| 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 |
1,273.6 |
1,273.2 |
-0.4 |
0.0% |
1,347.0 |
| High |
1,282.3 |
1,274.8 |
-7.5 |
-0.6% |
1,349.8 |
| Low |
1,267.8 |
1,255.3 |
-12.5 |
-1.0% |
1,319.8 |
| Close |
1,272.1 |
1,256.4 |
-15.7 |
-1.2% |
1,320.9 |
| Range |
14.5 |
19.5 |
5.0 |
34.5% |
30.0 |
| ATR |
16.1 |
16.4 |
0.2 |
1.5% |
0.0 |
| Volume |
8,712 |
7,264 |
-1,448 |
-16.6% |
23,987 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.7 |
1,308.0 |
1,267.1 |
|
| R3 |
1,301.2 |
1,288.5 |
1,261.8 |
|
| R2 |
1,281.7 |
1,281.7 |
1,260.0 |
|
| R1 |
1,269.0 |
1,269.0 |
1,258.2 |
1,265.6 |
| PP |
1,262.2 |
1,262.2 |
1,262.2 |
1,260.5 |
| S1 |
1,249.5 |
1,249.5 |
1,254.6 |
1,246.1 |
| S2 |
1,242.7 |
1,242.7 |
1,252.8 |
|
| S3 |
1,223.2 |
1,230.0 |
1,251.0 |
|
| S4 |
1,203.7 |
1,210.5 |
1,245.7 |
|
|
| 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 |
1,255.3 |
79.9 |
6.4% |
21.2 |
1.7% |
1% |
False |
True |
8,484 |
| 10 |
1,349.8 |
1,255.3 |
94.5 |
7.5% |
15.5 |
1.2% |
1% |
False |
True |
6,719 |
| 20 |
1,351.2 |
1,255.3 |
95.9 |
7.6% |
14.8 |
1.2% |
1% |
False |
True |
5,402 |
| 40 |
1,368.0 |
1,255.3 |
112.7 |
9.0% |
15.2 |
1.2% |
1% |
False |
True |
4,948 |
| 60 |
1,378.1 |
1,255.3 |
122.8 |
9.8% |
15.5 |
1.2% |
1% |
False |
True |
4,283 |
| 80 |
1,387.1 |
1,255.3 |
131.8 |
10.5% |
17.0 |
1.4% |
1% |
False |
True |
3,597 |
| 100 |
1,387.1 |
1,210.0 |
177.1 |
14.1% |
15.9 |
1.3% |
26% |
False |
False |
3,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,357.7 |
|
2.618 |
1,325.9 |
|
1.618 |
1,306.4 |
|
1.000 |
1,294.3 |
|
0.618 |
1,286.9 |
|
HIGH |
1,274.8 |
|
0.618 |
1,267.4 |
|
0.500 |
1,265.1 |
|
0.382 |
1,262.7 |
|
LOW |
1,255.3 |
|
0.618 |
1,243.2 |
|
1.000 |
1,235.8 |
|
1.618 |
1,223.7 |
|
2.618 |
1,204.2 |
|
4.250 |
1,172.4 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,265.1 |
1,287.1 |
| PP |
1,262.2 |
1,276.9 |
| S1 |
1,259.3 |
1,266.6 |
|