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 |
4,866.75 |
4,856.50 |
-10.25 |
-0.2% |
4,852.00 |
High |
4,888.00 |
4,888.50 |
0.50 |
0.0% |
4,885.50 |
Low |
4,836.25 |
4,849.25 |
13.00 |
0.3% |
4,800.75 |
Close |
4,857.50 |
4,873.50 |
16.00 |
0.3% |
4,870.25 |
Range |
51.75 |
39.25 |
-12.50 |
-24.2% |
84.75 |
ATR |
52.84 |
51.87 |
-0.97 |
-1.8% |
0.00 |
Volume |
276,978 |
182,962 |
-94,016 |
-33.9% |
1,199,913 |
|
Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,988.25 |
4,970.00 |
4,895.00 |
|
R3 |
4,949.00 |
4,930.75 |
4,884.25 |
|
R2 |
4,909.75 |
4,909.75 |
4,880.75 |
|
R1 |
4,891.50 |
4,891.50 |
4,877.00 |
4,900.50 |
PP |
4,870.50 |
4,870.50 |
4,870.50 |
4,875.00 |
S1 |
4,852.25 |
4,852.25 |
4,870.00 |
4,861.50 |
S2 |
4,831.25 |
4,831.25 |
4,866.25 |
|
S3 |
4,792.00 |
4,813.00 |
4,862.75 |
|
S4 |
4,752.75 |
4,773.75 |
4,852.00 |
|
|
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 |
4,888.50 |
4,811.75 |
76.75 |
1.6% |
53.00 |
1.1% |
80% |
True |
False |
238,311 |
10 |
4,892.25 |
4,800.75 |
91.50 |
1.9% |
50.00 |
1.0% |
80% |
False |
False |
223,081 |
20 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
61.50 |
1.3% |
93% |
False |
False |
265,786 |
40 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
47.50 |
1.0% |
93% |
False |
False |
133,726 |
60 |
4,892.25 |
4,546.25 |
346.00 |
7.1% |
44.25 |
0.9% |
95% |
False |
False |
89,204 |
80 |
4,892.25 |
4,164.00 |
728.25 |
14.9% |
50.50 |
1.0% |
97% |
False |
False |
66,917 |
100 |
4,892.25 |
4,164.00 |
728.25 |
14.9% |
44.75 |
0.9% |
97% |
False |
False |
53,534 |
120 |
4,892.25 |
4,164.00 |
728.25 |
14.9% |
41.50 |
0.9% |
97% |
False |
False |
44,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,055.25 |
2.618 |
4,991.25 |
1.618 |
4,952.00 |
1.000 |
4,927.75 |
0.618 |
4,912.75 |
HIGH |
4,888.50 |
0.618 |
4,873.50 |
0.500 |
4,869.00 |
0.382 |
4,864.25 |
LOW |
4,849.25 |
0.618 |
4,825.00 |
1.000 |
4,810.00 |
1.618 |
4,785.75 |
2.618 |
4,746.50 |
4.250 |
4,682.50 |
|
|
Fisher Pivots for day following 05-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,872.00 |
4,869.75 |
PP |
4,870.50 |
4,866.00 |
S1 |
4,869.00 |
4,862.50 |
|