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 |
5,448.0 |
5,440.0 |
-8.0 |
-0.1% |
5,390.0 |
High |
5,475.0 |
5,454.0 |
-21.0 |
-0.4% |
5,463.0 |
Low |
5,434.0 |
5,424.0 |
-10.0 |
-0.2% |
5,356.0 |
Close |
5,473.0 |
5,433.0 |
-40.0 |
-0.7% |
5,416.0 |
Range |
41.0 |
30.0 |
-11.0 |
-26.8% |
107.0 |
ATR |
50.7 |
50.6 |
-0.1 |
-0.2% |
0.0 |
Volume |
23,922 |
21,137 |
-2,785 |
-11.6% |
115,472 |
|
Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,527.0 |
5,510.0 |
5,449.5 |
|
R3 |
5,497.0 |
5,480.0 |
5,441.3 |
|
R2 |
5,467.0 |
5,467.0 |
5,438.5 |
|
R1 |
5,450.0 |
5,450.0 |
5,435.8 |
5,443.5 |
PP |
5,437.0 |
5,437.0 |
5,437.0 |
5,433.8 |
S1 |
5,420.0 |
5,420.0 |
5,430.3 |
5,413.5 |
S2 |
5,407.0 |
5,407.0 |
5,427.5 |
|
S3 |
5,377.0 |
5,390.0 |
5,424.8 |
|
S4 |
5,347.0 |
5,360.0 |
5,416.5 |
|
|
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 |
5,400.0 |
80.0 |
1.5% |
34.4 |
0.6% |
41% |
False |
False |
22,748 |
10 |
5,480.0 |
5,346.0 |
134.0 |
2.5% |
39.5 |
0.7% |
65% |
False |
False |
24,279 |
20 |
5,480.0 |
5,163.0 |
317.0 |
5.8% |
43.8 |
0.8% |
85% |
False |
False |
36,872 |
40 |
5,531.0 |
5,163.0 |
368.0 |
6.8% |
30.5 |
0.6% |
73% |
False |
False |
18,506 |
60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
22.7 |
0.4% |
73% |
False |
False |
12,360 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
19.5 |
0.4% |
80% |
False |
False |
9,277 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
16.1 |
0.3% |
80% |
False |
False |
7,428 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
13.6 |
0.3% |
80% |
False |
False |
6,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,581.5 |
2.618 |
5,532.5 |
1.618 |
5,502.5 |
1.000 |
5,484.0 |
0.618 |
5,472.5 |
HIGH |
5,454.0 |
0.618 |
5,442.5 |
0.500 |
5,439.0 |
0.382 |
5,435.5 |
LOW |
5,424.0 |
0.618 |
5,405.5 |
1.000 |
5,394.0 |
1.618 |
5,375.5 |
2.618 |
5,345.5 |
4.250 |
5,296.5 |
|
|
Fisher Pivots for day following 05-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,439.0 |
5,452.0 |
PP |
5,437.0 |
5,445.7 |
S1 |
5,435.0 |
5,439.3 |
|