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 |
18,164 |
18,085 |
-79 |
-0.4% |
18,172 |
High |
18,229 |
18,234 |
5 |
0.0% |
18,283 |
Low |
18,022 |
18,054 |
32 |
0.2% |
17,959 |
Close |
18,092 |
18,200 |
108 |
0.6% |
18,219 |
Range |
207 |
180 |
-27 |
-13.0% |
324 |
ATR |
191 |
190 |
-1 |
-0.4% |
0 |
Volume |
207,369 |
137,416 |
-69,953 |
-33.7% |
798,405 |
|
Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,703 |
18,631 |
18,299 |
|
R3 |
18,523 |
18,451 |
18,250 |
|
R2 |
18,343 |
18,343 |
18,233 |
|
R1 |
18,271 |
18,271 |
18,217 |
18,307 |
PP |
18,163 |
18,163 |
18,163 |
18,181 |
S1 |
18,091 |
18,091 |
18,184 |
18,127 |
S2 |
17,983 |
17,983 |
18,167 |
|
S3 |
17,803 |
17,911 |
18,151 |
|
S4 |
17,623 |
17,731 |
18,101 |
|
|
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% |
221 |
1.2% |
72% |
False |
False |
165,304 |
10 |
18,366 |
17,959 |
407 |
2.2% |
200 |
1.1% |
59% |
False |
False |
149,759 |
20 |
18,468 |
17,822 |
646 |
3.5% |
219 |
1.2% |
59% |
False |
False |
167,678 |
40 |
18,535 |
17,822 |
713 |
3.9% |
166 |
0.9% |
53% |
False |
False |
84,134 |
60 |
18,535 |
17,822 |
713 |
3.9% |
149 |
0.8% |
53% |
False |
False |
56,113 |
80 |
18,535 |
16,876 |
1,659 |
9.1% |
166 |
0.9% |
80% |
False |
False |
42,105 |
100 |
18,535 |
16,876 |
1,659 |
9.1% |
147 |
0.8% |
80% |
False |
False |
33,687 |
120 |
18,535 |
16,876 |
1,659 |
9.1% |
130 |
0.7% |
80% |
False |
False |
28,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,999 |
2.618 |
18,705 |
1.618 |
18,525 |
1.000 |
18,414 |
0.618 |
18,345 |
HIGH |
18,234 |
0.618 |
18,165 |
0.500 |
18,144 |
0.382 |
18,123 |
LOW |
18,054 |
0.618 |
17,943 |
1.000 |
17,874 |
1.618 |
17,763 |
2.618 |
17,583 |
4.250 |
17,289 |
|
|
Fisher Pivots for day following 05-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,181 |
18,179 |
PP |
18,163 |
18,158 |
S1 |
18,144 |
18,138 |
|