Trading Metrics calculated at close of trading on 04-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,321.0 |
1,315.0 |
-6.0 |
-0.5% |
1,340.8 |
High |
1,322.6 |
1,315.4 |
-7.2 |
-0.5% |
1,346.1 |
Low |
1,311.8 |
1,269.0 |
-42.8 |
-3.3% |
1,316.0 |
Close |
1,312.7 |
1,269.7 |
-43.0 |
-3.3% |
1,317.1 |
Range |
10.8 |
46.4 |
35.6 |
329.6% |
30.1 |
ATR |
14.4 |
16.7 |
2.3 |
15.9% |
0.0 |
Volume |
130,138 |
351,260 |
221,122 |
169.9% |
843,377 |
|
Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.9 |
1,393.2 |
1,295.2 |
|
R3 |
1,377.5 |
1,346.8 |
1,282.5 |
|
R2 |
1,331.1 |
1,331.1 |
1,278.2 |
|
R1 |
1,300.4 |
1,300.4 |
1,274.0 |
1,292.6 |
PP |
1,284.7 |
1,284.7 |
1,284.7 |
1,280.8 |
S1 |
1,254.0 |
1,254.0 |
1,265.4 |
1,246.2 |
S2 |
1,238.3 |
1,238.3 |
1,261.2 |
|
S3 |
1,191.9 |
1,207.6 |
1,256.9 |
|
S4 |
1,145.5 |
1,161.2 |
1,244.2 |
|
|
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 |
1,331.5 |
1,269.0 |
62.5 |
4.9% |
18.7 |
1.5% |
1% |
False |
True |
202,083 |
10 |
1,347.8 |
1,269.0 |
78.8 |
6.2% |
16.9 |
1.3% |
1% |
False |
True |
187,386 |
20 |
1,357.6 |
1,269.0 |
88.6 |
7.0% |
14.8 |
1.2% |
1% |
False |
True |
172,318 |
40 |
1,364.3 |
1,269.0 |
95.3 |
7.5% |
15.5 |
1.2% |
1% |
False |
True |
179,555 |
60 |
1,374.2 |
1,269.0 |
105.2 |
8.3% |
16.4 |
1.3% |
1% |
False |
True |
154,251 |
80 |
1,384.4 |
1,259.1 |
125.3 |
9.9% |
18.6 |
1.5% |
8% |
False |
False |
119,461 |
100 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
18.1 |
1.4% |
35% |
False |
False |
96,816 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
18.1 |
1.4% |
35% |
False |
False |
81,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,512.6 |
2.618 |
1,436.9 |
1.618 |
1,390.5 |
1.000 |
1,361.8 |
0.618 |
1,344.1 |
HIGH |
1,315.4 |
0.618 |
1,297.7 |
0.500 |
1,292.2 |
0.382 |
1,286.7 |
LOW |
1,269.0 |
0.618 |
1,240.3 |
1.000 |
1,222.6 |
1.618 |
1,193.9 |
2.618 |
1,147.5 |
4.250 |
1,071.8 |
|
|
Fisher Pivots for day following 04-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,292.2 |
1,300.3 |
PP |
1,284.7 |
1,290.1 |
S1 |
1,277.2 |
1,279.9 |
|