Trading Metrics calculated at close of trading on 30-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,329.5 |
1,328.3 |
-1.2 |
-0.1% |
1,347.0 |
High |
1,332.6 |
1,335.2 |
2.6 |
0.2% |
1,349.8 |
Low |
1,322.9 |
1,319.8 |
-3.1 |
-0.2% |
1,319.8 |
Close |
1,329.8 |
1,320.9 |
-8.9 |
-0.7% |
1,320.9 |
Range |
9.7 |
15.4 |
5.7 |
58.8% |
30.0 |
ATR |
14.1 |
14.2 |
0.1 |
0.7% |
0.0 |
Volume |
1,872 |
4,759 |
2,887 |
154.2% |
23,987 |
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.5 |
1,361.6 |
1,329.4 |
|
R3 |
1,356.1 |
1,346.2 |
1,325.1 |
|
R2 |
1,340.7 |
1,340.7 |
1,323.7 |
|
R1 |
1,330.8 |
1,330.8 |
1,322.3 |
1,328.1 |
PP |
1,325.3 |
1,325.3 |
1,325.3 |
1,323.9 |
S1 |
1,315.4 |
1,315.4 |
1,319.5 |
1,312.7 |
S2 |
1,309.9 |
1,309.9 |
1,318.1 |
|
S3 |
1,294.5 |
1,300.0 |
1,316.7 |
|
S4 |
1,279.1 |
1,284.6 |
1,312.4 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.2 |
1,400.5 |
1,337.4 |
|
R3 |
1,390.2 |
1,370.5 |
1,329.2 |
|
R2 |
1,360.2 |
1,360.2 |
1,326.4 |
|
R1 |
1,340.5 |
1,340.5 |
1,323.7 |
1,335.4 |
PP |
1,330.2 |
1,330.2 |
1,330.2 |
1,327.6 |
S1 |
1,310.5 |
1,310.5 |
1,318.2 |
1,305.4 |
S2 |
1,300.2 |
1,300.2 |
1,315.4 |
|
S3 |
1,270.2 |
1,280.5 |
1,312.7 |
|
S4 |
1,240.2 |
1,250.5 |
1,304.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,349.8 |
1,319.8 |
30.0 |
2.3% |
11.7 |
0.9% |
4% |
False |
True |
4,797 |
10 |
1,351.2 |
1,314.7 |
36.5 |
2.8% |
12.1 |
0.9% |
17% |
False |
False |
4,461 |
20 |
1,360.7 |
1,310.6 |
50.1 |
3.8% |
14.3 |
1.1% |
21% |
False |
False |
4,449 |
40 |
1,375.2 |
1,308.9 |
66.3 |
5.0% |
14.6 |
1.1% |
18% |
False |
False |
4,498 |
60 |
1,383.6 |
1,308.9 |
74.7 |
5.7% |
15.6 |
1.2% |
16% |
False |
False |
3,719 |
80 |
1,387.1 |
1,267.8 |
119.3 |
9.0% |
16.4 |
1.2% |
45% |
False |
False |
3,238 |
100 |
1,387.1 |
1,210.0 |
177.1 |
13.4% |
15.4 |
1.2% |
63% |
False |
False |
2,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.7 |
2.618 |
1,375.5 |
1.618 |
1,360.1 |
1.000 |
1,350.6 |
0.618 |
1,344.7 |
HIGH |
1,335.2 |
0.618 |
1,329.3 |
0.500 |
1,327.5 |
0.382 |
1,325.7 |
LOW |
1,319.8 |
0.618 |
1,310.3 |
1.000 |
1,304.4 |
1.618 |
1,294.9 |
2.618 |
1,279.5 |
4.250 |
1,254.4 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,327.5 |
1,327.5 |
PP |
1,325.3 |
1,325.3 |
S1 |
1,323.1 |
1,323.1 |
|