| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,938.0 |
2,989.0 |
51.0 |
1.7% |
3,001.0 |
| High |
3,000.0 |
2,999.0 |
-1.0 |
0.0% |
3,022.0 |
| Low |
2,909.0 |
2,967.0 |
58.0 |
2.0% |
2,909.0 |
| Close |
2,994.0 |
2,982.0 |
-12.0 |
-0.4% |
2,994.0 |
| Range |
91.0 |
32.0 |
-59.0 |
-64.8% |
113.0 |
| ATR |
53.3 |
51.8 |
-1.5 |
-2.9% |
0.0 |
| Volume |
443,413 |
1,315,913 |
872,500 |
196.8% |
5,756,261 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,078.7 |
3,062.3 |
2,999.6 |
|
| R3 |
3,046.7 |
3,030.3 |
2,990.8 |
|
| R2 |
3,014.7 |
3,014.7 |
2,987.9 |
|
| R1 |
2,998.3 |
2,998.3 |
2,984.9 |
2,990.5 |
| PP |
2,982.7 |
2,982.7 |
2,982.7 |
2,978.8 |
| S1 |
2,966.3 |
2,966.3 |
2,979.1 |
2,958.5 |
| S2 |
2,950.7 |
2,950.7 |
2,976.1 |
|
| S3 |
2,918.7 |
2,934.3 |
2,973.2 |
|
| S4 |
2,886.7 |
2,902.3 |
2,964.4 |
|
|
| 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% |
61.4 |
2.1% |
65% |
False |
False |
1,182,013 |
| 10 |
3,050.0 |
2,909.0 |
141.0 |
4.7% |
51.4 |
1.7% |
52% |
False |
False |
1,143,245 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
49.4 |
1.7% |
42% |
False |
False |
1,059,470 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
42.3 |
1.4% |
42% |
False |
False |
538,389 |
| 60 |
3,086.0 |
2,822.0 |
264.0 |
8.9% |
41.1 |
1.4% |
61% |
False |
False |
360,415 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
45.5 |
1.5% |
76% |
False |
False |
273,418 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
40.3 |
1.4% |
76% |
False |
False |
219,763 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
34.9 |
1.2% |
76% |
False |
False |
183,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,135.0 |
|
2.618 |
3,082.8 |
|
1.618 |
3,050.8 |
|
1.000 |
3,031.0 |
|
0.618 |
3,018.8 |
|
HIGH |
2,999.0 |
|
0.618 |
2,986.8 |
|
0.500 |
2,983.0 |
|
0.382 |
2,979.2 |
|
LOW |
2,967.0 |
|
0.618 |
2,947.2 |
|
1.000 |
2,935.0 |
|
1.618 |
2,915.2 |
|
2.618 |
2,883.2 |
|
4.250 |
2,831.0 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,983.0 |
2,976.5 |
| PP |
2,982.7 |
2,971.0 |
| S1 |
2,982.3 |
2,965.5 |
|