| 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 |
2,153.75 |
2,144.25 |
-9.50 |
-0.4% |
2,156.25 |
| High |
2,159.75 |
2,158.00 |
-1.75 |
-0.1% |
2,168.25 |
| Low |
2,136.00 |
2,141.00 |
5.00 |
0.2% |
2,132.75 |
| Close |
2,144.75 |
2,153.25 |
8.50 |
0.4% |
2,160.50 |
| Range |
23.75 |
17.00 |
-6.75 |
-28.4% |
35.50 |
| ATR |
22.76 |
22.35 |
-0.41 |
-1.8% |
0.00 |
| Volume |
2,143,439 |
1,369,566 |
-773,873 |
-36.1% |
9,291,911 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,201.75 |
2,194.50 |
2,162.50 |
|
| R3 |
2,184.75 |
2,177.50 |
2,158.00 |
|
| R2 |
2,167.75 |
2,167.75 |
2,156.25 |
|
| R1 |
2,160.50 |
2,160.50 |
2,154.75 |
2,164.00 |
| PP |
2,150.75 |
2,150.75 |
2,150.75 |
2,152.50 |
| S1 |
2,143.50 |
2,143.50 |
2,151.75 |
2,147.00 |
| S2 |
2,133.75 |
2,133.75 |
2,150.25 |
|
| S3 |
2,116.75 |
2,126.50 |
2,148.50 |
|
| S4 |
2,099.75 |
2,109.50 |
2,144.00 |
|
|
| 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 |
2,135.75 |
32.50 |
1.5% |
24.00 |
1.1% |
54% |
False |
False |
1,843,094 |
| 10 |
2,172.75 |
2,132.75 |
40.00 |
1.9% |
22.00 |
1.0% |
51% |
False |
False |
1,718,333 |
| 20 |
2,182.75 |
2,100.25 |
82.50 |
3.8% |
26.25 |
1.2% |
64% |
False |
False |
1,978,619 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
20.25 |
0.9% |
63% |
False |
False |
1,002,359 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.50 |
0.9% |
63% |
False |
False |
669,486 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.75 |
1.0% |
85% |
False |
False |
502,885 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
85% |
False |
False |
402,386 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
85% |
False |
False |
335,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.25 |
|
2.618 |
2,202.50 |
|
1.618 |
2,185.50 |
|
1.000 |
2,175.00 |
|
0.618 |
2,168.50 |
|
HIGH |
2,158.00 |
|
0.618 |
2,151.50 |
|
0.500 |
2,149.50 |
|
0.382 |
2,147.50 |
|
LOW |
2,141.00 |
|
0.618 |
2,130.50 |
|
1.000 |
2,124.00 |
|
1.618 |
2,113.50 |
|
2.618 |
2,096.50 |
|
4.250 |
2,068.75 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,152.00 |
2,152.25 |
| PP |
2,150.75 |
2,151.00 |
| S1 |
2,149.50 |
2,150.00 |
|