| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3,057.0 |
3,069.0 |
12.0 |
0.4% |
3,073.0 |
| High |
3,090.0 |
3,076.0 |
-14.0 |
-0.5% |
3,102.0 |
| Low |
3,055.0 |
3,043.0 |
-12.0 |
-0.4% |
3,043.0 |
| Close |
3,076.0 |
3,070.0 |
-6.0 |
-0.2% |
3,070.0 |
| Range |
35.0 |
33.0 |
-2.0 |
-5.7% |
59.0 |
| ATR |
41.0 |
40.4 |
-0.6 |
-1.4% |
0.0 |
| Volume |
1,084,245 |
837,220 |
-247,025 |
-22.8% |
4,539,157 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.0 |
3,149.0 |
3,088.2 |
|
| R3 |
3,129.0 |
3,116.0 |
3,079.1 |
|
| R2 |
3,096.0 |
3,096.0 |
3,076.1 |
|
| R1 |
3,083.0 |
3,083.0 |
3,073.0 |
3,089.5 |
| PP |
3,063.0 |
3,063.0 |
3,063.0 |
3,066.3 |
| S1 |
3,050.0 |
3,050.0 |
3,067.0 |
3,056.5 |
| S2 |
3,030.0 |
3,030.0 |
3,064.0 |
|
| S3 |
2,997.0 |
3,017.0 |
3,060.9 |
|
| S4 |
2,964.0 |
2,984.0 |
3,051.9 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,248.7 |
3,218.3 |
3,102.5 |
|
| R3 |
3,189.7 |
3,159.3 |
3,086.2 |
|
| R2 |
3,130.7 |
3,130.7 |
3,080.8 |
|
| R1 |
3,100.3 |
3,100.3 |
3,075.4 |
3,086.0 |
| PP |
3,071.7 |
3,071.7 |
3,071.7 |
3,064.5 |
| S1 |
3,041.3 |
3,041.3 |
3,064.6 |
3,027.0 |
| S2 |
3,012.7 |
3,012.7 |
3,059.2 |
|
| S3 |
2,953.7 |
2,982.3 |
3,053.8 |
|
| S4 |
2,894.7 |
2,923.3 |
3,037.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,102.0 |
3,043.0 |
59.0 |
1.9% |
30.8 |
1.0% |
46% |
False |
True |
907,831 |
| 10 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
30.7 |
1.0% |
71% |
False |
False |
865,743 |
| 20 |
3,102.0 |
2,944.0 |
158.0 |
5.1% |
36.2 |
1.2% |
80% |
False |
False |
939,411 |
| 40 |
3,102.0 |
2,908.0 |
194.0 |
6.3% |
43.6 |
1.4% |
84% |
False |
False |
967,401 |
| 60 |
3,102.0 |
2,908.0 |
194.0 |
6.3% |
40.5 |
1.3% |
84% |
False |
False |
650,199 |
| 80 |
3,102.0 |
2,751.0 |
351.0 |
11.4% |
40.3 |
1.3% |
91% |
False |
False |
488,998 |
| 100 |
3,102.0 |
2,649.0 |
453.0 |
14.8% |
43.8 |
1.4% |
93% |
False |
False |
393,481 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
14.8% |
39.3 |
1.3% |
93% |
False |
False |
328,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,216.3 |
|
2.618 |
3,162.4 |
|
1.618 |
3,129.4 |
|
1.000 |
3,109.0 |
|
0.618 |
3,096.4 |
|
HIGH |
3,076.0 |
|
0.618 |
3,063.4 |
|
0.500 |
3,059.5 |
|
0.382 |
3,055.6 |
|
LOW |
3,043.0 |
|
0.618 |
3,022.6 |
|
1.000 |
3,010.0 |
|
1.618 |
2,989.6 |
|
2.618 |
2,956.6 |
|
4.250 |
2,902.8 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,066.5 |
3,068.8 |
| PP |
3,063.0 |
3,067.7 |
| S1 |
3,059.5 |
3,066.5 |
|