Trading Metrics calculated at close of trading on 13-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,027 |
18,293 |
266 |
1.5% |
18,489 |
High |
18,351 |
18,308 |
-43 |
-0.2% |
18,548 |
Low |
17,897 |
18,024 |
127 |
0.7% |
18,016 |
Close |
18,321 |
18,087 |
-234 |
-1.3% |
18,041 |
Range |
454 |
284 |
-170 |
-37.4% |
532 |
ATR |
172 |
181 |
9 |
5.2% |
0 |
Volume |
104,086 |
84,678 |
-19,408 |
-18.6% |
557,576 |
|
Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,992 |
18,823 |
18,243 |
|
R3 |
18,708 |
18,539 |
18,165 |
|
R2 |
18,424 |
18,424 |
18,139 |
|
R1 |
18,255 |
18,255 |
18,113 |
18,198 |
PP |
18,140 |
18,140 |
18,140 |
18,111 |
S1 |
17,971 |
17,971 |
18,061 |
17,914 |
S2 |
17,856 |
17,856 |
18,035 |
|
S3 |
17,572 |
17,687 |
18,009 |
|
S4 |
17,288 |
17,403 |
17,931 |
|
|
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% |
273 |
1.5% |
29% |
False |
False |
124,275 |
10 |
18,548 |
17,897 |
651 |
3.6% |
206 |
1.1% |
29% |
False |
False |
132,178 |
20 |
18,615 |
17,897 |
718 |
4.0% |
162 |
0.9% |
26% |
False |
False |
126,928 |
40 |
18,623 |
17,897 |
726 |
4.0% |
143 |
0.8% |
26% |
False |
False |
119,680 |
60 |
18,623 |
16,961 |
1,662 |
9.2% |
175 |
1.0% |
68% |
False |
False |
135,483 |
80 |
18,623 |
16,961 |
1,662 |
9.2% |
170 |
0.9% |
68% |
False |
False |
116,702 |
100 |
18,623 |
16,961 |
1,662 |
9.2% |
171 |
0.9% |
68% |
False |
False |
93,391 |
120 |
18,623 |
16,961 |
1,662 |
9.2% |
167 |
0.9% |
68% |
False |
False |
77,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,515 |
2.618 |
19,052 |
1.618 |
18,768 |
1.000 |
18,592 |
0.618 |
18,484 |
HIGH |
18,308 |
0.618 |
18,200 |
0.500 |
18,166 |
0.382 |
18,133 |
LOW |
18,024 |
0.618 |
17,849 |
1.000 |
17,740 |
1.618 |
17,565 |
2.618 |
17,281 |
4.250 |
16,817 |
|
|
Fisher Pivots for day following 13-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,166 |
18,180 |
PP |
18,140 |
18,149 |
S1 |
18,113 |
18,118 |
|