| 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 |
5,409.0 |
5,437.0 |
28.0 |
0.5% |
5,390.0 |
| High |
5,433.0 |
5,480.0 |
47.0 |
0.9% |
5,463.0 |
| Low |
5,400.0 |
5,436.0 |
36.0 |
0.7% |
5,356.0 |
| Close |
5,416.0 |
5,464.0 |
48.0 |
0.9% |
5,416.0 |
| Range |
33.0 |
44.0 |
11.0 |
33.3% |
107.0 |
| ATR |
50.4 |
51.4 |
1.0 |
1.9% |
0.0 |
| Volume |
26,394 |
18,710 |
-7,684 |
-29.1% |
115,472 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,592.0 |
5,572.0 |
5,488.2 |
|
| R3 |
5,548.0 |
5,528.0 |
5,476.1 |
|
| R2 |
5,504.0 |
5,504.0 |
5,472.1 |
|
| R1 |
5,484.0 |
5,484.0 |
5,468.0 |
5,494.0 |
| PP |
5,460.0 |
5,460.0 |
5,460.0 |
5,465.0 |
| S1 |
5,440.0 |
5,440.0 |
5,460.0 |
5,450.0 |
| S2 |
5,416.0 |
5,416.0 |
5,455.9 |
|
| S3 |
5,372.0 |
5,396.0 |
5,451.9 |
|
| S4 |
5,328.0 |
5,352.0 |
5,439.8 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,732.7 |
5,681.3 |
5,474.9 |
|
| R3 |
5,625.7 |
5,574.3 |
5,445.4 |
|
| R2 |
5,518.7 |
5,518.7 |
5,435.6 |
|
| R1 |
5,467.3 |
5,467.3 |
5,425.8 |
5,493.0 |
| PP |
5,411.7 |
5,411.7 |
5,411.7 |
5,424.5 |
| S1 |
5,360.3 |
5,360.3 |
5,406.2 |
5,386.0 |
| S2 |
5,304.7 |
5,304.7 |
5,396.4 |
|
| S3 |
5,197.7 |
5,253.3 |
5,386.6 |
|
| S4 |
5,090.7 |
5,146.3 |
5,357.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,480.0 |
5,356.0 |
124.0 |
2.3% |
38.8 |
0.7% |
87% |
True |
False |
23,471 |
| 10 |
5,480.0 |
5,259.0 |
221.0 |
4.0% |
40.5 |
0.7% |
93% |
True |
False |
25,144 |
| 20 |
5,480.0 |
5,163.0 |
317.0 |
5.8% |
42.7 |
0.8% |
95% |
True |
False |
34,655 |
| 40 |
5,531.0 |
5,163.0 |
368.0 |
6.7% |
28.9 |
0.5% |
82% |
False |
False |
17,391 |
| 60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
21.6 |
0.4% |
82% |
False |
False |
11,609 |
| 80 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
19.2 |
0.4% |
86% |
False |
False |
8,714 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
15.4 |
0.3% |
86% |
False |
False |
6,977 |
| 120 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
13.0 |
0.2% |
86% |
False |
False |
5,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,667.0 |
|
2.618 |
5,595.2 |
|
1.618 |
5,551.2 |
|
1.000 |
5,524.0 |
|
0.618 |
5,507.2 |
|
HIGH |
5,480.0 |
|
0.618 |
5,463.2 |
|
0.500 |
5,458.0 |
|
0.382 |
5,452.8 |
|
LOW |
5,436.0 |
|
0.618 |
5,408.8 |
|
1.000 |
5,392.0 |
|
1.618 |
5,364.8 |
|
2.618 |
5,320.8 |
|
4.250 |
5,249.0 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,462.0 |
5,456.0 |
| PP |
5,460.0 |
5,448.0 |
| S1 |
5,458.0 |
5,440.0 |
|