| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3,020.0 |
3,016.0 |
-4.0 |
-0.1% |
2,989.0 |
| High |
3,034.0 |
3,019.0 |
-15.0 |
-0.5% |
3,034.0 |
| Low |
3,004.0 |
2,977.0 |
-27.0 |
-0.9% |
2,967.0 |
| Close |
3,019.0 |
2,991.0 |
-28.0 |
-0.9% |
2,991.0 |
| Range |
30.0 |
42.0 |
12.0 |
40.0% |
67.0 |
| ATR |
49.5 |
49.0 |
-0.5 |
-1.1% |
0.0 |
| Volume |
1,250,278 |
844,729 |
-405,549 |
-32.4% |
5,319,458 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.7 |
3,098.3 |
3,014.1 |
|
| R3 |
3,079.7 |
3,056.3 |
3,002.6 |
|
| R2 |
3,037.7 |
3,037.7 |
2,998.7 |
|
| R1 |
3,014.3 |
3,014.3 |
2,994.9 |
3,005.0 |
| PP |
2,995.7 |
2,995.7 |
2,995.7 |
2,991.0 |
| S1 |
2,972.3 |
2,972.3 |
2,987.2 |
2,963.0 |
| S2 |
2,953.7 |
2,953.7 |
2,983.3 |
|
| S3 |
2,911.7 |
2,930.3 |
2,979.5 |
|
| S4 |
2,869.7 |
2,888.3 |
2,967.9 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,198.3 |
3,161.7 |
3,027.9 |
|
| R3 |
3,131.3 |
3,094.7 |
3,009.4 |
|
| R2 |
3,064.3 |
3,064.3 |
3,003.3 |
|
| R1 |
3,027.7 |
3,027.7 |
2,997.1 |
3,046.0 |
| PP |
2,997.3 |
2,997.3 |
2,997.3 |
3,006.5 |
| S1 |
2,960.7 |
2,960.7 |
2,984.9 |
2,979.0 |
| S2 |
2,930.3 |
2,930.3 |
2,978.7 |
|
| S3 |
2,863.3 |
2,893.7 |
2,972.6 |
|
| S4 |
2,796.3 |
2,826.7 |
2,954.2 |
|
|
| 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 |
2,967.0 |
67.0 |
2.2% |
38.8 |
1.3% |
36% |
False |
False |
1,063,891 |
| 10 |
3,034.0 |
2,909.0 |
125.0 |
4.2% |
51.7 |
1.7% |
66% |
False |
False |
1,107,571 |
| 20 |
3,050.0 |
2,908.0 |
142.0 |
4.7% |
48.4 |
1.6% |
58% |
False |
False |
1,151,644 |
| 40 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
43.3 |
1.4% |
47% |
False |
False |
638,198 |
| 60 |
3,086.0 |
2,874.0 |
212.0 |
7.1% |
40.9 |
1.4% |
55% |
False |
False |
426,249 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
45.2 |
1.5% |
78% |
False |
False |
323,049 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
40.6 |
1.4% |
78% |
False |
False |
259,139 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
36.1 |
1.2% |
78% |
False |
False |
216,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,197.5 |
|
2.618 |
3,129.0 |
|
1.618 |
3,087.0 |
|
1.000 |
3,061.0 |
|
0.618 |
3,045.0 |
|
HIGH |
3,019.0 |
|
0.618 |
3,003.0 |
|
0.500 |
2,998.0 |
|
0.382 |
2,993.0 |
|
LOW |
2,977.0 |
|
0.618 |
2,951.0 |
|
1.000 |
2,935.0 |
|
1.618 |
2,909.0 |
|
2.618 |
2,867.0 |
|
4.250 |
2,798.5 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,998.0 |
3,005.5 |
| PP |
2,995.7 |
3,000.7 |
| S1 |
2,993.3 |
2,995.8 |
|