| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,590.0 |
10,590.0 |
0.0 |
0.0% |
10,550.0 |
| High |
10,614.5 |
10,637.0 |
22.5 |
0.2% |
10,570.0 |
| Low |
10,471.5 |
10,524.5 |
53.0 |
0.5% |
10,173.5 |
| Close |
10,580.5 |
10,584.0 |
3.5 |
0.0% |
10,512.5 |
| Range |
143.0 |
112.5 |
-30.5 |
-21.3% |
396.5 |
| ATR |
184.1 |
178.9 |
-5.1 |
-2.8% |
0.0 |
| Volume |
87,200 |
126,941 |
39,741 |
45.6% |
602,226 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,919.3 |
10,864.2 |
10,645.9 |
|
| R3 |
10,806.8 |
10,751.7 |
10,614.9 |
|
| R2 |
10,694.3 |
10,694.3 |
10,604.6 |
|
| R1 |
10,639.2 |
10,639.2 |
10,594.3 |
10,610.5 |
| PP |
10,581.8 |
10,581.8 |
10,581.8 |
10,567.5 |
| S1 |
10,526.7 |
10,526.7 |
10,573.7 |
10,498.0 |
| S2 |
10,469.3 |
10,469.3 |
10,563.4 |
|
| S3 |
10,356.8 |
10,414.2 |
10,553.1 |
|
| S4 |
10,244.3 |
10,301.7 |
10,522.1 |
|
|
| 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% |
221.3 |
2.1% |
88% |
False |
False |
110,879 |
| 10 |
10,698.0 |
10,173.5 |
524.5 |
5.0% |
195.7 |
1.8% |
78% |
False |
False |
107,148 |
| 20 |
10,770.0 |
10,173.5 |
596.5 |
5.6% |
174.6 |
1.6% |
69% |
False |
False |
90,418 |
| 40 |
10,783.5 |
10,173.5 |
610.0 |
5.8% |
148.7 |
1.4% |
67% |
False |
False |
45,535 |
| 60 |
10,783.5 |
9,891.0 |
892.5 |
8.4% |
138.1 |
1.3% |
78% |
False |
False |
30,401 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
150.8 |
1.4% |
88% |
False |
False |
22,846 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
136.6 |
1.3% |
88% |
False |
False |
18,283 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
121.4 |
1.1% |
88% |
False |
False |
15,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,115.1 |
|
2.618 |
10,931.5 |
|
1.618 |
10,819.0 |
|
1.000 |
10,749.5 |
|
0.618 |
10,706.5 |
|
HIGH |
10,637.0 |
|
0.618 |
10,594.0 |
|
0.500 |
10,580.8 |
|
0.382 |
10,567.5 |
|
LOW |
10,524.5 |
|
0.618 |
10,455.0 |
|
1.000 |
10,412.0 |
|
1.618 |
10,342.5 |
|
2.618 |
10,230.0 |
|
4.250 |
10,046.4 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,582.9 |
10,574.2 |
| PP |
10,581.8 |
10,564.3 |
| S1 |
10,580.8 |
10,554.5 |
|