Trading Metrics calculated at close of trading on 07-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,269.7 |
1,256.8 |
-12.9 |
-1.0% |
1,321.0 |
High |
1,271.6 |
1,267.6 |
-4.0 |
-0.3% |
1,322.6 |
Low |
1,251.8 |
1,243.2 |
-8.6 |
-0.7% |
1,243.2 |
Close |
1,253.0 |
1,251.9 |
-1.1 |
-0.1% |
1,251.9 |
Range |
19.8 |
24.4 |
4.6 |
23.2% |
79.4 |
ATR |
16.8 |
17.4 |
0.5 |
3.2% |
0.0 |
Volume |
190,188 |
274,147 |
83,959 |
44.1% |
1,159,592 |
|
Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.4 |
1,314.1 |
1,265.3 |
|
R3 |
1,303.0 |
1,289.7 |
1,258.6 |
|
R2 |
1,278.6 |
1,278.6 |
1,256.4 |
|
R1 |
1,265.3 |
1,265.3 |
1,254.1 |
1,259.8 |
PP |
1,254.2 |
1,254.2 |
1,254.2 |
1,251.5 |
S1 |
1,240.9 |
1,240.9 |
1,249.7 |
1,235.4 |
S2 |
1,229.8 |
1,229.8 |
1,247.4 |
|
S3 |
1,205.4 |
1,216.5 |
1,245.2 |
|
S4 |
1,181.0 |
1,192.1 |
1,238.5 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.8 |
1,460.7 |
1,295.6 |
|
R3 |
1,431.4 |
1,381.3 |
1,273.7 |
|
R2 |
1,352.0 |
1,352.0 |
1,266.5 |
|
R1 |
1,301.9 |
1,301.9 |
1,259.2 |
1,287.3 |
PP |
1,272.6 |
1,272.6 |
1,272.6 |
1,265.2 |
S1 |
1,222.5 |
1,222.5 |
1,244.6 |
1,207.9 |
S2 |
1,193.2 |
1,193.2 |
1,237.3 |
|
S3 |
1,113.8 |
1,143.1 |
1,230.1 |
|
S4 |
1,034.4 |
1,063.7 |
1,208.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,322.6 |
1,243.2 |
79.4 |
6.3% |
23.3 |
1.9% |
11% |
False |
True |
231,918 |
10 |
1,346.1 |
1,243.2 |
102.9 |
8.2% |
17.8 |
1.4% |
8% |
False |
True |
200,296 |
20 |
1,347.8 |
1,243.2 |
104.6 |
8.4% |
15.9 |
1.3% |
8% |
False |
True |
181,295 |
40 |
1,364.3 |
1,243.2 |
121.1 |
9.7% |
15.8 |
1.3% |
7% |
False |
True |
184,725 |
60 |
1,374.2 |
1,243.2 |
131.0 |
10.5% |
16.2 |
1.3% |
7% |
False |
True |
164,065 |
80 |
1,384.4 |
1,243.2 |
141.2 |
11.3% |
18.7 |
1.5% |
6% |
False |
True |
127,747 |
100 |
1,384.4 |
1,207.0 |
177.4 |
14.2% |
18.3 |
1.5% |
25% |
False |
False |
103,469 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.2% |
18.2 |
1.5% |
25% |
False |
False |
86,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.3 |
2.618 |
1,331.5 |
1.618 |
1,307.1 |
1.000 |
1,292.0 |
0.618 |
1,282.7 |
HIGH |
1,267.6 |
0.618 |
1,258.3 |
0.500 |
1,255.4 |
0.382 |
1,252.5 |
LOW |
1,243.2 |
0.618 |
1,228.1 |
1.000 |
1,218.8 |
1.618 |
1,203.7 |
2.618 |
1,179.3 |
4.250 |
1,139.5 |
|
|
Fisher Pivots for day following 07-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,255.4 |
1,261.3 |
PP |
1,254.2 |
1,258.2 |
S1 |
1,253.1 |
1,255.0 |
|