| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3,056.0 |
3,066.0 |
10.0 |
0.3% |
2,998.0 |
| High |
3,079.0 |
3,079.0 |
0.0 |
0.0% |
3,079.0 |
| Low |
3,036.0 |
3,055.0 |
19.0 |
0.6% |
2,992.0 |
| Close |
3,066.0 |
3,067.0 |
1.0 |
0.0% |
3,067.0 |
| Range |
43.0 |
24.0 |
-19.0 |
-44.2% |
87.0 |
| ATR |
45.9 |
44.4 |
-1.6 |
-3.4% |
0.0 |
| Volume |
768,797 |
768,797 |
0 |
0.0% |
4,118,276 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,139.0 |
3,127.0 |
3,080.2 |
|
| R3 |
3,115.0 |
3,103.0 |
3,073.6 |
|
| R2 |
3,091.0 |
3,091.0 |
3,071.4 |
|
| R1 |
3,079.0 |
3,079.0 |
3,069.2 |
3,085.0 |
| PP |
3,067.0 |
3,067.0 |
3,067.0 |
3,070.0 |
| S1 |
3,055.0 |
3,055.0 |
3,064.8 |
3,061.0 |
| S2 |
3,043.0 |
3,043.0 |
3,062.6 |
|
| S3 |
3,019.0 |
3,031.0 |
3,060.4 |
|
| S4 |
2,995.0 |
3,007.0 |
3,053.8 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,307.0 |
3,274.0 |
3,114.9 |
|
| R3 |
3,220.0 |
3,187.0 |
3,090.9 |
|
| R2 |
3,133.0 |
3,133.0 |
3,083.0 |
|
| R1 |
3,100.0 |
3,100.0 |
3,075.0 |
3,116.5 |
| PP |
3,046.0 |
3,046.0 |
3,046.0 |
3,054.3 |
| S1 |
3,013.0 |
3,013.0 |
3,059.0 |
3,029.5 |
| S2 |
2,959.0 |
2,959.0 |
3,051.1 |
|
| S3 |
2,872.0 |
2,926.0 |
3,043.1 |
|
| S4 |
2,785.0 |
2,839.0 |
3,019.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,079.0 |
2,992.0 |
87.0 |
2.8% |
30.6 |
1.0% |
86% |
True |
False |
823,655 |
| 10 |
3,079.0 |
2,944.0 |
135.0 |
4.4% |
37.5 |
1.2% |
91% |
True |
False |
892,961 |
| 20 |
3,079.0 |
2,909.0 |
170.0 |
5.5% |
44.6 |
1.5% |
93% |
True |
False |
1,000,266 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.8% |
44.5 |
1.5% |
89% |
False |
False |
859,799 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
6.9% |
41.5 |
1.4% |
91% |
False |
False |
574,622 |
| 80 |
3,086.0 |
2,721.0 |
365.0 |
11.9% |
41.1 |
1.3% |
95% |
False |
False |
433,229 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.2% |
43.1 |
1.4% |
96% |
False |
False |
348,253 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.2% |
38.6 |
1.3% |
96% |
False |
False |
291,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,181.0 |
|
2.618 |
3,141.8 |
|
1.618 |
3,117.8 |
|
1.000 |
3,103.0 |
|
0.618 |
3,093.8 |
|
HIGH |
3,079.0 |
|
0.618 |
3,069.8 |
|
0.500 |
3,067.0 |
|
0.382 |
3,064.2 |
|
LOW |
3,055.0 |
|
0.618 |
3,040.2 |
|
1.000 |
3,031.0 |
|
1.618 |
3,016.2 |
|
2.618 |
2,992.2 |
|
4.250 |
2,953.0 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,067.0 |
3,062.5 |
| PP |
3,067.0 |
3,058.0 |
| S1 |
3,067.0 |
3,053.5 |
|