Trading Metrics calculated at close of trading on 04-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,867.25 |
4,866.75 |
-0.50 |
0.0% |
4,852.00 |
High |
4,879.50 |
4,888.00 |
8.50 |
0.2% |
4,885.50 |
Low |
4,842.75 |
4,836.25 |
-6.50 |
-0.1% |
4,800.75 |
Close |
4,865.75 |
4,857.50 |
-8.25 |
-0.2% |
4,870.25 |
Range |
36.75 |
51.75 |
15.00 |
40.8% |
84.75 |
ATR |
52.92 |
52.84 |
-0.08 |
-0.2% |
0.00 |
Volume |
177,125 |
276,978 |
99,853 |
56.4% |
1,199,913 |
|
Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,015.75 |
4,988.50 |
4,886.00 |
|
R3 |
4,964.00 |
4,936.75 |
4,871.75 |
|
R2 |
4,912.25 |
4,912.25 |
4,867.00 |
|
R1 |
4,885.00 |
4,885.00 |
4,862.25 |
4,872.75 |
PP |
4,860.50 |
4,860.50 |
4,860.50 |
4,854.50 |
S1 |
4,833.25 |
4,833.25 |
4,852.75 |
4,821.00 |
S2 |
4,808.75 |
4,808.75 |
4,848.00 |
|
S3 |
4,757.00 |
4,781.50 |
4,843.25 |
|
S4 |
4,705.25 |
4,729.75 |
4,829.00 |
|
|
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 |
4,888.00 |
4,811.75 |
76.25 |
1.6% |
51.00 |
1.0% |
60% |
True |
False |
243,454 |
10 |
4,892.25 |
4,788.50 |
103.75 |
2.1% |
52.75 |
1.1% |
67% |
False |
False |
233,908 |
20 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
60.75 |
1.3% |
87% |
False |
False |
257,528 |
40 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
47.25 |
1.0% |
87% |
False |
False |
129,166 |
60 |
4,892.25 |
4,546.25 |
346.00 |
7.1% |
44.00 |
0.9% |
90% |
False |
False |
86,155 |
80 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
50.50 |
1.0% |
95% |
False |
False |
64,630 |
100 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
44.50 |
0.9% |
95% |
False |
False |
51,705 |
120 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
41.25 |
0.9% |
95% |
False |
False |
43,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,108.00 |
2.618 |
5,023.50 |
1.618 |
4,971.75 |
1.000 |
4,939.75 |
0.618 |
4,920.00 |
HIGH |
4,888.00 |
0.618 |
4,868.25 |
0.500 |
4,862.00 |
0.382 |
4,856.00 |
LOW |
4,836.25 |
0.618 |
4,804.25 |
1.000 |
4,784.50 |
1.618 |
4,752.50 |
2.618 |
4,700.75 |
4.250 |
4,616.25 |
|
|
Fisher Pivots for day following 04-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,862.00 |
4,855.00 |
PP |
4,860.50 |
4,852.50 |
S1 |
4,859.00 |
4,850.00 |
|