Trading Metrics calculated at close of trading on 03-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,328.3 |
1,324.6 |
-3.7 |
-0.3% |
1,347.0 |
High |
1,335.2 |
1,325.7 |
-9.5 |
-0.7% |
1,349.8 |
Low |
1,319.8 |
1,315.6 |
-4.2 |
-0.3% |
1,319.8 |
Close |
1,320.9 |
1,316.4 |
-4.5 |
-0.3% |
1,320.9 |
Range |
15.4 |
10.1 |
-5.3 |
-34.4% |
30.0 |
ATR |
14.2 |
13.9 |
-0.3 |
-2.1% |
0.0 |
Volume |
4,759 |
4,641 |
-118 |
-2.5% |
23,987 |
|
Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.5 |
1,343.1 |
1,322.0 |
|
R3 |
1,339.4 |
1,333.0 |
1,319.2 |
|
R2 |
1,329.3 |
1,329.3 |
1,318.3 |
|
R1 |
1,322.9 |
1,322.9 |
1,317.3 |
1,321.1 |
PP |
1,319.2 |
1,319.2 |
1,319.2 |
1,318.3 |
S1 |
1,312.8 |
1,312.8 |
1,315.5 |
1,311.0 |
S2 |
1,309.1 |
1,309.1 |
1,314.5 |
|
S3 |
1,299.0 |
1,302.7 |
1,313.6 |
|
S4 |
1,288.9 |
1,292.6 |
1,310.8 |
|
|
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 |
1,346.6 |
1,315.6 |
31.0 |
2.4% |
11.8 |
0.9% |
3% |
False |
True |
5,140 |
10 |
1,351.2 |
1,314.7 |
36.5 |
2.8% |
12.2 |
0.9% |
5% |
False |
False |
4,408 |
20 |
1,360.7 |
1,312.8 |
47.9 |
3.6% |
13.5 |
1.0% |
8% |
False |
False |
4,467 |
40 |
1,368.0 |
1,308.9 |
59.1 |
4.5% |
14.1 |
1.1% |
13% |
False |
False |
4,491 |
60 |
1,383.6 |
1,308.9 |
74.7 |
5.7% |
15.2 |
1.2% |
10% |
False |
False |
3,782 |
80 |
1,387.1 |
1,267.8 |
119.3 |
9.1% |
16.4 |
1.2% |
41% |
False |
False |
3,236 |
100 |
1,387.1 |
1,210.0 |
177.1 |
13.5% |
15.4 |
1.2% |
60% |
False |
False |
2,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.6 |
2.618 |
1,352.1 |
1.618 |
1,342.0 |
1.000 |
1,335.8 |
0.618 |
1,331.9 |
HIGH |
1,325.7 |
0.618 |
1,321.8 |
0.500 |
1,320.7 |
0.382 |
1,319.5 |
LOW |
1,315.6 |
0.618 |
1,309.4 |
1.000 |
1,305.5 |
1.618 |
1,299.3 |
2.618 |
1,289.2 |
4.250 |
1,272.7 |
|
|
Fisher Pivots for day following 03-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,320.7 |
1,325.4 |
PP |
1,319.2 |
1,322.4 |
S1 |
1,317.8 |
1,319.4 |
|