| 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 |
2,989.0 |
3,004.0 |
15.0 |
0.5% |
3,001.0 |
| High |
3,030.0 |
3,022.0 |
-8.0 |
-0.3% |
3,022.0 |
| Low |
2,983.0 |
2,979.0 |
-4.0 |
-0.1% |
2,909.0 |
| Close |
3,023.0 |
3,017.0 |
-6.0 |
-0.2% |
2,994.0 |
| Range |
47.0 |
43.0 |
-4.0 |
-8.5% |
113.0 |
| ATR |
51.5 |
51.0 |
-0.5 |
-1.0% |
0.0 |
| Volume |
937,559 |
970,979 |
33,420 |
3.6% |
5,756,261 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,135.0 |
3,119.0 |
3,040.7 |
|
| R3 |
3,092.0 |
3,076.0 |
3,028.8 |
|
| R2 |
3,049.0 |
3,049.0 |
3,024.9 |
|
| R1 |
3,033.0 |
3,033.0 |
3,020.9 |
3,041.0 |
| PP |
3,006.0 |
3,006.0 |
3,006.0 |
3,010.0 |
| S1 |
2,990.0 |
2,990.0 |
3,013.1 |
2,998.0 |
| S2 |
2,963.0 |
2,963.0 |
3,009.1 |
|
| S3 |
2,920.0 |
2,947.0 |
3,005.2 |
|
| S4 |
2,877.0 |
2,904.0 |
2,993.4 |
|
|
| 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 |
3,030.0 |
2,909.0 |
121.0 |
4.0% |
60.0 |
2.0% |
89% |
False |
False |
1,096,920 |
| 10 |
3,050.0 |
2,909.0 |
141.0 |
4.7% |
53.7 |
1.8% |
77% |
False |
False |
1,093,221 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
50.9 |
1.7% |
61% |
False |
False |
1,126,353 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
42.7 |
1.4% |
61% |
False |
False |
586,048 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
7.0% |
40.8 |
1.4% |
67% |
False |
False |
391,642 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
45.6 |
1.5% |
84% |
False |
False |
297,176 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
40.4 |
1.3% |
84% |
False |
False |
238,479 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
35.7 |
1.2% |
84% |
False |
False |
199,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,204.8 |
|
2.618 |
3,134.6 |
|
1.618 |
3,091.6 |
|
1.000 |
3,065.0 |
|
0.618 |
3,048.6 |
|
HIGH |
3,022.0 |
|
0.618 |
3,005.6 |
|
0.500 |
3,000.5 |
|
0.382 |
2,995.4 |
|
LOW |
2,979.0 |
|
0.618 |
2,952.4 |
|
1.000 |
2,936.0 |
|
1.618 |
2,909.4 |
|
2.618 |
2,866.4 |
|
4.250 |
2,796.3 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,011.5 |
3,010.8 |
| PP |
3,006.0 |
3,004.7 |
| S1 |
3,000.5 |
2,998.5 |
|