Trading Metrics calculated at close of trading on 30-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,325.0 |
1,323.6 |
-1.4 |
-0.1% |
1,340.8 |
High |
1,329.4 |
1,331.5 |
2.1 |
0.2% |
1,346.1 |
Low |
1,318.6 |
1,316.0 |
-2.6 |
-0.2% |
1,316.0 |
Close |
1,326.0 |
1,317.1 |
-8.9 |
-0.7% |
1,317.1 |
Range |
10.8 |
15.5 |
4.7 |
43.5% |
30.1 |
ATR |
14.6 |
14.7 |
0.1 |
0.4% |
0.0 |
Volume |
157,335 |
214,117 |
56,782 |
36.1% |
843,377 |
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.0 |
1,358.1 |
1,325.6 |
|
R3 |
1,352.5 |
1,342.6 |
1,321.4 |
|
R2 |
1,337.0 |
1,337.0 |
1,319.9 |
|
R1 |
1,327.1 |
1,327.1 |
1,318.5 |
1,324.3 |
PP |
1,321.5 |
1,321.5 |
1,321.5 |
1,320.2 |
S1 |
1,311.6 |
1,311.6 |
1,315.7 |
1,308.8 |
S2 |
1,306.0 |
1,306.0 |
1,314.3 |
|
S3 |
1,290.5 |
1,296.1 |
1,312.8 |
|
S4 |
1,275.0 |
1,280.6 |
1,308.6 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.7 |
1,397.0 |
1,333.7 |
|
R3 |
1,386.6 |
1,366.9 |
1,325.4 |
|
R2 |
1,356.5 |
1,356.5 |
1,322.6 |
|
R1 |
1,336.8 |
1,336.8 |
1,319.9 |
1,331.6 |
PP |
1,326.4 |
1,326.4 |
1,326.4 |
1,323.8 |
S1 |
1,306.7 |
1,306.7 |
1,314.3 |
1,301.5 |
S2 |
1,296.3 |
1,296.3 |
1,311.6 |
|
S3 |
1,266.2 |
1,276.6 |
1,308.8 |
|
S4 |
1,236.1 |
1,246.5 |
1,300.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,346.1 |
1,316.0 |
30.1 |
2.3% |
12.3 |
0.9% |
4% |
False |
True |
168,675 |
10 |
1,347.8 |
1,310.9 |
36.9 |
2.8% |
12.7 |
1.0% |
17% |
False |
False |
160,202 |
20 |
1,357.6 |
1,307.4 |
50.2 |
3.8% |
14.8 |
1.1% |
19% |
False |
False |
174,023 |
40 |
1,371.0 |
1,305.5 |
65.5 |
5.0% |
15.1 |
1.1% |
18% |
False |
False |
176,537 |
60 |
1,383.5 |
1,305.5 |
78.0 |
5.9% |
16.4 |
1.2% |
15% |
False |
False |
147,391 |
80 |
1,384.4 |
1,259.1 |
125.3 |
9.5% |
18.2 |
1.4% |
46% |
False |
False |
113,635 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
17.9 |
1.4% |
62% |
False |
False |
92,157 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
17.9 |
1.4% |
62% |
False |
False |
77,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,397.4 |
2.618 |
1,372.1 |
1.618 |
1,356.6 |
1.000 |
1,347.0 |
0.618 |
1,341.1 |
HIGH |
1,331.5 |
0.618 |
1,325.6 |
0.500 |
1,323.8 |
0.382 |
1,321.9 |
LOW |
1,316.0 |
0.618 |
1,306.4 |
1.000 |
1,300.5 |
1.618 |
1,290.9 |
2.618 |
1,275.4 |
4.250 |
1,250.1 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,323.8 |
1,323.8 |
PP |
1,321.5 |
1,321.5 |
S1 |
1,319.3 |
1,319.3 |
|