Trading Metrics calculated at close of trading on 30-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,866.75 |
4,839.25 |
-27.50 |
-0.6% |
4,852.00 |
High |
4,876.50 |
4,885.50 |
9.00 |
0.2% |
4,885.50 |
Low |
4,812.50 |
4,811.75 |
-0.75 |
0.0% |
4,800.75 |
Close |
4,844.25 |
4,870.25 |
26.00 |
0.5% |
4,870.25 |
Range |
64.00 |
73.75 |
9.75 |
15.2% |
84.75 |
ATR |
52.66 |
54.16 |
1.51 |
2.9% |
0.00 |
Volume |
306,337 |
248,154 |
-58,183 |
-19.0% |
1,199,913 |
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,077.00 |
5,047.50 |
4,910.75 |
|
R3 |
5,003.25 |
4,973.75 |
4,890.50 |
|
R2 |
4,929.50 |
4,929.50 |
4,883.75 |
|
R1 |
4,900.00 |
4,900.00 |
4,877.00 |
4,914.75 |
PP |
4,855.75 |
4,855.75 |
4,855.75 |
4,863.25 |
S1 |
4,826.25 |
4,826.25 |
4,863.50 |
4,841.00 |
S2 |
4,782.00 |
4,782.00 |
4,856.75 |
|
S3 |
4,708.25 |
4,752.50 |
4,850.00 |
|
S4 |
4,634.50 |
4,678.75 |
4,829.75 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,106.50 |
5,073.00 |
4,916.75 |
|
R3 |
5,021.75 |
4,988.25 |
4,893.50 |
|
R2 |
4,937.00 |
4,937.00 |
4,885.75 |
|
R1 |
4,903.50 |
4,903.50 |
4,878.00 |
4,920.25 |
PP |
4,852.25 |
4,852.25 |
4,852.25 |
4,860.50 |
S1 |
4,818.75 |
4,818.75 |
4,862.50 |
4,835.50 |
S2 |
4,767.50 |
4,767.50 |
4,854.75 |
|
S3 |
4,682.75 |
4,734.00 |
4,847.00 |
|
S4 |
4,598.00 |
4,649.25 |
4,823.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,885.50 |
4,800.75 |
84.75 |
1.7% |
56.50 |
1.2% |
82% |
True |
False |
239,982 |
10 |
4,892.25 |
4,782.50 |
109.75 |
2.3% |
53.00 |
1.1% |
80% |
False |
False |
231,503 |
20 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
61.00 |
1.3% |
92% |
False |
False |
235,128 |
40 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
47.00 |
1.0% |
92% |
False |
False |
117,824 |
60 |
4,892.25 |
4,433.75 |
458.50 |
9.4% |
44.50 |
0.9% |
95% |
False |
False |
78,588 |
80 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
50.25 |
1.0% |
97% |
False |
False |
58,955 |
100 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
44.50 |
0.9% |
97% |
False |
False |
47,164 |
120 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
41.00 |
0.8% |
97% |
False |
False |
39,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,199.00 |
2.618 |
5,078.50 |
1.618 |
5,004.75 |
1.000 |
4,959.25 |
0.618 |
4,931.00 |
HIGH |
4,885.50 |
0.618 |
4,857.25 |
0.500 |
4,848.50 |
0.382 |
4,840.00 |
LOW |
4,811.75 |
0.618 |
4,766.25 |
1.000 |
4,738.00 |
1.618 |
4,692.50 |
2.618 |
4,618.75 |
4.250 |
4,498.25 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,863.00 |
4,863.00 |
PP |
4,855.75 |
4,855.75 |
S1 |
4,848.50 |
4,848.50 |
|