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 |
4,839.25 |
4,867.25 |
28.00 |
0.6% |
4,852.00 |
High |
4,885.50 |
4,879.50 |
-6.00 |
-0.1% |
4,885.50 |
Low |
4,811.75 |
4,842.75 |
31.00 |
0.6% |
4,800.75 |
Close |
4,870.25 |
4,865.75 |
-4.50 |
-0.1% |
4,870.25 |
Range |
73.75 |
36.75 |
-37.00 |
-50.2% |
84.75 |
ATR |
54.16 |
52.92 |
-1.24 |
-2.3% |
0.00 |
Volume |
248,154 |
177,125 |
-71,029 |
-28.6% |
1,199,913 |
|
Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,973.00 |
4,956.00 |
4,886.00 |
|
R3 |
4,936.25 |
4,919.25 |
4,875.75 |
|
R2 |
4,899.50 |
4,899.50 |
4,872.50 |
|
R1 |
4,882.50 |
4,882.50 |
4,869.00 |
4,872.50 |
PP |
4,862.75 |
4,862.75 |
4,862.75 |
4,857.75 |
S1 |
4,845.75 |
4,845.75 |
4,862.50 |
4,836.00 |
S2 |
4,826.00 |
4,826.00 |
4,859.00 |
|
S3 |
4,789.25 |
4,809.00 |
4,855.75 |
|
S4 |
4,752.50 |
4,772.25 |
4,845.50 |
|
|
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% |
53.25 |
1.1% |
77% |
False |
False |
233,490 |
10 |
4,892.25 |
4,788.50 |
103.75 |
2.1% |
50.50 |
1.0% |
74% |
False |
False |
225,713 |
20 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
60.50 |
1.2% |
90% |
False |
False |
243,879 |
40 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
46.75 |
1.0% |
90% |
False |
False |
122,246 |
60 |
4,892.25 |
4,515.00 |
377.25 |
7.8% |
43.75 |
0.9% |
93% |
False |
False |
81,539 |
80 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
50.50 |
1.0% |
96% |
False |
False |
61,169 |
100 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
44.50 |
0.9% |
96% |
False |
False |
48,935 |
120 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
41.00 |
0.8% |
96% |
False |
False |
40,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,035.75 |
2.618 |
4,975.75 |
1.618 |
4,939.00 |
1.000 |
4,916.25 |
0.618 |
4,902.25 |
HIGH |
4,879.50 |
0.618 |
4,865.50 |
0.500 |
4,861.00 |
0.382 |
4,856.75 |
LOW |
4,842.75 |
0.618 |
4,820.00 |
1.000 |
4,806.00 |
1.618 |
4,783.25 |
2.618 |
4,746.50 |
4.250 |
4,686.50 |
|
|
Fisher Pivots for day following 03-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,864.25 |
4,860.00 |
PP |
4,862.75 |
4,854.25 |
S1 |
4,861.00 |
4,848.50 |
|