| 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 |
16,560 |
16,570 |
10 |
0.1% |
16,655 |
| High |
16,635 |
16,680 |
45 |
0.3% |
16,790 |
| Low |
16,350 |
16,565 |
215 |
1.3% |
16,205 |
| Close |
16,595 |
16,650 |
55 |
0.3% |
16,595 |
| Range |
285 |
115 |
-170 |
-59.6% |
585 |
| ATR |
270 |
259 |
-11 |
-4.1% |
0 |
| Volume |
14,297 |
6,785 |
-7,512 |
-52.5% |
59,158 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,977 |
16,928 |
16,713 |
|
| R3 |
16,862 |
16,813 |
16,682 |
|
| R2 |
16,747 |
16,747 |
16,671 |
|
| R1 |
16,698 |
16,698 |
16,661 |
16,723 |
| PP |
16,632 |
16,632 |
16,632 |
16,644 |
| S1 |
16,583 |
16,583 |
16,640 |
16,608 |
| S2 |
16,517 |
16,517 |
16,629 |
|
| S3 |
16,402 |
16,468 |
16,619 |
|
| S4 |
16,287 |
16,353 |
16,587 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,285 |
18,025 |
16,917 |
|
| R3 |
17,700 |
17,440 |
16,756 |
|
| R2 |
17,115 |
17,115 |
16,702 |
|
| R1 |
16,855 |
16,855 |
16,649 |
16,693 |
| PP |
16,530 |
16,530 |
16,530 |
16,449 |
| S1 |
16,270 |
16,270 |
16,542 |
16,108 |
| S2 |
15,945 |
15,945 |
16,488 |
|
| S3 |
15,360 |
15,685 |
16,434 |
|
| S4 |
14,775 |
15,100 |
16,273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,790 |
16,205 |
585 |
3.5% |
258 |
1.5% |
76% |
False |
False |
11,278 |
| 10 |
16,880 |
16,205 |
675 |
4.1% |
303 |
1.8% |
66% |
False |
False |
11,228 |
| 20 |
17,135 |
16,205 |
930 |
5.6% |
265 |
1.6% |
48% |
False |
False |
12,141 |
| 40 |
17,135 |
16,205 |
930 |
5.6% |
227 |
1.4% |
48% |
False |
False |
6,177 |
| 60 |
17,135 |
15,420 |
1,715 |
10.3% |
249 |
1.5% |
72% |
False |
False |
4,124 |
| 80 |
17,135 |
15,060 |
2,075 |
12.5% |
247 |
1.5% |
77% |
False |
False |
3,098 |
| 100 |
17,135 |
15,060 |
2,075 |
12.5% |
199 |
1.2% |
77% |
False |
False |
2,479 |
| 120 |
17,740 |
15,060 |
2,680 |
16.1% |
166 |
1.0% |
59% |
False |
False |
2,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,169 |
|
2.618 |
16,981 |
|
1.618 |
16,866 |
|
1.000 |
16,795 |
|
0.618 |
16,751 |
|
HIGH |
16,680 |
|
0.618 |
16,636 |
|
0.500 |
16,623 |
|
0.382 |
16,609 |
|
LOW |
16,565 |
|
0.618 |
16,494 |
|
1.000 |
16,450 |
|
1.618 |
16,379 |
|
2.618 |
16,264 |
|
4.250 |
16,076 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,641 |
16,623 |
| PP |
16,632 |
16,597 |
| S1 |
16,623 |
16,570 |
|