Trading Metrics calculated at close of trading on 06-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,270.5 |
1,269.7 |
-0.8 |
-0.1% |
1,340.8 |
High |
1,279.4 |
1,271.6 |
-7.8 |
-0.6% |
1,346.1 |
Low |
1,264.1 |
1,251.8 |
-12.3 |
-1.0% |
1,316.0 |
Close |
1,268.6 |
1,253.0 |
-15.6 |
-1.2% |
1,317.1 |
Range |
15.3 |
19.8 |
4.5 |
29.4% |
30.1 |
ATR |
16.6 |
16.8 |
0.2 |
1.4% |
0.0 |
Volume |
213,859 |
190,188 |
-23,671 |
-11.1% |
843,377 |
|
Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.2 |
1,305.4 |
1,263.9 |
|
R3 |
1,298.4 |
1,285.6 |
1,258.4 |
|
R2 |
1,278.6 |
1,278.6 |
1,256.6 |
|
R1 |
1,265.8 |
1,265.8 |
1,254.8 |
1,262.3 |
PP |
1,258.8 |
1,258.8 |
1,258.8 |
1,257.1 |
S1 |
1,246.0 |
1,246.0 |
1,251.2 |
1,242.5 |
S2 |
1,239.0 |
1,239.0 |
1,249.4 |
|
S3 |
1,219.2 |
1,226.2 |
1,247.6 |
|
S4 |
1,199.4 |
1,206.4 |
1,242.1 |
|
|
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 |
1,251.8 |
79.7 |
6.4% |
21.6 |
1.7% |
2% |
False |
True |
219,912 |
10 |
1,346.1 |
1,251.8 |
94.3 |
7.5% |
16.1 |
1.3% |
1% |
False |
True |
184,208 |
20 |
1,347.8 |
1,251.8 |
96.0 |
7.7% |
15.3 |
1.2% |
1% |
False |
True |
175,784 |
40 |
1,364.3 |
1,251.8 |
112.5 |
9.0% |
15.7 |
1.2% |
1% |
False |
True |
181,761 |
60 |
1,374.2 |
1,251.8 |
122.4 |
9.8% |
16.2 |
1.3% |
1% |
False |
True |
160,000 |
80 |
1,384.4 |
1,251.8 |
132.6 |
10.6% |
18.7 |
1.5% |
1% |
False |
True |
124,405 |
100 |
1,384.4 |
1,207.0 |
177.4 |
14.2% |
18.2 |
1.4% |
26% |
False |
False |
100,786 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.2% |
18.2 |
1.5% |
26% |
False |
False |
84,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.8 |
2.618 |
1,323.4 |
1.618 |
1,303.6 |
1.000 |
1,291.4 |
0.618 |
1,283.8 |
HIGH |
1,271.6 |
0.618 |
1,264.0 |
0.500 |
1,261.7 |
0.382 |
1,259.4 |
LOW |
1,251.8 |
0.618 |
1,239.6 |
1.000 |
1,232.0 |
1.618 |
1,219.8 |
2.618 |
1,200.0 |
4.250 |
1,167.7 |
|
|
Fisher Pivots for day following 06-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,261.7 |
1,283.6 |
PP |
1,258.8 |
1,273.4 |
S1 |
1,255.9 |
1,263.2 |
|