| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,145.75 |
2,158.75 |
13.00 |
0.6% |
2,156.25 |
| High |
2,168.25 |
2,164.00 |
-4.25 |
-0.2% |
2,168.25 |
| Low |
2,135.75 |
2,146.75 |
11.00 |
0.5% |
2,132.75 |
| Close |
2,160.50 |
2,153.25 |
-7.25 |
-0.3% |
2,160.50 |
| Range |
32.50 |
17.25 |
-15.25 |
-46.9% |
35.50 |
| ATR |
23.10 |
22.68 |
-0.42 |
-1.8% |
0.00 |
| Volume |
1,989,690 |
1,406,125 |
-583,565 |
-29.3% |
9,291,911 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.50 |
2,197.00 |
2,162.75 |
|
| R3 |
2,189.25 |
2,179.75 |
2,158.00 |
|
| R2 |
2,172.00 |
2,172.00 |
2,156.50 |
|
| R1 |
2,162.50 |
2,162.50 |
2,154.75 |
2,158.50 |
| PP |
2,154.75 |
2,154.75 |
2,154.75 |
2,152.75 |
| S1 |
2,145.25 |
2,145.25 |
2,151.75 |
2,141.50 |
| S2 |
2,137.50 |
2,137.50 |
2,150.00 |
|
| S3 |
2,120.25 |
2,128.00 |
2,148.50 |
|
| S4 |
2,103.00 |
2,110.75 |
2,143.75 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.25 |
2,246.00 |
2,180.00 |
|
| R3 |
2,224.75 |
2,210.50 |
2,170.25 |
|
| R2 |
2,189.25 |
2,189.25 |
2,167.00 |
|
| R1 |
2,175.00 |
2,175.00 |
2,163.75 |
2,182.00 |
| PP |
2,153.75 |
2,153.75 |
2,153.75 |
2,157.50 |
| S1 |
2,139.50 |
2,139.50 |
2,157.25 |
2,146.50 |
| S2 |
2,118.25 |
2,118.25 |
2,154.00 |
|
| S3 |
2,082.75 |
2,104.00 |
2,150.75 |
|
| S4 |
2,047.25 |
2,068.50 |
2,141.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,168.25 |
2,132.75 |
35.50 |
1.6% |
24.50 |
1.1% |
58% |
False |
False |
1,819,053 |
| 10 |
2,172.75 |
2,126.25 |
46.50 |
2.2% |
22.50 |
1.0% |
58% |
False |
False |
1,688,316 |
| 20 |
2,182.75 |
2,100.25 |
82.50 |
3.8% |
25.25 |
1.2% |
64% |
False |
False |
1,818,301 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
19.50 |
0.9% |
63% |
False |
False |
914,688 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.50 |
0.9% |
63% |
False |
False |
611,050 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
22.00 |
1.0% |
85% |
False |
False |
458,982 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.50 |
1.0% |
85% |
False |
False |
367,265 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
85% |
False |
False |
306,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,237.25 |
|
2.618 |
2,209.25 |
|
1.618 |
2,192.00 |
|
1.000 |
2,181.25 |
|
0.618 |
2,174.75 |
|
HIGH |
2,164.00 |
|
0.618 |
2,157.50 |
|
0.500 |
2,155.50 |
|
0.382 |
2,153.25 |
|
LOW |
2,146.75 |
|
0.618 |
2,136.00 |
|
1.000 |
2,129.50 |
|
1.618 |
2,118.75 |
|
2.618 |
2,101.50 |
|
4.250 |
2,073.50 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,155.50 |
2,152.75 |
| PP |
2,154.75 |
2,152.50 |
| S1 |
2,154.00 |
2,152.00 |
|