| 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 |
2,989.0 |
2,989.0 |
0.0 |
0.0% |
3,001.0 |
| High |
2,999.0 |
3,030.0 |
31.0 |
1.0% |
3,022.0 |
| Low |
2,967.0 |
2,983.0 |
16.0 |
0.5% |
2,909.0 |
| Close |
2,982.0 |
3,023.0 |
41.0 |
1.4% |
2,994.0 |
| Range |
32.0 |
47.0 |
15.0 |
46.9% |
113.0 |
| ATR |
51.8 |
51.5 |
-0.3 |
-0.5% |
0.0 |
| Volume |
1,315,913 |
937,559 |
-378,354 |
-28.8% |
5,756,261 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,153.0 |
3,135.0 |
3,048.9 |
|
| R3 |
3,106.0 |
3,088.0 |
3,035.9 |
|
| R2 |
3,059.0 |
3,059.0 |
3,031.6 |
|
| R1 |
3,041.0 |
3,041.0 |
3,027.3 |
3,050.0 |
| PP |
3,012.0 |
3,012.0 |
3,012.0 |
3,016.5 |
| S1 |
2,994.0 |
2,994.0 |
3,018.7 |
3,003.0 |
| S2 |
2,965.0 |
2,965.0 |
3,014.4 |
|
| S3 |
2,918.0 |
2,947.0 |
3,010.1 |
|
| S4 |
2,871.0 |
2,900.0 |
2,997.2 |
|
|
| 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 |
3,030.0 |
2,909.0 |
121.0 |
4.0% |
60.0 |
2.0% |
94% |
True |
False |
1,145,877 |
| 10 |
3,050.0 |
2,909.0 |
141.0 |
4.7% |
53.2 |
1.8% |
81% |
False |
False |
1,133,230 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
50.4 |
1.7% |
65% |
False |
False |
1,092,877 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
43.0 |
1.4% |
65% |
False |
False |
561,827 |
| 60 |
3,086.0 |
2,855.0 |
231.0 |
7.6% |
41.1 |
1.4% |
73% |
False |
False |
376,028 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
45.5 |
1.5% |
86% |
False |
False |
285,064 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
40.6 |
1.3% |
86% |
False |
False |
228,885 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
35.3 |
1.2% |
86% |
False |
False |
191,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,229.8 |
|
2.618 |
3,153.0 |
|
1.618 |
3,106.0 |
|
1.000 |
3,077.0 |
|
0.618 |
3,059.0 |
|
HIGH |
3,030.0 |
|
0.618 |
3,012.0 |
|
0.500 |
3,006.5 |
|
0.382 |
3,001.0 |
|
LOW |
2,983.0 |
|
0.618 |
2,954.0 |
|
1.000 |
2,936.0 |
|
1.618 |
2,907.0 |
|
2.618 |
2,860.0 |
|
4.250 |
2,783.3 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,017.5 |
3,005.2 |
| PP |
3,012.0 |
2,987.3 |
| S1 |
3,006.5 |
2,969.5 |
|