Trading Metrics calculated at close of trading on 06-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
16,795 |
16,985 |
190 |
1.1% |
16,655 |
High |
17,010 |
17,000 |
-10 |
-0.1% |
16,790 |
Low |
16,745 |
16,865 |
120 |
0.7% |
16,205 |
Close |
16,985 |
16,975 |
-10 |
-0.1% |
16,595 |
Range |
265 |
135 |
-130 |
-49.1% |
585 |
ATR |
259 |
250 |
-9 |
-3.4% |
0 |
Volume |
8,777 |
8,402 |
-375 |
-4.3% |
59,158 |
|
Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,352 |
17,298 |
17,049 |
|
R3 |
17,217 |
17,163 |
17,012 |
|
R2 |
17,082 |
17,082 |
17,000 |
|
R1 |
17,028 |
17,028 |
16,988 |
16,988 |
PP |
16,947 |
16,947 |
16,947 |
16,926 |
S1 |
16,893 |
16,893 |
16,963 |
16,853 |
S2 |
16,812 |
16,812 |
16,950 |
|
S3 |
16,677 |
16,758 |
16,938 |
|
S4 |
16,542 |
16,623 |
16,901 |
|
|
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% |
212 |
1.2% |
95% |
False |
False |
10,254 |
10 |
17,010 |
16,205 |
805 |
4.7% |
259 |
1.5% |
96% |
False |
False |
10,475 |
20 |
17,010 |
16,205 |
805 |
4.7% |
268 |
1.6% |
96% |
False |
False |
10,911 |
40 |
17,135 |
16,205 |
930 |
5.5% |
233 |
1.4% |
83% |
False |
False |
6,925 |
60 |
17,135 |
15,900 |
1,235 |
7.3% |
236 |
1.4% |
87% |
False |
False |
4,626 |
80 |
17,135 |
15,060 |
2,075 |
12.2% |
252 |
1.5% |
92% |
False |
False |
3,475 |
100 |
17,135 |
15,060 |
2,075 |
12.2% |
205 |
1.2% |
92% |
False |
False |
2,781 |
120 |
17,740 |
15,060 |
2,680 |
15.8% |
171 |
1.0% |
71% |
False |
False |
2,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,574 |
2.618 |
17,354 |
1.618 |
17,219 |
1.000 |
17,135 |
0.618 |
17,084 |
HIGH |
17,000 |
0.618 |
16,949 |
0.500 |
16,933 |
0.382 |
16,917 |
LOW |
16,865 |
0.618 |
16,782 |
1.000 |
16,730 |
1.618 |
16,647 |
2.618 |
16,512 |
4.250 |
16,291 |
|
|
Fisher Pivots for day following 06-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
16,961 |
16,924 |
PP |
16,947 |
16,873 |
S1 |
16,933 |
16,823 |
|