| 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 |
10,500.0 |
10,590.0 |
90.0 |
0.9% |
10,550.0 |
| High |
10,637.5 |
10,614.5 |
-23.0 |
-0.2% |
10,570.0 |
| Low |
10,478.0 |
10,471.5 |
-6.5 |
-0.1% |
10,173.5 |
| Close |
10,624.0 |
10,580.5 |
-43.5 |
-0.4% |
10,512.5 |
| Range |
159.5 |
143.0 |
-16.5 |
-10.3% |
396.5 |
| ATR |
186.5 |
184.1 |
-2.4 |
-1.3% |
0.0 |
| Volume |
80,777 |
87,200 |
6,423 |
8.0% |
602,226 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,984.5 |
10,925.5 |
10,659.2 |
|
| R3 |
10,841.5 |
10,782.5 |
10,619.8 |
|
| R2 |
10,698.5 |
10,698.5 |
10,606.7 |
|
| R1 |
10,639.5 |
10,639.5 |
10,593.6 |
10,597.5 |
| PP |
10,555.5 |
10,555.5 |
10,555.5 |
10,534.5 |
| S1 |
10,496.5 |
10,496.5 |
10,567.4 |
10,454.5 |
| S2 |
10,412.5 |
10,412.5 |
10,554.3 |
|
| S3 |
10,269.5 |
10,353.5 |
10,541.2 |
|
| S4 |
10,126.5 |
10,210.5 |
10,501.9 |
|
|
| 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% |
229.3 |
2.2% |
88% |
False |
False |
110,506 |
| 10 |
10,698.0 |
10,173.5 |
524.5 |
5.0% |
197.8 |
1.9% |
78% |
False |
False |
106,287 |
| 20 |
10,770.0 |
10,173.5 |
596.5 |
5.6% |
174.6 |
1.6% |
68% |
False |
False |
84,421 |
| 40 |
10,783.5 |
10,173.5 |
610.0 |
5.8% |
152.0 |
1.4% |
67% |
False |
False |
42,364 |
| 60 |
10,783.5 |
9,777.5 |
1,006.0 |
9.5% |
139.6 |
1.3% |
80% |
False |
False |
28,286 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
150.6 |
1.4% |
87% |
False |
False |
21,259 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
137.7 |
1.3% |
87% |
False |
False |
17,014 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
120.6 |
1.1% |
87% |
False |
False |
14,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,222.3 |
|
2.618 |
10,988.9 |
|
1.618 |
10,845.9 |
|
1.000 |
10,757.5 |
|
0.618 |
10,702.9 |
|
HIGH |
10,614.5 |
|
0.618 |
10,559.9 |
|
0.500 |
10,543.0 |
|
0.382 |
10,526.1 |
|
LOW |
10,471.5 |
|
0.618 |
10,383.1 |
|
1.000 |
10,328.5 |
|
1.618 |
10,240.1 |
|
2.618 |
10,097.1 |
|
4.250 |
9,863.8 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,568.0 |
10,522.2 |
| PP |
10,555.5 |
10,463.8 |
| S1 |
10,543.0 |
10,405.5 |
|