| 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 |
16,640 |
16,795 |
155 |
0.9% |
16,655 |
| High |
16,895 |
17,010 |
115 |
0.7% |
16,790 |
| Low |
16,635 |
16,745 |
110 |
0.7% |
16,205 |
| Close |
16,770 |
16,985 |
215 |
1.3% |
16,595 |
| Range |
260 |
265 |
5 |
1.9% |
585 |
| ATR |
259 |
259 |
0 |
0.2% |
0 |
| Volume |
13,010 |
8,777 |
-4,233 |
-32.5% |
59,158 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,708 |
17,612 |
17,131 |
|
| R3 |
17,443 |
17,347 |
17,058 |
|
| R2 |
17,178 |
17,178 |
17,034 |
|
| R1 |
17,082 |
17,082 |
17,009 |
17,130 |
| PP |
16,913 |
16,913 |
16,913 |
16,938 |
| S1 |
16,817 |
16,817 |
16,961 |
16,865 |
| S2 |
16,648 |
16,648 |
16,937 |
|
| S3 |
16,383 |
16,552 |
16,912 |
|
| S4 |
16,118 |
16,287 |
16,839 |
|
|
| 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 |
17,010 |
16,350 |
660 |
3.9% |
245 |
1.4% |
96% |
True |
False |
11,160 |
| 10 |
17,010 |
16,205 |
805 |
4.7% |
282 |
1.7% |
97% |
True |
False |
10,473 |
| 20 |
17,010 |
16,205 |
805 |
4.7% |
271 |
1.6% |
97% |
True |
False |
11,150 |
| 40 |
17,135 |
16,205 |
930 |
5.5% |
233 |
1.4% |
84% |
False |
False |
6,718 |
| 60 |
17,135 |
15,900 |
1,235 |
7.3% |
238 |
1.4% |
88% |
False |
False |
4,486 |
| 80 |
17,135 |
15,060 |
2,075 |
12.2% |
251 |
1.5% |
93% |
False |
False |
3,370 |
| 100 |
17,135 |
15,060 |
2,075 |
12.2% |
204 |
1.2% |
93% |
False |
False |
2,696 |
| 120 |
17,740 |
15,060 |
2,680 |
15.8% |
170 |
1.0% |
72% |
False |
False |
2,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,136 |
|
2.618 |
17,704 |
|
1.618 |
17,439 |
|
1.000 |
17,275 |
|
0.618 |
17,174 |
|
HIGH |
17,010 |
|
0.618 |
16,909 |
|
0.500 |
16,878 |
|
0.382 |
16,846 |
|
LOW |
16,745 |
|
0.618 |
16,581 |
|
1.000 |
16,480 |
|
1.618 |
16,316 |
|
2.618 |
16,051 |
|
4.250 |
15,619 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,949 |
16,919 |
| PP |
16,913 |
16,853 |
| S1 |
16,878 |
16,788 |
|