Trading Metrics calculated at close of trading on 07-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
10,590.0 |
10,560.5 |
-29.5 |
-0.3% |
10,500.0 |
High |
10,637.0 |
10,573.0 |
-64.0 |
-0.6% |
10,637.5 |
Low |
10,524.5 |
10,442.0 |
-82.5 |
-0.8% |
10,442.0 |
Close |
10,584.0 |
10,488.5 |
-95.5 |
-0.9% |
10,488.5 |
Range |
112.5 |
131.0 |
18.5 |
16.4% |
195.5 |
ATR |
178.9 |
176.3 |
-2.6 |
-1.5% |
0.0 |
Volume |
126,941 |
92,306 |
-34,635 |
-27.3% |
387,224 |
|
Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,894.2 |
10,822.3 |
10,560.6 |
|
R3 |
10,763.2 |
10,691.3 |
10,524.5 |
|
R2 |
10,632.2 |
10,632.2 |
10,512.5 |
|
R1 |
10,560.3 |
10,560.3 |
10,500.5 |
10,530.8 |
PP |
10,501.2 |
10,501.2 |
10,501.2 |
10,486.4 |
S1 |
10,429.3 |
10,429.3 |
10,476.5 |
10,399.8 |
S2 |
10,370.2 |
10,370.2 |
10,464.5 |
|
S3 |
10,239.2 |
10,298.3 |
10,452.5 |
|
S4 |
10,108.2 |
10,167.3 |
10,416.5 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,109.2 |
10,994.3 |
10,596.0 |
|
R3 |
10,913.7 |
10,798.8 |
10,542.3 |
|
R2 |
10,718.2 |
10,718.2 |
10,524.3 |
|
R1 |
10,603.3 |
10,603.3 |
10,506.4 |
10,563.0 |
PP |
10,522.7 |
10,522.7 |
10,522.7 |
10,502.5 |
S1 |
10,407.8 |
10,407.8 |
10,470.6 |
10,367.5 |
S2 |
10,327.2 |
10,327.2 |
10,452.7 |
|
S3 |
10,131.7 |
10,212.3 |
10,434.7 |
|
S4 |
9,936.2 |
10,016.8 |
10,381.0 |
|
|
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% |
183.2 |
1.7% |
68% |
False |
False |
102,200 |
10 |
10,672.0 |
10,173.5 |
498.5 |
4.8% |
187.2 |
1.8% |
63% |
False |
False |
108,917 |
20 |
10,698.0 |
10,173.5 |
524.5 |
5.0% |
170.5 |
1.6% |
60% |
False |
False |
94,613 |
40 |
10,783.5 |
10,173.5 |
610.0 |
5.8% |
150.5 |
1.4% |
52% |
False |
False |
47,839 |
60 |
10,783.5 |
9,903.0 |
880.5 |
8.4% |
139.0 |
1.3% |
66% |
False |
False |
31,938 |
80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
151.5 |
1.4% |
82% |
False |
False |
23,998 |
100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
137.7 |
1.3% |
82% |
False |
False |
19,206 |
120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
122.5 |
1.2% |
82% |
False |
False |
16,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,129.8 |
2.618 |
10,916.0 |
1.618 |
10,785.0 |
1.000 |
10,704.0 |
0.618 |
10,654.0 |
HIGH |
10,573.0 |
0.618 |
10,523.0 |
0.500 |
10,507.5 |
0.382 |
10,492.0 |
LOW |
10,442.0 |
0.618 |
10,361.0 |
1.000 |
10,311.0 |
1.618 |
10,230.0 |
2.618 |
10,099.0 |
4.250 |
9,885.3 |
|
|
Fisher Pivots for day following 07-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
10,507.5 |
10,539.5 |
PP |
10,501.2 |
10,522.5 |
S1 |
10,494.8 |
10,505.5 |
|