| 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 |
215.41 |
215.37 |
-0.04 |
0.0% |
215.02 |
| High |
216.13 |
216.04 |
-0.09 |
0.0% |
217.12 |
| Low |
215.33 |
214.74 |
-0.59 |
-0.3% |
213.62 |
| Close |
215.63 |
215.78 |
0.15 |
0.1% |
216.30 |
| Range |
0.80 |
1.30 |
0.50 |
62.5% |
3.50 |
| ATR |
2.00 |
1.95 |
-0.05 |
-2.5% |
0.00 |
| Volume |
72,815,904 |
62,927,300 |
-9,888,604 |
-13.6% |
500,803,104 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
219.42 |
218.90 |
216.50 |
|
| R3 |
218.12 |
217.60 |
216.14 |
|
| R2 |
216.82 |
216.82 |
216.02 |
|
| R1 |
216.30 |
216.30 |
215.90 |
216.56 |
| PP |
215.52 |
215.52 |
215.52 |
215.65 |
| S1 |
215.00 |
215.00 |
215.66 |
215.26 |
| S2 |
214.22 |
214.22 |
215.54 |
|
| S3 |
212.92 |
213.70 |
215.42 |
|
| S4 |
211.62 |
212.40 |
215.07 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
226.18 |
224.74 |
218.23 |
|
| R3 |
222.68 |
221.24 |
217.26 |
|
| R2 |
219.18 |
219.18 |
216.94 |
|
| R1 |
217.74 |
217.74 |
216.62 |
218.46 |
| PP |
215.68 |
215.68 |
215.68 |
216.04 |
| S1 |
214.24 |
214.24 |
215.98 |
214.96 |
| S2 |
212.18 |
212.18 |
215.66 |
|
| S3 |
208.68 |
210.74 |
215.34 |
|
| S4 |
205.18 |
207.24 |
214.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
217.12 |
213.99 |
3.13 |
1.5% |
1.41 |
0.7% |
57% |
False |
False |
91,271,380 |
| 10 |
217.12 |
213.62 |
3.50 |
1.6% |
1.63 |
0.8% |
62% |
False |
False |
91,361,341 |
| 20 |
217.53 |
212.31 |
5.22 |
2.4% |
2.00 |
0.9% |
66% |
False |
False |
112,892,055 |
| 40 |
219.60 |
212.31 |
7.29 |
3.4% |
1.57 |
0.7% |
48% |
False |
False |
91,871,585 |
| 60 |
219.60 |
212.31 |
7.29 |
3.4% |
1.48 |
0.7% |
48% |
False |
False |
83,613,551 |
| 80 |
219.60 |
198.65 |
20.95 |
9.7% |
1.67 |
0.8% |
82% |
False |
False |
94,798,907 |
| 100 |
219.60 |
198.65 |
20.95 |
9.7% |
1.64 |
0.8% |
82% |
False |
False |
93,607,612 |
| 120 |
219.60 |
198.65 |
20.95 |
9.7% |
1.66 |
0.8% |
82% |
False |
False |
92,408,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
221.57 |
|
2.618 |
219.44 |
|
1.618 |
218.14 |
|
1.000 |
217.34 |
|
0.618 |
216.84 |
|
HIGH |
216.04 |
|
0.618 |
215.54 |
|
0.500 |
215.39 |
|
0.382 |
215.24 |
|
LOW |
214.74 |
|
0.618 |
213.94 |
|
1.000 |
213.44 |
|
1.618 |
212.64 |
|
2.618 |
211.34 |
|
4.250 |
209.22 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
215.65 |
215.55 |
| PP |
215.52 |
215.31 |
| S1 |
215.39 |
215.08 |
|