |
2,130.25 |
2,121.50 |
| S2 |
2,118.25 |
2,118.25 |
2,128.75 |
|
| S3 |
2,103.75 |
2,110.50 |
2,127.50 |
|
| S4 |
2,089.25 |
2,096.00 |
2,123.50 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.75 |
2,217.75 |
2,162.00 |
|
| R3 |
2,204.75 |
2,189.75 |
2,154.25 |
|
| R2 |
2,176.75 |
2,176.75 |
2,151.75 |
|
| R1 |
2,161.75 |
2,161.75 |
2,149.00 |
2,155.25 |
| PP |
2,148.75 |
2,148.75 |
2,148.75 |
2,145.50 |
| S1 |
2,133.75 |
2,133.75 |
2,144.00 |
2,127.25 |
| S2 |
2,120.75 |
2,120.75 |
2,141.25 |
|
| S3 |
2,092.75 |
2,105.75 |
2,138.75 |
|
| S4 |
2,064.75 |
2,077.75 |
2,131.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,163.50 |
2,121.75 |
41.75 |
2.0% |
21.25 |
1.0% |
23% |
False |
False |
1,569,380 |
| 10 |
2,168.25 |
2,121.75 |
46.50 |
2.2% |
22.50 |
1.1% |
21% |
False |
False |
1,706,237 |
| 20 |
2,172.75 |
2,107.75 |
65.00 |
3.0% |
22.00 |
1.0% |
37% |
False |
False |
1,706,838 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
21.25 |
1.0% |
37% |
False |
False |
1,198,013 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
19.00 |
0.9% |
37% |
False |
False |
800,119 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.75 |
1.0% |
75% |
False |
False |
600,871 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.00 |
1.0% |
75% |
False |
False |
480,841 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
75% |
False |
False |
400,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.50 |
|
2.618 |
2,178.75 |
|
1.618 |
2,164.25 |
|
1.000 |
2,155.25 |
|
0.618 |
2,149.75 |
|
HIGH |
2,140.75 |
|
0.618 |
2,135.25 |
|
0.500 |
2,133.50 |
|
0.382 |
2,131.75 |
|
LOW |
2,126.25 |
|
0.618 |
2,117.25 |
|
1.000 |
2,111.75 |
|
1.618 |
2,102.75 |
|
2.618 |
2,088.25 |
|
4.250 |
2,064.50 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,133.50 |
2,142.50 |
| PP |
2,132.75 |
2,139.00 |
| S1 |
2,132.25 |
2,135.25 |
|