Trading Metrics calculated at close of trading on 04-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
215.82 |
215.91 |
0.09 |
0.0% |
215.02 |
High |
216.04 |
216.17 |
0.13 |
0.1% |
217.12 |
Low |
215.04 |
213.99 |
-1.05 |
-0.5% |
213.62 |
Close |
215.78 |
214.68 |
-1.10 |
-0.5% |
216.30 |
Range |
1.00 |
2.18 |
1.18 |
118.0% |
3.50 |
ATR |
2.04 |
2.05 |
0.01 |
0.5% |
0.00 |
Volume |
83,512,000 |
119,948,000 |
36,436,000 |
43.6% |
500,803,104 |
|
Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
221.49 |
220.26 |
215.88 |
|
R3 |
219.31 |
218.08 |
215.28 |
|
R2 |
217.13 |
217.13 |
215.08 |
|
R1 |
215.90 |
215.90 |
214.88 |
215.43 |
PP |
214.95 |
214.95 |
214.95 |
214.71 |
S1 |
213.72 |
213.72 |
214.48 |
213.25 |
S2 |
212.77 |
212.77 |
214.28 |
|
S3 |
210.59 |
211.54 |
214.08 |
|
S4 |
208.41 |
209.36 |
213.48 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
226.18 |
224.74 |
218.23 |
|
R3 |
222.68 |
221.24 |
217.26 |
|
R2 |
219.18 |
219.18 |
216.94 |
|
R1 |
217.74 |
217.74 |
216.62 |
218.46 |
PP |
215.68 |
215.68 |
215.68 |
216.04 |
S1 |
214.24 |
214.24 |
215.98 |
214.96 |
S2 |
212.18 |
212.18 |
215.66 |
|
S3 |
208.68 |
210.74 |
215.34 |
|
S4 |
205.18 |
207.24 |
214.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
217.12 |
213.99 |
3.13 |
1.5% |
1.98 |
0.9% |
22% |
False |
True |
107,198,419 |
10 |
217.53 |
213.44 |
4.09 |
1.9% |
1.76 |
0.8% |
30% |
False |
False |
96,474,900 |
20 |
219.22 |
212.31 |
6.91 |
3.2% |
1.98 |
0.9% |
34% |
False |
False |
113,637,775 |
40 |
219.60 |
212.31 |
7.29 |
3.4% |
1.57 |
0.7% |
33% |
False |
False |
91,207,795 |
60 |
219.60 |
212.31 |
7.29 |
3.4% |
1.50 |
0.7% |
33% |
False |
False |
84,494,493 |
80 |
219.60 |
198.65 |
20.95 |
9.8% |
1.69 |
0.8% |
77% |
False |
False |
96,137,246 |
100 |
219.60 |
198.65 |
20.95 |
9.8% |
1.67 |
0.8% |
77% |
False |
False |
93,989,794 |
120 |
219.60 |
198.65 |
20.95 |
9.8% |
1.66 |
0.8% |
77% |
False |
False |
92,596,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
225.44 |
2.618 |
221.88 |
1.618 |
219.70 |
1.000 |
218.35 |
0.618 |
217.52 |
HIGH |
216.17 |
0.618 |
215.34 |
0.500 |
215.08 |
0.382 |
214.82 |
LOW |
213.99 |
0.618 |
212.64 |
1.000 |
211.81 |
1.618 |
210.46 |
2.618 |
208.28 |
4.250 |
204.73 |
|
|
Fisher Pivots for day following 04-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
215.08 |
215.56 |
PP |
214.95 |
215.26 |
S1 |
214.81 |
214.97 |
|