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 |
18,267.68 |
18,205.50 |
-62.18 |
-0.3% |
18,217.76 |
High |
18,313.77 |
18,315.82 |
2.05 |
0.0% |
18,369.62 |
Low |
18,116.26 |
18,205.50 |
89.24 |
0.5% |
18,052.16 |
Close |
18,168.45 |
18,281.03 |
112.58 |
0.6% |
18,308.15 |
Range |
197.51 |
110.32 |
-87.19 |
-44.1% |
317.46 |
ATR |
171.84 |
170.09 |
-1.75 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,598.41 |
18,550.04 |
18,341.71 |
|
R3 |
18,488.09 |
18,439.72 |
18,311.37 |
|
R2 |
18,377.77 |
18,377.77 |
18,301.26 |
|
R1 |
18,329.40 |
18,329.40 |
18,291.14 |
18,353.59 |
PP |
18,267.45 |
18,267.45 |
18,267.45 |
18,279.54 |
S1 |
18,219.08 |
18,219.08 |
18,270.92 |
18,243.27 |
S2 |
18,157.13 |
18,157.13 |
18,260.80 |
|
S3 |
18,046.81 |
18,108.76 |
18,250.69 |
|
S4 |
17,936.49 |
17,998.44 |
18,220.35 |
|
|
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 |
18,091.64 |
277.98 |
1.5% |
169.26 |
0.9% |
68% |
False |
False |
|
10 |
18,449.88 |
18,052.16 |
397.72 |
2.2% |
157.22 |
0.9% |
58% |
False |
False |
|
20 |
18,506.24 |
17,992.21 |
514.03 |
2.8% |
177.41 |
1.0% |
56% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
138.81 |
0.8% |
43% |
False |
False |
|
60 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
124.89 |
0.7% |
43% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.13 |
0.8% |
76% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
141.93 |
0.8% |
76% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
144.66 |
0.8% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,784.68 |
2.618 |
18,604.64 |
1.618 |
18,494.32 |
1.000 |
18,426.14 |
0.618 |
18,384.00 |
HIGH |
18,315.82 |
0.618 |
18,273.68 |
0.500 |
18,260.66 |
0.382 |
18,247.64 |
LOW |
18,205.50 |
0.618 |
18,137.32 |
1.000 |
18,095.18 |
1.618 |
18,027.00 |
2.618 |
17,916.68 |
4.250 |
17,736.64 |
|
|
Fisher Pivots for day following 05-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,274.24 |
18,259.37 |
PP |
18,267.45 |
18,237.70 |
S1 |
18,260.66 |
18,216.04 |
|