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 |
18,074 |
18,203 |
129 |
0.7% |
18,172 |
High |
18,283 |
18,253 |
-30 |
-0.2% |
18,283 |
Low |
17,989 |
18,108 |
119 |
0.7% |
17,959 |
Close |
18,219 |
18,156 |
-63 |
-0.3% |
18,219 |
Range |
294 |
145 |
-149 |
-50.7% |
324 |
ATR |
193 |
189 |
-3 |
-1.8% |
0 |
Volume |
166,300 |
121,065 |
-45,235 |
-27.2% |
798,405 |
|
Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,607 |
18,527 |
18,236 |
|
R3 |
18,462 |
18,382 |
18,196 |
|
R2 |
18,317 |
18,317 |
18,183 |
|
R1 |
18,237 |
18,237 |
18,169 |
18,205 |
PP |
18,172 |
18,172 |
18,172 |
18,156 |
S1 |
18,092 |
18,092 |
18,143 |
18,060 |
S2 |
18,027 |
18,027 |
18,130 |
|
S3 |
17,882 |
17,947 |
18,116 |
|
S4 |
17,737 |
17,802 |
18,076 |
|
|
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% |
217 |
1.2% |
61% |
False |
False |
158,195 |
10 |
18,366 |
17,959 |
407 |
2.2% |
194 |
1.1% |
48% |
False |
False |
145,422 |
20 |
18,468 |
17,822 |
646 |
3.6% |
208 |
1.1% |
52% |
False |
False |
150,815 |
40 |
18,535 |
17,822 |
713 |
3.9% |
160 |
0.9% |
47% |
False |
False |
75,518 |
60 |
18,535 |
17,822 |
713 |
3.9% |
148 |
0.8% |
47% |
False |
False |
50,372 |
80 |
18,535 |
16,876 |
1,659 |
9.1% |
164 |
0.9% |
77% |
False |
False |
37,796 |
100 |
18,535 |
16,876 |
1,659 |
9.1% |
143 |
0.8% |
77% |
False |
False |
30,239 |
120 |
18,535 |
16,876 |
1,659 |
9.1% |
128 |
0.7% |
77% |
False |
False |
25,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,869 |
2.618 |
18,633 |
1.618 |
18,488 |
1.000 |
18,398 |
0.618 |
18,343 |
HIGH |
18,253 |
0.618 |
18,198 |
0.500 |
18,181 |
0.382 |
18,164 |
LOW |
18,108 |
0.618 |
18,019 |
1.000 |
17,963 |
1.618 |
17,874 |
2.618 |
17,729 |
4.250 |
17,492 |
|
|
Fisher Pivots for day following 03-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,181 |
18,149 |
PP |
18,172 |
18,143 |
S1 |
18,164 |
18,136 |
|