| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,240.0 |
10,500.0 |
260.0 |
2.5% |
10,550.0 |
| High |
10,543.5 |
10,637.5 |
94.0 |
0.9% |
10,570.0 |
| Low |
10,173.5 |
10,478.0 |
304.5 |
3.0% |
10,173.5 |
| Close |
10,512.5 |
10,624.0 |
111.5 |
1.1% |
10,512.5 |
| Range |
370.0 |
159.5 |
-210.5 |
-56.9% |
396.5 |
| ATR |
188.6 |
186.5 |
-2.1 |
-1.1% |
0.0 |
| Volume |
123,779 |
80,777 |
-43,002 |
-34.7% |
602,226 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,058.3 |
11,000.7 |
10,711.7 |
|
| R3 |
10,898.8 |
10,841.2 |
10,667.9 |
|
| R2 |
10,739.3 |
10,739.3 |
10,653.2 |
|
| R1 |
10,681.7 |
10,681.7 |
10,638.6 |
10,710.5 |
| PP |
10,579.8 |
10,579.8 |
10,579.8 |
10,594.3 |
| S1 |
10,522.2 |
10,522.2 |
10,609.4 |
10,551.0 |
| S2 |
10,420.3 |
10,420.3 |
10,594.8 |
|
| S3 |
10,260.8 |
10,362.7 |
10,580.1 |
|
| S4 |
10,101.3 |
10,203.2 |
10,536.3 |
|
|
| 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 |
10,637.5 |
10,173.5 |
464.0 |
4.4% |
241.4 |
2.3% |
97% |
True |
False |
115,002 |
| 10 |
10,698.0 |
10,173.5 |
524.5 |
4.9% |
195.3 |
1.8% |
86% |
False |
False |
107,887 |
| 20 |
10,770.0 |
10,173.5 |
596.5 |
5.6% |
171.5 |
1.6% |
76% |
False |
False |
80,137 |
| 40 |
10,783.5 |
10,173.5 |
610.0 |
5.7% |
150.1 |
1.4% |
74% |
False |
False |
40,190 |
| 60 |
10,783.5 |
9,677.0 |
1,106.5 |
10.4% |
139.5 |
1.3% |
86% |
False |
False |
26,835 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
150.0 |
1.4% |
90% |
False |
False |
20,175 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
136.2 |
1.3% |
90% |
False |
False |
16,142 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
120.2 |
1.1% |
90% |
False |
False |
13,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,315.4 |
|
2.618 |
11,055.1 |
|
1.618 |
10,895.6 |
|
1.000 |
10,797.0 |
|
0.618 |
10,736.1 |
|
HIGH |
10,637.5 |
|
0.618 |
10,576.6 |
|
0.500 |
10,557.8 |
|
0.382 |
10,538.9 |
|
LOW |
10,478.0 |
|
0.618 |
10,379.4 |
|
1.000 |
10,318.5 |
|
1.618 |
10,219.9 |
|
2.618 |
10,060.4 |
|
4.250 |
9,800.1 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,601.9 |
10,551.2 |
| PP |
10,579.8 |
10,478.3 |
| S1 |
10,557.8 |
10,405.5 |
|