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 |
5,447.0 |
5,409.0 |
-38.0 |
-0.7% |
5,390.0 |
High |
5,463.0 |
5,433.0 |
-30.0 |
-0.5% |
5,463.0 |
Low |
5,439.0 |
5,400.0 |
-39.0 |
-0.7% |
5,356.0 |
Close |
5,463.0 |
5,416.0 |
-47.0 |
-0.9% |
5,416.0 |
Range |
24.0 |
33.0 |
9.0 |
37.5% |
107.0 |
ATR |
49.5 |
50.4 |
1.0 |
2.0% |
0.0 |
Volume |
23,577 |
26,394 |
2,817 |
11.9% |
115,472 |
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,515.3 |
5,498.7 |
5,434.2 |
|
R3 |
5,482.3 |
5,465.7 |
5,425.1 |
|
R2 |
5,449.3 |
5,449.3 |
5,422.1 |
|
R1 |
5,432.7 |
5,432.7 |
5,419.0 |
5,441.0 |
PP |
5,416.3 |
5,416.3 |
5,416.3 |
5,420.5 |
S1 |
5,399.7 |
5,399.7 |
5,413.0 |
5,408.0 |
S2 |
5,383.3 |
5,383.3 |
5,410.0 |
|
S3 |
5,350.3 |
5,366.7 |
5,406.9 |
|
S4 |
5,317.3 |
5,333.7 |
5,397.9 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,732.7 |
5,681.3 |
5,474.9 |
|
R3 |
5,625.7 |
5,574.3 |
5,445.4 |
|
R2 |
5,518.7 |
5,518.7 |
5,435.6 |
|
R1 |
5,467.3 |
5,467.3 |
5,425.8 |
5,493.0 |
PP |
5,411.7 |
5,411.7 |
5,411.7 |
5,424.5 |
S1 |
5,360.3 |
5,360.3 |
5,406.2 |
5,386.0 |
S2 |
5,304.7 |
5,304.7 |
5,396.4 |
|
S3 |
5,197.7 |
5,253.3 |
5,386.6 |
|
S4 |
5,090.7 |
5,146.3 |
5,357.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,463.0 |
5,356.0 |
107.0 |
2.0% |
37.4 |
0.7% |
56% |
False |
False |
23,094 |
10 |
5,463.0 |
5,246.0 |
217.0 |
4.0% |
40.1 |
0.7% |
78% |
False |
False |
24,944 |
20 |
5,463.0 |
5,163.0 |
300.0 |
5.5% |
42.3 |
0.8% |
84% |
False |
False |
33,727 |
40 |
5,531.0 |
5,163.0 |
368.0 |
6.8% |
27.8 |
0.5% |
69% |
False |
False |
16,924 |
60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
20.8 |
0.4% |
69% |
False |
False |
11,299 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
18.7 |
0.3% |
77% |
False |
False |
8,480 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
15.0 |
0.3% |
77% |
False |
False |
6,791 |
120 |
5,532.0 |
5,028.0 |
504.0 |
9.3% |
12.6 |
0.2% |
77% |
False |
False |
5,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,573.3 |
2.618 |
5,519.4 |
1.618 |
5,486.4 |
1.000 |
5,466.0 |
0.618 |
5,453.4 |
HIGH |
5,433.0 |
0.618 |
5,420.4 |
0.500 |
5,416.5 |
0.382 |
5,412.6 |
LOW |
5,400.0 |
0.618 |
5,379.6 |
1.000 |
5,367.0 |
1.618 |
5,346.6 |
2.618 |
5,313.6 |
4.250 |
5,259.8 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,416.5 |
5,422.0 |
PP |
5,416.3 |
5,420.0 |
S1 |
5,416.2 |
5,418.0 |
|