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 |
18,322.88 |
18,181.80 |
-141.08 |
-0.8% |
18,217.76 |
High |
18,366.23 |
18,369.62 |
3.39 |
0.0% |
18,369.62 |
Low |
18,091.64 |
18,181.80 |
90.16 |
0.5% |
18,052.16 |
Close |
18,143.45 |
18,308.15 |
164.70 |
0.9% |
18,308.15 |
Range |
274.59 |
187.82 |
-86.77 |
-31.6% |
317.46 |
ATR |
170.96 |
174.90 |
3.94 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,849.98 |
18,766.89 |
18,411.45 |
|
R3 |
18,662.16 |
18,579.07 |
18,359.80 |
|
R2 |
18,474.34 |
18,474.34 |
18,342.58 |
|
R1 |
18,391.25 |
18,391.25 |
18,325.37 |
18,432.80 |
PP |
18,286.52 |
18,286.52 |
18,286.52 |
18,307.30 |
S1 |
18,203.43 |
18,203.43 |
18,290.93 |
18,244.98 |
S2 |
18,098.70 |
18,098.70 |
18,273.72 |
|
S3 |
17,910.88 |
18,015.61 |
18,256.50 |
|
S4 |
17,723.06 |
17,827.79 |
18,204.85 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,195.69 |
19,069.38 |
18,482.75 |
|
R3 |
18,878.23 |
18,751.92 |
18,395.45 |
|
R2 |
18,560.77 |
18,560.77 |
18,366.35 |
|
R1 |
18,434.46 |
18,434.46 |
18,337.25 |
18,497.62 |
PP |
18,243.31 |
18,243.31 |
18,243.31 |
18,274.89 |
S1 |
18,117.00 |
18,117.00 |
18,279.05 |
18,180.16 |
S2 |
17,925.85 |
17,925.85 |
18,249.95 |
|
S3 |
17,608.39 |
17,799.54 |
18,220.85 |
|
S4 |
17,290.93 |
17,482.08 |
18,133.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,369.62 |
18,052.16 |
317.46 |
1.7% |
190.66 |
1.0% |
81% |
True |
False |
|
10 |
18,449.88 |
18,052.16 |
397.72 |
2.2% |
163.45 |
0.9% |
64% |
False |
False |
|
20 |
18,551.54 |
17,992.21 |
559.33 |
3.1% |
171.67 |
0.9% |
56% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
136.36 |
0.7% |
47% |
False |
False |
|
60 |
18,668.44 |
17,971.22 |
697.22 |
3.8% |
125.67 |
0.7% |
48% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.05 |
0.8% |
78% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
144.12 |
0.8% |
78% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
144.16 |
0.8% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,167.86 |
2.618 |
18,861.33 |
1.618 |
18,673.51 |
1.000 |
18,557.44 |
0.618 |
18,485.69 |
HIGH |
18,369.62 |
0.618 |
18,297.87 |
0.500 |
18,275.71 |
0.382 |
18,253.55 |
LOW |
18,181.80 |
0.618 |
18,065.73 |
1.000 |
17,993.98 |
1.618 |
17,877.91 |
2.618 |
17,690.09 |
4.250 |
17,383.57 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,297.34 |
18,282.31 |
PP |
18,286.52 |
18,256.47 |
S1 |
18,275.71 |
18,230.63 |
|