| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
18,152.63 |
18,197.14 |
44.51 |
0.2% |
18,135.85 |
| High |
18,168.76 |
18,275.04 |
106.28 |
0.6% |
18,252.20 |
| Low |
18,049.77 |
18,191.18 |
141.41 |
0.8% |
18,049.77 |
| Close |
18,145.71 |
18,223.03 |
77.32 |
0.4% |
18,145.71 |
| Range |
118.99 |
83.86 |
-35.13 |
-29.5% |
202.43 |
| ATR |
152.50 |
150.84 |
-1.65 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,481.33 |
18,436.04 |
18,269.15 |
|
| R3 |
18,397.47 |
18,352.18 |
18,246.09 |
|
| R2 |
18,313.61 |
18,313.61 |
18,238.40 |
|
| R1 |
18,268.32 |
18,268.32 |
18,230.72 |
18,290.97 |
| PP |
18,229.75 |
18,229.75 |
18,229.75 |
18,241.07 |
| S1 |
18,184.46 |
18,184.46 |
18,215.34 |
18,207.11 |
| S2 |
18,145.89 |
18,145.89 |
18,207.66 |
|
| S3 |
18,062.03 |
18,100.60 |
18,199.97 |
|
| S4 |
17,978.17 |
18,016.74 |
18,176.91 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,756.52 |
18,653.54 |
18,257.05 |
|
| R3 |
18,554.09 |
18,451.11 |
18,201.38 |
|
| R2 |
18,351.66 |
18,351.66 |
18,182.82 |
|
| R1 |
18,248.68 |
18,248.68 |
18,164.27 |
18,300.17 |
| PP |
18,149.23 |
18,149.23 |
18,149.23 |
18,174.97 |
| S1 |
18,046.25 |
18,046.25 |
18,127.15 |
18,097.74 |
| S2 |
17,946.80 |
17,946.80 |
18,108.60 |
|
| S3 |
17,744.37 |
17,843.82 |
18,090.04 |
|
| S4 |
17,541.94 |
17,641.39 |
18,034.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,275.04 |
18,049.77 |
225.27 |
1.2% |
100.43 |
0.6% |
77% |
True |
False |
|
| 10 |
18,312.33 |
17,959.95 |
352.38 |
1.9% |
126.41 |
0.7% |
75% |
False |
False |
|
| 20 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
143.97 |
0.8% |
60% |
False |
False |
|
| 40 |
18,551.54 |
17,959.95 |
591.59 |
3.2% |
148.59 |
0.8% |
44% |
False |
False |
|
| 60 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
132.11 |
0.7% |
37% |
False |
False |
|
| 80 |
18,668.44 |
17,713.45 |
954.99 |
5.2% |
127.34 |
0.7% |
53% |
False |
False |
|
| 100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
138.46 |
0.8% |
72% |
False |
False |
|
| 120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.33 |
0.8% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,631.45 |
|
2.618 |
18,494.59 |
|
1.618 |
18,410.73 |
|
1.000 |
18,358.90 |
|
0.618 |
18,326.87 |
|
HIGH |
18,275.04 |
|
0.618 |
18,243.01 |
|
0.500 |
18,233.11 |
|
0.382 |
18,223.21 |
|
LOW |
18,191.18 |
|
0.618 |
18,139.35 |
|
1.000 |
18,107.32 |
|
1.618 |
18,055.49 |
|
2.618 |
17,971.63 |
|
4.250 |
17,834.78 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,233.11 |
18,202.82 |
| PP |
18,229.75 |
18,182.61 |
| S1 |
18,226.39 |
18,162.41 |
|