| 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 |
16,570 |
16,640 |
70 |
0.4% |
16,655 |
| High |
16,680 |
16,895 |
215 |
1.3% |
16,790 |
| Low |
16,565 |
16,635 |
70 |
0.4% |
16,205 |
| Close |
16,650 |
16,770 |
120 |
0.7% |
16,595 |
| Range |
115 |
260 |
145 |
126.1% |
585 |
| ATR |
259 |
259 |
0 |
0.0% |
0 |
| Volume |
6,785 |
13,010 |
6,225 |
91.7% |
59,158 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,547 |
17,418 |
16,913 |
|
| R3 |
17,287 |
17,158 |
16,842 |
|
| R2 |
17,027 |
17,027 |
16,818 |
|
| R1 |
16,898 |
16,898 |
16,794 |
16,963 |
| PP |
16,767 |
16,767 |
16,767 |
16,799 |
| S1 |
16,638 |
16,638 |
16,746 |
16,703 |
| S2 |
16,507 |
16,507 |
16,722 |
|
| S3 |
16,247 |
16,378 |
16,699 |
|
| S4 |
15,987 |
16,118 |
16,627 |
|
|
| 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 |
16,895 |
16,350 |
545 |
3.2% |
230 |
1.4% |
77% |
True |
False |
11,064 |
| 10 |
16,895 |
16,205 |
690 |
4.1% |
304 |
1.8% |
82% |
True |
False |
11,782 |
| 20 |
16,985 |
16,205 |
780 |
4.7% |
264 |
1.6% |
72% |
False |
False |
11,551 |
| 40 |
17,135 |
16,205 |
930 |
5.5% |
229 |
1.4% |
61% |
False |
False |
6,499 |
| 60 |
17,135 |
15,900 |
1,235 |
7.4% |
241 |
1.4% |
70% |
False |
False |
4,341 |
| 80 |
17,135 |
15,060 |
2,075 |
12.4% |
250 |
1.5% |
82% |
False |
False |
3,261 |
| 100 |
17,135 |
15,060 |
2,075 |
12.4% |
201 |
1.2% |
82% |
False |
False |
2,609 |
| 120 |
17,740 |
15,060 |
2,680 |
16.0% |
168 |
1.0% |
64% |
False |
False |
2,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,000 |
|
2.618 |
17,576 |
|
1.618 |
17,316 |
|
1.000 |
17,155 |
|
0.618 |
17,056 |
|
HIGH |
16,895 |
|
0.618 |
16,796 |
|
0.500 |
16,765 |
|
0.382 |
16,734 |
|
LOW |
16,635 |
|
0.618 |
16,474 |
|
1.000 |
16,375 |
|
1.618 |
16,214 |
|
2.618 |
15,954 |
|
4.250 |
15,530 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,768 |
16,721 |
| PP |
16,767 |
16,672 |
| S1 |
16,765 |
16,623 |
|