| 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 |
3,004.0 |
3,020.0 |
16.0 |
0.5% |
3,001.0 |
| High |
3,022.0 |
3,034.0 |
12.0 |
0.4% |
3,022.0 |
| Low |
2,979.0 |
3,004.0 |
25.0 |
0.8% |
2,909.0 |
| Close |
3,017.0 |
3,019.0 |
2.0 |
0.1% |
2,994.0 |
| Range |
43.0 |
30.0 |
-13.0 |
-30.2% |
113.0 |
| ATR |
51.0 |
49.5 |
-1.5 |
-2.9% |
0.0 |
| Volume |
970,979 |
1,250,278 |
279,299 |
28.8% |
5,756,261 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.0 |
3,094.0 |
3,035.5 |
|
| R3 |
3,079.0 |
3,064.0 |
3,027.3 |
|
| R2 |
3,049.0 |
3,049.0 |
3,024.5 |
|
| R1 |
3,034.0 |
3,034.0 |
3,021.8 |
3,026.5 |
| PP |
3,019.0 |
3,019.0 |
3,019.0 |
3,015.3 |
| S1 |
3,004.0 |
3,004.0 |
3,016.3 |
2,996.5 |
| S2 |
2,989.0 |
2,989.0 |
3,013.5 |
|
| S3 |
2,959.0 |
2,974.0 |
3,010.8 |
|
| S4 |
2,929.0 |
2,944.0 |
3,002.5 |
|
|
| 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 |
3,034.0 |
2,909.0 |
125.0 |
4.1% |
48.6 |
1.6% |
88% |
True |
False |
983,628 |
| 10 |
3,035.0 |
2,909.0 |
126.0 |
4.2% |
49.9 |
1.7% |
87% |
False |
False |
1,134,958 |
| 20 |
3,071.0 |
2,908.0 |
163.0 |
5.4% |
49.5 |
1.6% |
68% |
False |
False |
1,161,100 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
43.1 |
1.4% |
62% |
False |
False |
617,295 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
7.0% |
40.8 |
1.4% |
68% |
False |
False |
412,172 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
45.6 |
1.5% |
85% |
False |
False |
312,684 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
40.4 |
1.3% |
85% |
False |
False |
250,832 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
35.8 |
1.2% |
85% |
False |
False |
209,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,161.5 |
|
2.618 |
3,112.5 |
|
1.618 |
3,082.5 |
|
1.000 |
3,064.0 |
|
0.618 |
3,052.5 |
|
HIGH |
3,034.0 |
|
0.618 |
3,022.5 |
|
0.500 |
3,019.0 |
|
0.382 |
3,015.5 |
|
LOW |
3,004.0 |
|
0.618 |
2,985.5 |
|
1.000 |
2,974.0 |
|
1.618 |
2,955.5 |
|
2.618 |
2,925.5 |
|
4.250 |
2,876.5 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,019.0 |
3,014.8 |
| PP |
3,019.0 |
3,010.7 |
| S1 |
3,019.0 |
3,006.5 |
|