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 |
18,203 |
18,164 |
-39 |
-0.2% |
18,172 |
High |
18,253 |
18,229 |
-24 |
-0.1% |
18,283 |
Low |
18,108 |
18,022 |
-86 |
-0.5% |
17,959 |
Close |
18,156 |
18,092 |
-64 |
-0.4% |
18,219 |
Range |
145 |
207 |
62 |
42.8% |
324 |
ATR |
189 |
191 |
1 |
0.7% |
0 |
Volume |
121,065 |
207,369 |
86,304 |
71.3% |
798,405 |
|
Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,735 |
18,621 |
18,206 |
|
R3 |
18,528 |
18,414 |
18,149 |
|
R2 |
18,321 |
18,321 |
18,130 |
|
R1 |
18,207 |
18,207 |
18,111 |
18,161 |
PP |
18,114 |
18,114 |
18,114 |
18,091 |
S1 |
18,000 |
18,000 |
18,073 |
17,954 |
S2 |
17,907 |
17,907 |
18,054 |
|
S3 |
17,700 |
17,793 |
18,035 |
|
S4 |
17,493 |
17,586 |
17,978 |
|
|
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 |
17,989 |
294 |
1.6% |
219 |
1.2% |
35% |
False |
False |
168,943 |
10 |
18,366 |
17,959 |
407 |
2.2% |
203 |
1.1% |
33% |
False |
False |
154,975 |
20 |
18,468 |
17,822 |
646 |
3.6% |
213 |
1.2% |
42% |
False |
False |
161,095 |
40 |
18,535 |
17,822 |
713 |
3.9% |
164 |
0.9% |
38% |
False |
False |
80,699 |
60 |
18,535 |
17,822 |
713 |
3.9% |
148 |
0.8% |
38% |
False |
False |
53,826 |
80 |
18,535 |
16,876 |
1,659 |
9.2% |
165 |
0.9% |
73% |
False |
False |
40,388 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
145 |
0.8% |
73% |
False |
False |
32,313 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
129 |
0.7% |
73% |
False |
False |
26,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,109 |
2.618 |
18,771 |
1.618 |
18,564 |
1.000 |
18,436 |
0.618 |
18,357 |
HIGH |
18,229 |
0.618 |
18,150 |
0.500 |
18,126 |
0.382 |
18,101 |
LOW |
18,022 |
0.618 |
17,894 |
1.000 |
17,815 |
1.618 |
17,687 |
2.618 |
17,480 |
4.250 |
17,142 |
|
|
Fisher Pivots for day following 04-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,126 |
18,136 |
PP |
18,114 |
18,121 |
S1 |
18,103 |
18,107 |
|