| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
5,440.0 |
5,465.0 |
25.0 |
0.5% |
5,390.0 |
| High |
5,454.0 |
5,471.0 |
17.0 |
0.3% |
5,463.0 |
| Low |
5,424.0 |
5,443.0 |
19.0 |
0.4% |
5,356.0 |
| Close |
5,433.0 |
5,467.0 |
34.0 |
0.6% |
5,416.0 |
| Range |
30.0 |
28.0 |
-2.0 |
-6.7% |
107.0 |
| ATR |
50.6 |
49.7 |
-0.9 |
-1.8% |
0.0 |
| Volume |
21,137 |
19,939 |
-1,198 |
-5.7% |
115,472 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,544.3 |
5,533.7 |
5,482.4 |
|
| R3 |
5,516.3 |
5,505.7 |
5,474.7 |
|
| R2 |
5,488.3 |
5,488.3 |
5,472.1 |
|
| R1 |
5,477.7 |
5,477.7 |
5,469.6 |
5,483.0 |
| PP |
5,460.3 |
5,460.3 |
5,460.3 |
5,463.0 |
| S1 |
5,449.7 |
5,449.7 |
5,464.4 |
5,455.0 |
| S2 |
5,432.3 |
5,432.3 |
5,461.9 |
|
| S3 |
5,404.3 |
5,421.7 |
5,459.3 |
|
| S4 |
5,376.3 |
5,393.7 |
5,451.6 |
|
|
| 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 |
5,400.0 |
80.0 |
1.5% |
35.2 |
0.6% |
84% |
False |
False |
22,020 |
| 10 |
5,480.0 |
5,356.0 |
124.0 |
2.3% |
38.8 |
0.7% |
90% |
False |
False |
23,970 |
| 20 |
5,480.0 |
5,163.0 |
317.0 |
5.8% |
43.5 |
0.8% |
96% |
False |
False |
37,755 |
| 40 |
5,531.0 |
5,163.0 |
368.0 |
6.7% |
31.2 |
0.6% |
83% |
False |
False |
18,998 |
| 60 |
5,532.0 |
5,163.0 |
369.0 |
6.7% |
23.2 |
0.4% |
82% |
False |
False |
12,692 |
| 80 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
19.9 |
0.4% |
87% |
False |
False |
9,526 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
16.4 |
0.3% |
87% |
False |
False |
7,626 |
| 120 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
13.8 |
0.3% |
87% |
False |
False |
6,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,590.0 |
|
2.618 |
5,544.3 |
|
1.618 |
5,516.3 |
|
1.000 |
5,499.0 |
|
0.618 |
5,488.3 |
|
HIGH |
5,471.0 |
|
0.618 |
5,460.3 |
|
0.500 |
5,457.0 |
|
0.382 |
5,453.7 |
|
LOW |
5,443.0 |
|
0.618 |
5,425.7 |
|
1.000 |
5,415.0 |
|
1.618 |
5,397.7 |
|
2.618 |
5,369.7 |
|
4.250 |
5,324.0 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,463.7 |
5,461.2 |
| PP |
5,460.3 |
5,455.3 |
| S1 |
5,457.0 |
5,449.5 |
|