| 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 |
1,273.2 |
1,260.6 |
-12.6 |
-1.0% |
1,324.6 |
| High |
1,274.8 |
1,271.0 |
-3.8 |
-0.3% |
1,325.7 |
| Low |
1,255.3 |
1,246.8 |
-8.5 |
-0.7% |
1,246.8 |
| Close |
1,256.4 |
1,255.3 |
-1.1 |
-0.1% |
1,255.3 |
| Range |
19.5 |
24.2 |
4.7 |
24.1% |
78.9 |
| ATR |
16.4 |
16.9 |
0.6 |
3.4% |
0.0 |
| Volume |
7,264 |
7,675 |
411 |
5.7% |
45,339 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,330.3 |
1,317.0 |
1,268.6 |
|
| R3 |
1,306.1 |
1,292.8 |
1,262.0 |
|
| R2 |
1,281.9 |
1,281.9 |
1,259.7 |
|
| R1 |
1,268.6 |
1,268.6 |
1,257.5 |
1,263.2 |
| PP |
1,257.7 |
1,257.7 |
1,257.7 |
1,255.0 |
| S1 |
1,244.4 |
1,244.4 |
1,253.1 |
1,239.0 |
| S2 |
1,233.5 |
1,233.5 |
1,250.9 |
|
| S3 |
1,209.3 |
1,220.2 |
1,248.6 |
|
| S4 |
1,185.1 |
1,196.0 |
1,242.0 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,512.6 |
1,462.9 |
1,298.7 |
|
| R3 |
1,433.7 |
1,384.0 |
1,277.0 |
|
| R2 |
1,354.8 |
1,354.8 |
1,269.8 |
|
| R1 |
1,305.1 |
1,305.1 |
1,262.5 |
1,290.5 |
| PP |
1,275.9 |
1,275.9 |
1,275.9 |
1,268.7 |
| S1 |
1,226.2 |
1,226.2 |
1,248.1 |
1,211.6 |
| S2 |
1,197.0 |
1,197.0 |
1,240.8 |
|
| S3 |
1,118.1 |
1,147.3 |
1,233.6 |
|
| S4 |
1,039.2 |
1,068.4 |
1,211.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,325.7 |
1,246.8 |
78.9 |
6.3% |
23.0 |
1.8% |
11% |
False |
True |
9,067 |
| 10 |
1,349.8 |
1,246.8 |
103.0 |
8.2% |
17.3 |
1.4% |
8% |
False |
True |
6,932 |
| 20 |
1,351.2 |
1,246.8 |
104.4 |
8.3% |
15.4 |
1.2% |
8% |
False |
True |
5,562 |
| 40 |
1,368.0 |
1,246.8 |
121.2 |
9.7% |
15.3 |
1.2% |
7% |
False |
True |
5,001 |
| 60 |
1,378.1 |
1,246.8 |
131.3 |
10.5% |
15.4 |
1.2% |
6% |
False |
True |
4,399 |
| 80 |
1,387.1 |
1,246.8 |
140.3 |
11.2% |
17.1 |
1.4% |
6% |
False |
True |
3,684 |
| 100 |
1,387.1 |
1,210.0 |
177.1 |
14.1% |
16.0 |
1.3% |
26% |
False |
False |
3,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,373.9 |
|
2.618 |
1,334.4 |
|
1.618 |
1,310.2 |
|
1.000 |
1,295.2 |
|
0.618 |
1,286.0 |
|
HIGH |
1,271.0 |
|
0.618 |
1,261.8 |
|
0.500 |
1,258.9 |
|
0.382 |
1,256.0 |
|
LOW |
1,246.8 |
|
0.618 |
1,231.8 |
|
1.000 |
1,222.6 |
|
1.618 |
1,207.6 |
|
2.618 |
1,183.4 |
|
4.250 |
1,144.0 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,258.9 |
1,264.6 |
| PP |
1,257.7 |
1,261.5 |
| S1 |
1,256.5 |
1,258.4 |
|