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 |
1,318.9 |
1,273.6 |
-45.3 |
-3.4% |
1,347.0 |
High |
1,318.9 |
1,282.3 |
-36.6 |
-2.8% |
1,349.8 |
Low |
1,272.4 |
1,267.8 |
-4.6 |
-0.4% |
1,319.8 |
Close |
1,273.1 |
1,272.1 |
-1.0 |
-0.1% |
1,320.9 |
Range |
46.5 |
14.5 |
-32.0 |
-68.8% |
30.0 |
ATR |
16.2 |
16.1 |
-0.1 |
-0.8% |
0.0 |
Volume |
17,047 |
8,712 |
-8,335 |
-48.9% |
23,987 |
|
Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.6 |
1,309.3 |
1,280.1 |
|
R3 |
1,303.1 |
1,294.8 |
1,276.1 |
|
R2 |
1,288.6 |
1,288.6 |
1,274.8 |
|
R1 |
1,280.3 |
1,280.3 |
1,273.4 |
1,277.2 |
PP |
1,274.1 |
1,274.1 |
1,274.1 |
1,272.5 |
S1 |
1,265.8 |
1,265.8 |
1,270.8 |
1,262.7 |
S2 |
1,259.6 |
1,259.6 |
1,269.4 |
|
S3 |
1,245.1 |
1,251.3 |
1,268.1 |
|
S4 |
1,230.6 |
1,236.8 |
1,264.1 |
|
|
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 |
1,335.2 |
1,267.8 |
67.4 |
5.3% |
19.2 |
1.5% |
6% |
False |
True |
7,406 |
10 |
1,351.2 |
1,267.8 |
83.4 |
6.6% |
14.8 |
1.2% |
5% |
False |
True |
6,266 |
20 |
1,357.0 |
1,267.8 |
89.2 |
7.0% |
14.5 |
1.1% |
5% |
False |
True |
5,131 |
40 |
1,368.0 |
1,267.8 |
100.2 |
7.9% |
15.1 |
1.2% |
4% |
False |
True |
4,875 |
60 |
1,378.1 |
1,267.8 |
110.3 |
8.7% |
15.4 |
1.2% |
4% |
False |
True |
4,182 |
80 |
1,387.1 |
1,267.8 |
119.3 |
9.4% |
16.9 |
1.3% |
4% |
False |
True |
3,532 |
100 |
1,387.1 |
1,210.0 |
177.1 |
13.9% |
15.8 |
1.2% |
35% |
False |
False |
3,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.9 |
2.618 |
1,320.3 |
1.618 |
1,305.8 |
1.000 |
1,296.8 |
0.618 |
1,291.3 |
HIGH |
1,282.3 |
0.618 |
1,276.8 |
0.500 |
1,275.1 |
0.382 |
1,273.3 |
LOW |
1,267.8 |
0.618 |
1,258.8 |
1.000 |
1,253.3 |
1.618 |
1,244.3 |
2.618 |
1,229.8 |
4.250 |
1,206.2 |
|
|
Fisher Pivots for day following 05-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,275.1 |
1,296.8 |
PP |
1,274.1 |
1,288.5 |
S1 |
1,273.1 |
1,280.3 |
|