Trading Metrics calculated at close of trading on 12-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,455 |
18,027 |
-428 |
-2.3% |
18,489 |
High |
18,462 |
18,351 |
-111 |
-0.6% |
18,548 |
Low |
18,016 |
17,897 |
-119 |
-0.7% |
18,016 |
Close |
18,041 |
18,321 |
280 |
1.6% |
18,041 |
Range |
446 |
454 |
8 |
1.8% |
532 |
ATR |
151 |
172 |
22 |
14.4% |
0 |
Volume |
178,683 |
104,086 |
-74,597 |
-41.7% |
557,576 |
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,552 |
19,390 |
18,571 |
|
R3 |
19,098 |
18,936 |
18,446 |
|
R2 |
18,644 |
18,644 |
18,404 |
|
R1 |
18,482 |
18,482 |
18,363 |
18,563 |
PP |
18,190 |
18,190 |
18,190 |
18,230 |
S1 |
18,028 |
18,028 |
18,280 |
18,109 |
S2 |
17,736 |
17,736 |
18,238 |
|
S3 |
17,282 |
17,574 |
18,196 |
|
S4 |
16,828 |
17,120 |
18,071 |
|
|
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 |
17,897 |
651 |
3.6% |
238 |
1.3% |
65% |
False |
True |
132,332 |
10 |
18,548 |
17,897 |
651 |
3.6% |
192 |
1.0% |
65% |
False |
True |
134,255 |
20 |
18,623 |
17,897 |
726 |
4.0% |
153 |
0.8% |
58% |
False |
True |
126,728 |
40 |
18,623 |
17,897 |
726 |
4.0% |
138 |
0.8% |
58% |
False |
True |
120,269 |
60 |
18,623 |
16,961 |
1,662 |
9.1% |
173 |
0.9% |
82% |
False |
False |
136,873 |
80 |
18,623 |
16,961 |
1,662 |
9.1% |
169 |
0.9% |
82% |
False |
False |
115,648 |
100 |
18,623 |
16,961 |
1,662 |
9.1% |
170 |
0.9% |
82% |
False |
False |
92,545 |
120 |
18,623 |
16,961 |
1,662 |
9.1% |
165 |
0.9% |
82% |
False |
False |
77,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,281 |
2.618 |
19,540 |
1.618 |
19,086 |
1.000 |
18,805 |
0.618 |
18,632 |
HIGH |
18,351 |
0.618 |
18,178 |
0.500 |
18,124 |
0.382 |
18,071 |
LOW |
17,897 |
0.618 |
17,617 |
1.000 |
17,443 |
1.618 |
17,163 |
2.618 |
16,709 |
4.250 |
15,968 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,255 |
18,288 |
PP |
18,190 |
18,255 |
S1 |
18,124 |
18,223 |
|