| 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 |
16,590 |
16,560 |
-30 |
-0.2% |
16,655 |
| High |
16,790 |
16,635 |
-155 |
-0.9% |
16,790 |
| Low |
16,490 |
16,350 |
-140 |
-0.8% |
16,205 |
| Close |
16,560 |
16,595 |
35 |
0.2% |
16,595 |
| Range |
300 |
285 |
-15 |
-5.0% |
585 |
| ATR |
269 |
270 |
1 |
0.4% |
0 |
| Volume |
12,935 |
14,297 |
1,362 |
10.5% |
59,158 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,382 |
17,273 |
16,752 |
|
| R3 |
17,097 |
16,988 |
16,674 |
|
| R2 |
16,812 |
16,812 |
16,647 |
|
| R1 |
16,703 |
16,703 |
16,621 |
16,758 |
| PP |
16,527 |
16,527 |
16,527 |
16,554 |
| S1 |
16,418 |
16,418 |
16,569 |
16,473 |
| S2 |
16,242 |
16,242 |
16,543 |
|
| S3 |
15,957 |
16,133 |
16,517 |
|
| S4 |
15,672 |
15,848 |
16,438 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,285 |
18,025 |
16,917 |
|
| R3 |
17,700 |
17,440 |
16,756 |
|
| R2 |
17,115 |
17,115 |
16,702 |
|
| R1 |
16,855 |
16,855 |
16,649 |
16,693 |
| PP |
16,530 |
16,530 |
16,530 |
16,449 |
| S1 |
16,270 |
16,270 |
16,542 |
16,108 |
| S2 |
15,945 |
15,945 |
16,488 |
|
| S3 |
15,360 |
15,685 |
16,434 |
|
| S4 |
14,775 |
15,100 |
16,273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,790 |
16,205 |
585 |
3.5% |
306 |
1.8% |
67% |
False |
False |
11,831 |
| 10 |
16,880 |
16,205 |
675 |
4.1% |
307 |
1.8% |
58% |
False |
False |
11,016 |
| 20 |
17,135 |
16,205 |
930 |
5.6% |
275 |
1.7% |
42% |
False |
False |
11,849 |
| 40 |
17,135 |
16,180 |
955 |
5.8% |
230 |
1.4% |
43% |
False |
False |
6,007 |
| 60 |
17,135 |
15,200 |
1,935 |
11.7% |
250 |
1.5% |
72% |
False |
False |
4,011 |
| 80 |
17,135 |
15,060 |
2,075 |
12.5% |
247 |
1.5% |
74% |
False |
False |
3,014 |
| 100 |
17,135 |
15,060 |
2,075 |
12.5% |
198 |
1.2% |
74% |
False |
False |
2,411 |
| 120 |
17,740 |
15,060 |
2,680 |
16.1% |
165 |
1.0% |
57% |
False |
False |
2,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,846 |
|
2.618 |
17,381 |
|
1.618 |
17,096 |
|
1.000 |
16,920 |
|
0.618 |
16,811 |
|
HIGH |
16,635 |
|
0.618 |
16,526 |
|
0.500 |
16,493 |
|
0.382 |
16,459 |
|
LOW |
16,350 |
|
0.618 |
16,174 |
|
1.000 |
16,065 |
|
1.618 |
15,889 |
|
2.618 |
15,604 |
|
4.250 |
15,139 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,561 |
16,587 |
| PP |
16,527 |
16,578 |
| S1 |
16,493 |
16,570 |
|