Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,515 |
18,455 |
-60 |
-0.3% |
18,489 |
High |
18,548 |
18,462 |
-86 |
-0.5% |
18,548 |
Low |
18,438 |
18,016 |
-422 |
-2.3% |
18,016 |
Close |
18,459 |
18,041 |
-418 |
-2.3% |
18,041 |
Range |
110 |
446 |
336 |
305.5% |
532 |
ATR |
128 |
151 |
23 |
17.7% |
0 |
Volume |
149,567 |
178,683 |
29,116 |
19.5% |
557,576 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,511 |
19,222 |
18,286 |
|
R3 |
19,065 |
18,776 |
18,164 |
|
R2 |
18,619 |
18,619 |
18,123 |
|
R1 |
18,330 |
18,330 |
18,082 |
18,252 |
PP |
18,173 |
18,173 |
18,173 |
18,134 |
S1 |
17,884 |
17,884 |
18,000 |
17,806 |
S2 |
17,727 |
17,727 |
17,959 |
|
S3 |
17,281 |
17,438 |
17,918 |
|
S4 |
16,835 |
16,992 |
17,796 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,798 |
19,451 |
18,334 |
|
R3 |
19,266 |
18,919 |
18,187 |
|
R2 |
18,734 |
18,734 |
18,139 |
|
R1 |
18,387 |
18,387 |
18,090 |
18,295 |
PP |
18,202 |
18,202 |
18,202 |
18,155 |
S1 |
17,855 |
17,855 |
17,992 |
17,763 |
S2 |
17,670 |
17,670 |
17,944 |
|
S3 |
17,138 |
17,323 |
17,895 |
|
S4 |
16,606 |
16,791 |
17,749 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,548 |
18,016 |
532 |
2.9% |
179 |
1.0% |
5% |
False |
True |
143,214 |
10 |
18,554 |
18,016 |
538 |
3.0% |
171 |
0.9% |
5% |
False |
True |
143,242 |
20 |
18,623 |
18,016 |
607 |
3.4% |
135 |
0.7% |
4% |
False |
True |
126,058 |
40 |
18,623 |
18,016 |
607 |
3.4% |
130 |
0.7% |
4% |
False |
True |
120,893 |
60 |
18,623 |
16,961 |
1,662 |
9.2% |
171 |
0.9% |
65% |
False |
False |
138,783 |
80 |
18,623 |
16,961 |
1,662 |
9.2% |
166 |
0.9% |
65% |
False |
False |
114,354 |
100 |
18,623 |
16,961 |
1,662 |
9.2% |
167 |
0.9% |
65% |
False |
False |
91,505 |
120 |
18,623 |
16,961 |
1,662 |
9.2% |
162 |
0.9% |
65% |
False |
False |
76,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,358 |
2.618 |
19,630 |
1.618 |
19,184 |
1.000 |
18,908 |
0.618 |
18,738 |
HIGH |
18,462 |
0.618 |
18,292 |
0.500 |
18,239 |
0.382 |
18,186 |
LOW |
18,016 |
0.618 |
17,740 |
1.000 |
17,570 |
1.618 |
17,294 |
2.618 |
16,848 |
4.250 |
16,121 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,239 |
18,282 |
PP |
18,173 |
18,202 |
S1 |
18,107 |
18,121 |
|