| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
5,465.0 |
5,480.0 |
15.0 |
0.3% |
5,437.0 |
| High |
5,471.0 |
5,486.0 |
15.0 |
0.3% |
5,486.0 |
| Low |
5,443.0 |
5,438.0 |
-5.0 |
-0.1% |
5,424.0 |
| Close |
5,467.0 |
5,450.0 |
-17.0 |
-0.3% |
5,450.0 |
| Range |
28.0 |
48.0 |
20.0 |
71.4% |
62.0 |
| ATR |
49.7 |
49.5 |
-0.1 |
-0.2% |
0.0 |
| Volume |
19,939 |
18,897 |
-1,042 |
-5.2% |
102,605 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,602.0 |
5,574.0 |
5,476.4 |
|
| R3 |
5,554.0 |
5,526.0 |
5,463.2 |
|
| R2 |
5,506.0 |
5,506.0 |
5,458.8 |
|
| R1 |
5,478.0 |
5,478.0 |
5,454.4 |
5,468.0 |
| PP |
5,458.0 |
5,458.0 |
5,458.0 |
5,453.0 |
| S1 |
5,430.0 |
5,430.0 |
5,445.6 |
5,420.0 |
| S2 |
5,410.0 |
5,410.0 |
5,441.2 |
|
| S3 |
5,362.0 |
5,382.0 |
5,436.8 |
|
| S4 |
5,314.0 |
5,334.0 |
5,423.6 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,639.3 |
5,606.7 |
5,484.1 |
|
| R3 |
5,577.3 |
5,544.7 |
5,467.1 |
|
| R2 |
5,515.3 |
5,515.3 |
5,461.4 |
|
| R1 |
5,482.7 |
5,482.7 |
5,455.7 |
5,499.0 |
| PP |
5,453.3 |
5,453.3 |
5,453.3 |
5,461.5 |
| S1 |
5,420.7 |
5,420.7 |
5,444.3 |
5,437.0 |
| S2 |
5,391.3 |
5,391.3 |
5,438.6 |
|
| S3 |
5,329.3 |
5,358.7 |
5,433.0 |
|
| S4 |
5,267.3 |
5,296.7 |
5,415.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,486.0 |
5,424.0 |
62.0 |
1.1% |
38.2 |
0.7% |
42% |
True |
False |
20,521 |
| 10 |
5,486.0 |
5,356.0 |
130.0 |
2.4% |
37.8 |
0.7% |
72% |
True |
False |
21,807 |
| 20 |
5,486.0 |
5,163.0 |
323.0 |
5.9% |
44.5 |
0.8% |
89% |
True |
False |
38,214 |
| 40 |
5,531.0 |
5,163.0 |
368.0 |
6.8% |
31.6 |
0.6% |
78% |
False |
False |
19,470 |
| 60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
24.0 |
0.4% |
78% |
False |
False |
13,007 |
| 80 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
20.5 |
0.4% |
84% |
False |
False |
9,762 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
16.9 |
0.3% |
84% |
False |
False |
7,815 |
| 120 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
14.2 |
0.3% |
84% |
False |
False |
6,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,690.0 |
|
2.618 |
5,611.7 |
|
1.618 |
5,563.7 |
|
1.000 |
5,534.0 |
|
0.618 |
5,515.7 |
|
HIGH |
5,486.0 |
|
0.618 |
5,467.7 |
|
0.500 |
5,462.0 |
|
0.382 |
5,456.3 |
|
LOW |
5,438.0 |
|
0.618 |
5,408.3 |
|
1.000 |
5,390.0 |
|
1.618 |
5,360.3 |
|
2.618 |
5,312.3 |
|
4.250 |
5,234.0 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,462.0 |
5,455.0 |
| PP |
5,458.0 |
5,453.3 |
| S1 |
5,454.0 |
5,451.7 |
|