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 |
18,232 |
18,074 |
-158 |
-0.9% |
18,172 |
High |
18,279 |
18,283 |
4 |
0.0% |
18,283 |
Low |
17,999 |
17,989 |
-10 |
-0.1% |
17,959 |
Close |
18,097 |
18,219 |
122 |
0.7% |
18,219 |
Range |
280 |
294 |
14 |
5.0% |
324 |
ATR |
185 |
193 |
8 |
4.2% |
0 |
Volume |
194,374 |
166,300 |
-28,074 |
-14.4% |
798,405 |
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,046 |
18,926 |
18,381 |
|
R3 |
18,752 |
18,632 |
18,300 |
|
R2 |
18,458 |
18,458 |
18,273 |
|
R1 |
18,338 |
18,338 |
18,246 |
18,398 |
PP |
18,164 |
18,164 |
18,164 |
18,194 |
S1 |
18,044 |
18,044 |
18,192 |
18,104 |
S2 |
17,870 |
17,870 |
18,165 |
|
S3 |
17,576 |
17,750 |
18,138 |
|
S4 |
17,282 |
17,456 |
18,057 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,126 |
18,996 |
18,397 |
|
R3 |
18,802 |
18,672 |
18,308 |
|
R2 |
18,478 |
18,478 |
18,279 |
|
R1 |
18,348 |
18,348 |
18,249 |
18,413 |
PP |
18,154 |
18,154 |
18,154 |
18,186 |
S1 |
18,024 |
18,024 |
18,189 |
18,089 |
S2 |
17,830 |
17,830 |
18,160 |
|
S3 |
17,506 |
17,700 |
18,130 |
|
S4 |
17,182 |
17,376 |
18,041 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,283 |
17,959 |
324 |
1.8% |
230 |
1.3% |
80% |
True |
False |
159,681 |
10 |
18,366 |
17,959 |
407 |
2.2% |
196 |
1.1% |
64% |
False |
False |
145,610 |
20 |
18,468 |
17,822 |
646 |
3.5% |
209 |
1.1% |
61% |
False |
False |
144,796 |
40 |
18,535 |
17,822 |
713 |
3.9% |
161 |
0.9% |
56% |
False |
False |
72,495 |
60 |
18,535 |
17,708 |
827 |
4.5% |
149 |
0.8% |
62% |
False |
False |
48,355 |
80 |
18,535 |
16,876 |
1,659 |
9.1% |
163 |
0.9% |
81% |
False |
False |
36,283 |
100 |
18,535 |
16,876 |
1,659 |
9.1% |
143 |
0.8% |
81% |
False |
False |
29,029 |
120 |
18,535 |
16,876 |
1,659 |
9.1% |
128 |
0.7% |
81% |
False |
False |
24,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,533 |
2.618 |
19,053 |
1.618 |
18,759 |
1.000 |
18,577 |
0.618 |
18,465 |
HIGH |
18,283 |
0.618 |
18,171 |
0.500 |
18,136 |
0.382 |
18,101 |
LOW |
17,989 |
0.618 |
17,807 |
1.000 |
17,695 |
1.618 |
17,513 |
2.618 |
17,219 |
4.250 |
16,740 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,191 |
18,191 |
PP |
18,164 |
18,164 |
S1 |
18,136 |
18,136 |
|