Trading Metrics calculated at close of trading on 15-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,108 |
18,017 |
-91 |
-0.5% |
18,489 |
High |
18,160 |
18,252 |
92 |
0.5% |
18,548 |
Low |
17,988 |
17,962 |
-26 |
-0.1% |
18,016 |
Close |
18,000 |
18,200 |
200 |
1.1% |
18,041 |
Range |
172 |
290 |
118 |
68.6% |
532 |
ATR |
181 |
189 |
8 |
4.3% |
0 |
Volume |
45,823 |
26,695 |
-19,128 |
-41.7% |
557,576 |
|
Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,008 |
18,894 |
18,360 |
|
R3 |
18,718 |
18,604 |
18,280 |
|
R2 |
18,428 |
18,428 |
18,253 |
|
R1 |
18,314 |
18,314 |
18,227 |
18,371 |
PP |
18,138 |
18,138 |
18,138 |
18,167 |
S1 |
18,024 |
18,024 |
18,174 |
18,081 |
S2 |
17,848 |
17,848 |
18,147 |
|
S3 |
17,558 |
17,734 |
18,120 |
|
S4 |
17,268 |
17,444 |
18,041 |
|
|
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 |
18,462 |
17,897 |
565 |
3.1% |
329 |
1.8% |
54% |
False |
False |
87,993 |
10 |
18,548 |
17,897 |
651 |
3.6% |
227 |
1.2% |
47% |
False |
False |
114,703 |
20 |
18,615 |
17,897 |
718 |
3.9% |
176 |
1.0% |
42% |
False |
False |
118,982 |
40 |
18,623 |
17,897 |
726 |
4.0% |
149 |
0.8% |
42% |
False |
False |
116,165 |
60 |
18,623 |
16,961 |
1,662 |
9.1% |
178 |
1.0% |
75% |
False |
False |
132,170 |
80 |
18,623 |
16,961 |
1,662 |
9.1% |
173 |
0.9% |
75% |
False |
False |
117,600 |
100 |
18,623 |
16,961 |
1,662 |
9.1% |
173 |
1.0% |
75% |
False |
False |
94,116 |
120 |
18,623 |
16,961 |
1,662 |
9.1% |
169 |
0.9% |
75% |
False |
False |
78,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,485 |
2.618 |
19,011 |
1.618 |
18,721 |
1.000 |
18,542 |
0.618 |
18,431 |
HIGH |
18,252 |
0.618 |
18,141 |
0.500 |
18,107 |
0.382 |
18,073 |
LOW |
17,962 |
0.618 |
17,783 |
1.000 |
17,672 |
1.618 |
17,493 |
2.618 |
17,203 |
4.250 |
16,730 |
|
|
Fisher Pivots for day following 15-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,169 |
18,178 |
PP |
18,138 |
18,157 |
S1 |
18,107 |
18,135 |
|