| 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 |
10,529.0 |
10,240.0 |
-289.0 |
-2.7% |
10,550.0 |
| High |
10,568.0 |
10,543.5 |
-24.5 |
-0.2% |
10,570.0 |
| Low |
10,246.5 |
10,173.5 |
-73.0 |
-0.7% |
10,173.5 |
| Close |
10,390.0 |
10,512.5 |
122.5 |
1.2% |
10,512.5 |
| Range |
321.5 |
370.0 |
48.5 |
15.1% |
396.5 |
| ATR |
174.6 |
188.6 |
14.0 |
8.0% |
0.0 |
| Volume |
135,702 |
123,779 |
-11,923 |
-8.8% |
602,226 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,519.8 |
11,386.2 |
10,716.0 |
|
| R3 |
11,149.8 |
11,016.2 |
10,614.3 |
|
| R2 |
10,779.8 |
10,779.8 |
10,580.3 |
|
| R1 |
10,646.2 |
10,646.2 |
10,546.4 |
10,713.0 |
| PP |
10,409.8 |
10,409.8 |
10,409.8 |
10,443.3 |
| S1 |
10,276.2 |
10,276.2 |
10,478.6 |
10,343.0 |
| S2 |
10,039.8 |
10,039.8 |
10,444.7 |
|
| S3 |
9,669.8 |
9,906.2 |
10,410.8 |
|
| S4 |
9,299.8 |
9,536.2 |
10,309.0 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,608.2 |
11,456.8 |
10,730.6 |
|
| R3 |
11,211.7 |
11,060.3 |
10,621.5 |
|
| R2 |
10,815.2 |
10,815.2 |
10,585.2 |
|
| R1 |
10,663.8 |
10,663.8 |
10,548.8 |
10,541.3 |
| PP |
10,418.7 |
10,418.7 |
10,418.7 |
10,357.4 |
| S1 |
10,267.3 |
10,267.3 |
10,476.2 |
10,144.8 |
| S2 |
10,022.2 |
10,022.2 |
10,439.8 |
|
| S3 |
9,625.7 |
9,870.8 |
10,403.5 |
|
| S4 |
9,229.2 |
9,474.3 |
10,294.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,570.0 |
10,173.5 |
396.5 |
3.8% |
249.7 |
2.4% |
85% |
False |
True |
120,445 |
| 10 |
10,698.0 |
10,173.5 |
524.5 |
5.0% |
185.6 |
1.8% |
65% |
False |
True |
108,064 |
| 20 |
10,770.0 |
10,173.5 |
596.5 |
5.7% |
174.0 |
1.7% |
57% |
False |
True |
76,126 |
| 40 |
10,783.5 |
10,173.5 |
610.0 |
5.8% |
150.0 |
1.4% |
56% |
False |
True |
38,174 |
| 60 |
10,783.5 |
9,352.5 |
1,431.0 |
13.6% |
141.2 |
1.3% |
81% |
False |
False |
25,489 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
149.2 |
1.4% |
83% |
False |
False |
19,166 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
136.4 |
1.3% |
83% |
False |
False |
15,334 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
118.9 |
1.1% |
83% |
False |
False |
12,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,116.0 |
|
2.618 |
11,512.2 |
|
1.618 |
11,142.2 |
|
1.000 |
10,913.5 |
|
0.618 |
10,772.2 |
|
HIGH |
10,543.5 |
|
0.618 |
10,402.2 |
|
0.500 |
10,358.5 |
|
0.382 |
10,314.8 |
|
LOW |
10,173.5 |
|
0.618 |
9,944.8 |
|
1.000 |
9,803.5 |
|
1.618 |
9,574.8 |
|
2.618 |
9,204.8 |
|
4.250 |
8,601.0 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,461.2 |
10,465.3 |
| PP |
10,409.8 |
10,418.0 |
| S1 |
10,358.5 |
10,370.8 |
|