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 |
18,181.80 |
18,279.60 |
97.80 |
0.5% |
18,217.76 |
High |
18,369.62 |
18,279.80 |
-89.82 |
-0.5% |
18,369.62 |
Low |
18,181.80 |
18,203.75 |
21.95 |
0.1% |
18,052.16 |
Close |
18,308.15 |
18,253.85 |
-54.30 |
-0.3% |
18,308.15 |
Range |
187.82 |
76.05 |
-111.77 |
-59.5% |
317.46 |
ATR |
174.90 |
169.87 |
-5.04 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,473.95 |
18,439.95 |
18,295.68 |
|
R3 |
18,397.90 |
18,363.90 |
18,274.76 |
|
R2 |
18,321.85 |
18,321.85 |
18,267.79 |
|
R1 |
18,287.85 |
18,287.85 |
18,260.82 |
18,266.83 |
PP |
18,245.80 |
18,245.80 |
18,245.80 |
18,235.29 |
S1 |
18,211.80 |
18,211.80 |
18,246.88 |
18,190.78 |
S2 |
18,169.75 |
18,169.75 |
18,239.91 |
|
S3 |
18,093.70 |
18,135.75 |
18,232.94 |
|
S4 |
18,017.65 |
18,059.70 |
18,212.02 |
|
|
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% |
178.98 |
1.0% |
64% |
False |
False |
|
10 |
18,449.88 |
18,052.16 |
397.72 |
2.2% |
154.87 |
0.8% |
51% |
False |
False |
|
20 |
18,551.54 |
17,992.21 |
559.33 |
3.1% |
170.19 |
0.9% |
47% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
134.74 |
0.7% |
39% |
False |
False |
|
60 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
123.68 |
0.7% |
39% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
141.88 |
0.8% |
74% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.80 |
0.8% |
74% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
143.32 |
0.8% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,603.01 |
2.618 |
18,478.90 |
1.618 |
18,402.85 |
1.000 |
18,355.85 |
0.618 |
18,326.80 |
HIGH |
18,279.80 |
0.618 |
18,250.75 |
0.500 |
18,241.78 |
0.382 |
18,232.80 |
LOW |
18,203.75 |
0.618 |
18,156.75 |
1.000 |
18,127.70 |
1.618 |
18,080.70 |
2.618 |
18,004.65 |
4.250 |
17,880.54 |
|
|
Fisher Pivots for day following 03-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,249.83 |
18,246.11 |
PP |
18,245.80 |
18,238.37 |
S1 |
18,241.78 |
18,230.63 |
|