| 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 |
1,323.6 |
1,321.0 |
-2.6 |
-0.2% |
1,340.8 |
| High |
1,331.5 |
1,322.6 |
-8.9 |
-0.7% |
1,346.1 |
| Low |
1,316.0 |
1,311.8 |
-4.2 |
-0.3% |
1,316.0 |
| Close |
1,317.1 |
1,312.7 |
-4.4 |
-0.3% |
1,317.1 |
| Range |
15.5 |
10.8 |
-4.7 |
-30.3% |
30.1 |
| ATR |
14.7 |
14.4 |
-0.3 |
-1.9% |
0.0 |
| Volume |
214,117 |
130,138 |
-83,979 |
-39.2% |
843,377 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.1 |
1,341.2 |
1,318.6 |
|
| R3 |
1,337.3 |
1,330.4 |
1,315.7 |
|
| R2 |
1,326.5 |
1,326.5 |
1,314.7 |
|
| R1 |
1,319.6 |
1,319.6 |
1,313.7 |
1,317.7 |
| PP |
1,315.7 |
1,315.7 |
1,315.7 |
1,314.7 |
| S1 |
1,308.8 |
1,308.8 |
1,311.7 |
1,306.9 |
| S2 |
1,304.9 |
1,304.9 |
1,310.7 |
|
| S3 |
1,294.1 |
1,298.0 |
1,309.7 |
|
| S4 |
1,283.3 |
1,287.2 |
1,306.8 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.7 |
1,397.0 |
1,333.7 |
|
| R3 |
1,386.6 |
1,366.9 |
1,325.4 |
|
| R2 |
1,356.5 |
1,356.5 |
1,322.6 |
|
| R1 |
1,336.8 |
1,336.8 |
1,319.9 |
1,331.6 |
| PP |
1,326.4 |
1,326.4 |
1,326.4 |
1,323.8 |
| S1 |
1,306.7 |
1,306.7 |
1,314.3 |
1,301.5 |
| S2 |
1,296.3 |
1,296.3 |
1,311.6 |
|
| S3 |
1,266.2 |
1,276.6 |
1,308.8 |
|
| S4 |
1,236.1 |
1,246.5 |
1,300.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,343.5 |
1,311.8 |
31.7 |
2.4% |
12.6 |
1.0% |
3% |
False |
True |
169,382 |
| 10 |
1,347.8 |
1,310.9 |
36.9 |
2.8% |
12.9 |
1.0% |
5% |
False |
False |
161,632 |
| 20 |
1,357.6 |
1,309.2 |
48.4 |
3.7% |
14.0 |
1.1% |
7% |
False |
False |
168,817 |
| 40 |
1,364.3 |
1,305.5 |
58.8 |
4.5% |
14.6 |
1.1% |
12% |
False |
False |
174,212 |
| 60 |
1,383.5 |
1,305.5 |
78.0 |
5.9% |
16.0 |
1.2% |
9% |
False |
False |
149,086 |
| 80 |
1,384.4 |
1,259.1 |
125.3 |
9.5% |
18.2 |
1.4% |
43% |
False |
False |
115,178 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
17.8 |
1.4% |
60% |
False |
False |
93,338 |
| 120 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
17.9 |
1.4% |
60% |
False |
False |
78,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,368.5 |
|
2.618 |
1,350.9 |
|
1.618 |
1,340.1 |
|
1.000 |
1,333.4 |
|
0.618 |
1,329.3 |
|
HIGH |
1,322.6 |
|
0.618 |
1,318.5 |
|
0.500 |
1,317.2 |
|
0.382 |
1,315.9 |
|
LOW |
1,311.8 |
|
0.618 |
1,305.1 |
|
1.000 |
1,301.0 |
|
1.618 |
1,294.3 |
|
2.618 |
1,283.5 |
|
4.250 |
1,265.9 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,317.2 |
1,321.7 |
| PP |
1,315.7 |
1,318.7 |
| S1 |
1,314.2 |
1,315.7 |
|