| 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 |
3,009.0 |
2,938.0 |
-71.0 |
-2.4% |
3,001.0 |
| High |
3,022.0 |
3,000.0 |
-22.0 |
-0.7% |
3,022.0 |
| Low |
2,935.0 |
2,909.0 |
-26.0 |
-0.9% |
2,909.0 |
| Close |
2,979.0 |
2,994.0 |
15.0 |
0.5% |
2,994.0 |
| Range |
87.0 |
91.0 |
4.0 |
4.6% |
113.0 |
| ATR |
50.4 |
53.3 |
2.9 |
5.7% |
0.0 |
| Volume |
1,816,737 |
443,413 |
-1,373,324 |
-75.6% |
5,756,261 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,240.7 |
3,208.3 |
3,044.1 |
|
| R3 |
3,149.7 |
3,117.3 |
3,019.0 |
|
| R2 |
3,058.7 |
3,058.7 |
3,010.7 |
|
| R1 |
3,026.3 |
3,026.3 |
3,002.3 |
3,042.5 |
| PP |
2,967.7 |
2,967.7 |
2,967.7 |
2,975.8 |
| S1 |
2,935.3 |
2,935.3 |
2,985.7 |
2,951.5 |
| S2 |
2,876.7 |
2,876.7 |
2,977.3 |
|
| S3 |
2,785.7 |
2,844.3 |
2,969.0 |
|
| S4 |
2,694.7 |
2,753.3 |
2,944.0 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,314.0 |
3,267.0 |
3,056.2 |
|
| R3 |
3,201.0 |
3,154.0 |
3,025.1 |
|
| R2 |
3,088.0 |
3,088.0 |
3,014.7 |
|
| R1 |
3,041.0 |
3,041.0 |
3,004.4 |
3,008.0 |
| PP |
2,975.0 |
2,975.0 |
2,975.0 |
2,958.5 |
| S1 |
2,928.0 |
2,928.0 |
2,983.6 |
2,895.0 |
| S2 |
2,862.0 |
2,862.0 |
2,973.3 |
|
| S3 |
2,749.0 |
2,815.0 |
2,962.9 |
|
| S4 |
2,636.0 |
2,702.0 |
2,931.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,022.0 |
2,909.0 |
113.0 |
3.8% |
64.6 |
2.2% |
75% |
False |
True |
1,151,252 |
| 10 |
3,050.0 |
2,909.0 |
141.0 |
4.7% |
50.4 |
1.7% |
60% |
False |
True |
1,106,817 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
51.1 |
1.7% |
48% |
False |
False |
995,391 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
42.6 |
1.4% |
48% |
False |
False |
505,593 |
| 60 |
3,086.0 |
2,751.0 |
335.0 |
11.2% |
41.7 |
1.4% |
73% |
False |
False |
338,860 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
45.8 |
1.5% |
79% |
False |
False |
256,998 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
40.0 |
1.3% |
79% |
False |
False |
206,604 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
34.6 |
1.2% |
79% |
False |
False |
172,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,386.8 |
|
2.618 |
3,238.2 |
|
1.618 |
3,147.2 |
|
1.000 |
3,091.0 |
|
0.618 |
3,056.2 |
|
HIGH |
3,000.0 |
|
0.618 |
2,965.2 |
|
0.500 |
2,954.5 |
|
0.382 |
2,943.8 |
|
LOW |
2,909.0 |
|
0.618 |
2,852.8 |
|
1.000 |
2,818.0 |
|
1.618 |
2,761.8 |
|
2.618 |
2,670.8 |
|
4.250 |
2,522.3 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,980.8 |
2,984.5 |
| PP |
2,967.7 |
2,975.0 |
| S1 |
2,954.5 |
2,965.5 |
|