Trading Metrics calculated at close of trading on 07-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,874.00 |
4,870.25 |
-3.75 |
-0.1% |
4,867.25 |
High |
4,881.00 |
4,883.75 |
2.75 |
0.1% |
4,888.50 |
Low |
4,845.50 |
4,834.75 |
-10.75 |
-0.2% |
4,834.75 |
Close |
4,872.00 |
4,859.00 |
-13.00 |
-0.3% |
4,859.00 |
Range |
35.50 |
49.00 |
13.50 |
38.0% |
53.75 |
ATR |
50.70 |
50.58 |
-0.12 |
-0.2% |
0.00 |
Volume |
187,196 |
281,205 |
94,009 |
50.2% |
1,105,466 |
|
Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,006.25 |
4,981.50 |
4,886.00 |
|
R3 |
4,957.25 |
4,932.50 |
4,872.50 |
|
R2 |
4,908.25 |
4,908.25 |
4,868.00 |
|
R1 |
4,883.50 |
4,883.50 |
4,863.50 |
4,871.50 |
PP |
4,859.25 |
4,859.25 |
4,859.25 |
4,853.00 |
S1 |
4,834.50 |
4,834.50 |
4,854.50 |
4,822.50 |
S2 |
4,810.25 |
4,810.25 |
4,850.00 |
|
S3 |
4,761.25 |
4,785.50 |
4,845.50 |
|
S4 |
4,712.25 |
4,736.50 |
4,832.00 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,022.00 |
4,994.25 |
4,888.50 |
|
R3 |
4,968.25 |
4,940.50 |
4,873.75 |
|
R2 |
4,914.50 |
4,914.50 |
4,868.75 |
|
R1 |
4,886.75 |
4,886.75 |
4,864.00 |
4,873.75 |
PP |
4,860.75 |
4,860.75 |
4,860.75 |
4,854.25 |
S1 |
4,833.00 |
4,833.00 |
4,854.00 |
4,820.00 |
S2 |
4,807.00 |
4,807.00 |
4,849.25 |
|
S3 |
4,753.25 |
4,779.25 |
4,844.25 |
|
S4 |
4,699.50 |
4,725.50 |
4,829.50 |
|
|
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 |
4,834.75 |
53.75 |
1.1% |
42.50 |
0.9% |
45% |
False |
True |
221,093 |
10 |
4,888.50 |
4,800.75 |
87.75 |
1.8% |
49.50 |
1.0% |
66% |
False |
False |
230,537 |
20 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
56.75 |
1.2% |
88% |
False |
False |
266,165 |
40 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
48.00 |
1.0% |
88% |
False |
False |
145,428 |
60 |
4,892.25 |
4,546.25 |
346.00 |
7.1% |
44.50 |
0.9% |
90% |
False |
False |
97,009 |
80 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
50.75 |
1.0% |
95% |
False |
False |
72,772 |
100 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
45.00 |
0.9% |
95% |
False |
False |
58,218 |
120 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
41.50 |
0.9% |
95% |
False |
False |
48,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,092.00 |
2.618 |
5,012.00 |
1.618 |
4,963.00 |
1.000 |
4,932.75 |
0.618 |
4,914.00 |
HIGH |
4,883.75 |
0.618 |
4,865.00 |
0.500 |
4,859.25 |
0.382 |
4,853.50 |
LOW |
4,834.75 |
0.618 |
4,804.50 |
1.000 |
4,785.75 |
1.618 |
4,755.50 |
2.618 |
4,706.50 |
4.250 |
4,626.50 |
|
|
Fisher Pivots for day following 07-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,859.25 |
4,861.50 |
PP |
4,859.25 |
4,860.75 |
S1 |
4,859.00 |
4,860.00 |
|