Trading Metrics calculated at close of trading on 16-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,017 |
18,197 |
180 |
1.0% |
18,027 |
High |
18,252 |
18,197 |
-55 |
-0.3% |
18,351 |
Low |
17,962 |
18,122 |
160 |
0.9% |
17,897 |
Close |
18,200 |
18,168 |
-32 |
-0.2% |
18,168 |
Range |
290 |
75 |
-215 |
-74.1% |
454 |
ATR |
189 |
181 |
-8 |
-4.2% |
0 |
Volume |
26,695 |
2,735 |
-23,960 |
-89.8% |
264,017 |
|
Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,387 |
18,353 |
18,209 |
|
R3 |
18,312 |
18,278 |
18,189 |
|
R2 |
18,237 |
18,237 |
18,182 |
|
R1 |
18,203 |
18,203 |
18,175 |
18,183 |
PP |
18,162 |
18,162 |
18,162 |
18,152 |
S1 |
18,128 |
18,128 |
18,161 |
18,108 |
S2 |
18,087 |
18,087 |
18,154 |
|
S3 |
18,012 |
18,053 |
18,148 |
|
S4 |
17,937 |
17,978 |
18,127 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,501 |
19,288 |
18,418 |
|
R3 |
19,047 |
18,834 |
18,293 |
|
R2 |
18,593 |
18,593 |
18,251 |
|
R1 |
18,380 |
18,380 |
18,210 |
18,487 |
PP |
18,139 |
18,139 |
18,139 |
18,192 |
S1 |
17,926 |
17,926 |
18,127 |
18,033 |
S2 |
17,685 |
17,685 |
18,085 |
|
S3 |
17,231 |
17,472 |
18,043 |
|
S4 |
16,777 |
17,018 |
17,918 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,351 |
17,897 |
454 |
2.5% |
255 |
1.4% |
60% |
False |
False |
52,803 |
10 |
18,548 |
17,897 |
651 |
3.6% |
217 |
1.2% |
42% |
False |
False |
98,008 |
20 |
18,615 |
17,897 |
718 |
4.0% |
176 |
1.0% |
38% |
False |
False |
114,497 |
40 |
18,623 |
17,897 |
726 |
4.0% |
147 |
0.8% |
37% |
False |
False |
113,487 |
60 |
18,623 |
16,961 |
1,662 |
9.1% |
176 |
1.0% |
73% |
False |
False |
130,056 |
80 |
18,623 |
16,961 |
1,662 |
9.1% |
170 |
0.9% |
73% |
False |
False |
117,627 |
100 |
18,623 |
16,961 |
1,662 |
9.1% |
173 |
1.0% |
73% |
False |
False |
94,143 |
120 |
18,623 |
16,961 |
1,662 |
9.1% |
168 |
0.9% |
73% |
False |
False |
78,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,516 |
2.618 |
18,393 |
1.618 |
18,318 |
1.000 |
18,272 |
0.618 |
18,243 |
HIGH |
18,197 |
0.618 |
18,168 |
0.500 |
18,160 |
0.382 |
18,151 |
LOW |
18,122 |
0.618 |
18,076 |
1.000 |
18,047 |
1.618 |
18,001 |
2.618 |
17,926 |
4.250 |
17,803 |
|
|
Fisher Pivots for day following 16-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,165 |
18,148 |
PP |
18,162 |
18,127 |
S1 |
18,160 |
18,107 |
|