Trading Metrics calculated at close of trading on 05-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,315.0 |
1,270.5 |
-44.5 |
-3.4% |
1,340.8 |
High |
1,315.4 |
1,279.4 |
-36.0 |
-2.7% |
1,346.1 |
Low |
1,269.0 |
1,264.1 |
-4.9 |
-0.4% |
1,316.0 |
Close |
1,269.7 |
1,268.6 |
-1.1 |
-0.1% |
1,317.1 |
Range |
46.4 |
15.3 |
-31.1 |
-67.0% |
30.1 |
ATR |
16.7 |
16.6 |
-0.1 |
-0.6% |
0.0 |
Volume |
351,260 |
213,859 |
-137,401 |
-39.1% |
843,377 |
|
Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.6 |
1,307.9 |
1,277.0 |
|
R3 |
1,301.3 |
1,292.6 |
1,272.8 |
|
R2 |
1,286.0 |
1,286.0 |
1,271.4 |
|
R1 |
1,277.3 |
1,277.3 |
1,270.0 |
1,274.0 |
PP |
1,270.7 |
1,270.7 |
1,270.7 |
1,269.1 |
S1 |
1,262.0 |
1,262.0 |
1,267.2 |
1,258.7 |
S2 |
1,255.4 |
1,255.4 |
1,265.8 |
|
S3 |
1,240.1 |
1,246.7 |
1,264.4 |
|
S4 |
1,224.8 |
1,231.4 |
1,260.2 |
|
|
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 |
1,264.1 |
67.4 |
5.3% |
19.8 |
1.6% |
7% |
False |
True |
213,341 |
10 |
1,347.8 |
1,264.1 |
83.7 |
6.6% |
15.4 |
1.2% |
5% |
False |
True |
181,875 |
20 |
1,353.9 |
1,264.1 |
89.8 |
7.1% |
15.0 |
1.2% |
5% |
False |
True |
175,419 |
40 |
1,364.3 |
1,264.1 |
100.2 |
7.9% |
15.6 |
1.2% |
4% |
False |
True |
181,789 |
60 |
1,374.2 |
1,264.1 |
110.1 |
8.7% |
16.2 |
1.3% |
4% |
False |
True |
157,366 |
80 |
1,384.4 |
1,259.1 |
125.3 |
9.9% |
18.6 |
1.5% |
8% |
False |
False |
122,067 |
100 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
18.1 |
1.4% |
35% |
False |
False |
98,927 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
18.2 |
1.4% |
35% |
False |
False |
83,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.4 |
2.618 |
1,319.5 |
1.618 |
1,304.2 |
1.000 |
1,294.7 |
0.618 |
1,288.9 |
HIGH |
1,279.4 |
0.618 |
1,273.6 |
0.500 |
1,271.8 |
0.382 |
1,269.9 |
LOW |
1,264.1 |
0.618 |
1,254.6 |
1.000 |
1,248.8 |
1.618 |
1,239.3 |
2.618 |
1,224.0 |
4.250 |
1,199.1 |
|
|
Fisher Pivots for day following 05-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,271.8 |
1,293.4 |
PP |
1,270.7 |
1,285.1 |
S1 |
1,269.7 |
1,276.9 |
|