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 |
5,437.0 |
5,448.0 |
11.0 |
0.2% |
5,390.0 |
High |
5,480.0 |
5,475.0 |
-5.0 |
-0.1% |
5,463.0 |
Low |
5,436.0 |
5,434.0 |
-2.0 |
0.0% |
5,356.0 |
Close |
5,464.0 |
5,473.0 |
9.0 |
0.2% |
5,416.0 |
Range |
44.0 |
41.0 |
-3.0 |
-6.8% |
107.0 |
ATR |
51.4 |
50.7 |
-0.7 |
-1.4% |
0.0 |
Volume |
18,710 |
23,922 |
5,212 |
27.9% |
115,472 |
|
Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,583.7 |
5,569.3 |
5,495.6 |
|
R3 |
5,542.7 |
5,528.3 |
5,484.3 |
|
R2 |
5,501.7 |
5,501.7 |
5,480.5 |
|
R1 |
5,487.3 |
5,487.3 |
5,476.8 |
5,494.5 |
PP |
5,460.7 |
5,460.7 |
5,460.7 |
5,464.3 |
S1 |
5,446.3 |
5,446.3 |
5,469.2 |
5,453.5 |
S2 |
5,419.7 |
5,419.7 |
5,465.5 |
|
S3 |
5,378.7 |
5,405.3 |
5,461.7 |
|
S4 |
5,337.7 |
5,364.3 |
5,450.5 |
|
|
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 |
5,480.0 |
5,381.0 |
99.0 |
1.8% |
36.8 |
0.7% |
93% |
False |
False |
22,468 |
10 |
5,480.0 |
5,285.0 |
195.0 |
3.6% |
41.3 |
0.8% |
96% |
False |
False |
25,489 |
20 |
5,480.0 |
5,163.0 |
317.0 |
5.8% |
44.1 |
0.8% |
98% |
False |
False |
35,848 |
40 |
5,531.0 |
5,163.0 |
368.0 |
6.7% |
29.8 |
0.5% |
84% |
False |
False |
17,984 |
60 |
5,532.0 |
5,163.0 |
369.0 |
6.7% |
22.2 |
0.4% |
84% |
False |
False |
12,008 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
19.6 |
0.4% |
88% |
False |
False |
9,012 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
15.8 |
0.3% |
88% |
False |
False |
7,216 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
13.4 |
0.2% |
88% |
False |
False |
6,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,649.3 |
2.618 |
5,582.3 |
1.618 |
5,541.3 |
1.000 |
5,516.0 |
0.618 |
5,500.3 |
HIGH |
5,475.0 |
0.618 |
5,459.3 |
0.500 |
5,454.5 |
0.382 |
5,449.7 |
LOW |
5,434.0 |
0.618 |
5,408.7 |
1.000 |
5,393.0 |
1.618 |
5,367.7 |
2.618 |
5,326.7 |
4.250 |
5,259.8 |
|
|
Fisher Pivots for day following 04-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,466.8 |
5,462.0 |
PP |
5,460.7 |
5,451.0 |
S1 |
5,454.5 |
5,440.0 |
|