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 |
18,279.60 |
18,267.68 |
-11.92 |
-0.1% |
18,217.76 |
High |
18,279.80 |
18,313.77 |
33.97 |
0.2% |
18,369.62 |
Low |
18,203.75 |
18,116.26 |
-87.49 |
-0.5% |
18,052.16 |
Close |
18,253.85 |
18,168.45 |
-85.40 |
-0.5% |
18,308.15 |
Range |
76.05 |
197.51 |
121.46 |
159.7% |
317.46 |
ATR |
169.87 |
171.84 |
1.97 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,792.02 |
18,677.75 |
18,277.08 |
|
R3 |
18,594.51 |
18,480.24 |
18,222.77 |
|
R2 |
18,397.00 |
18,397.00 |
18,204.66 |
|
R1 |
18,282.73 |
18,282.73 |
18,186.56 |
18,241.11 |
PP |
18,199.49 |
18,199.49 |
18,199.49 |
18,178.69 |
S1 |
18,085.22 |
18,085.22 |
18,150.34 |
18,043.60 |
S2 |
18,001.98 |
18,001.98 |
18,132.24 |
|
S3 |
17,804.47 |
17,887.71 |
18,114.13 |
|
S4 |
17,606.96 |
17,690.20 |
18,059.82 |
|
|
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% |
181.30 |
1.0% |
28% |
False |
False |
|
10 |
18,449.88 |
18,052.16 |
397.72 |
2.2% |
164.78 |
0.9% |
29% |
False |
False |
|
20 |
18,536.89 |
17,992.21 |
544.68 |
3.0% |
175.00 |
1.0% |
32% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
137.99 |
0.8% |
26% |
False |
False |
|
60 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
124.93 |
0.7% |
26% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.77 |
0.8% |
69% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
143.05 |
0.8% |
69% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
144.33 |
0.8% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,153.19 |
2.618 |
18,830.85 |
1.618 |
18,633.34 |
1.000 |
18,511.28 |
0.618 |
18,435.83 |
HIGH |
18,313.77 |
0.618 |
18,238.32 |
0.500 |
18,215.02 |
0.382 |
18,191.71 |
LOW |
18,116.26 |
0.618 |
17,994.20 |
1.000 |
17,918.75 |
1.618 |
17,796.69 |
2.618 |
17,599.18 |
4.250 |
17,276.84 |
|
|
Fisher Pivots for day following 04-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,215.02 |
18,242.94 |
PP |
18,199.49 |
18,218.11 |
S1 |
18,183.97 |
18,193.28 |
|