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 |
4,827.75 |
4,796.00 |
-31.75 |
-0.7% |
4,801.25 |
High |
4,837.00 |
4,798.00 |
-39.00 |
-0.8% |
4,839.50 |
Low |
4,789.50 |
4,665.00 |
-124.50 |
-2.6% |
4,665.00 |
Close |
4,796.00 |
4,671.00 |
-125.00 |
-2.6% |
4,671.00 |
Range |
47.50 |
133.00 |
85.50 |
180.0% |
174.50 |
ATR |
39.55 |
46.22 |
6.68 |
16.9% |
0.00 |
Volume |
251,333 |
265,154 |
13,821 |
5.5% |
918,130 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,110.25 |
5,023.75 |
4,744.25 |
|
R3 |
4,977.25 |
4,890.75 |
4,707.50 |
|
R2 |
4,844.25 |
4,844.25 |
4,695.50 |
|
R1 |
4,757.75 |
4,757.75 |
4,683.25 |
4,734.50 |
PP |
4,711.25 |
4,711.25 |
4,711.25 |
4,699.75 |
S1 |
4,624.75 |
4,624.75 |
4,658.75 |
4,601.50 |
S2 |
4,578.25 |
4,578.25 |
4,646.50 |
|
S3 |
4,445.25 |
4,491.75 |
4,634.50 |
|
S4 |
4,312.25 |
4,358.75 |
4,597.75 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,248.75 |
5,134.25 |
4,767.00 |
|
R3 |
5,074.25 |
4,959.75 |
4,719.00 |
|
R2 |
4,899.75 |
4,899.75 |
4,703.00 |
|
R1 |
4,785.25 |
4,785.25 |
4,687.00 |
4,755.25 |
PP |
4,725.25 |
4,725.25 |
4,725.25 |
4,710.00 |
S1 |
4,610.75 |
4,610.75 |
4,655.00 |
4,580.75 |
S2 |
4,550.75 |
4,550.75 |
4,639.00 |
|
S3 |
4,376.25 |
4,436.25 |
4,623.00 |
|
S4 |
4,201.75 |
4,261.75 |
4,575.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,839.50 |
4,665.00 |
174.50 |
3.7% |
60.00 |
1.3% |
3% |
False |
True |
229,209 |
10 |
4,839.50 |
4,665.00 |
174.50 |
3.7% |
50.50 |
1.1% |
3% |
False |
True |
220,731 |
20 |
4,839.50 |
4,665.00 |
174.50 |
3.7% |
40.50 |
0.9% |
3% |
False |
True |
195,431 |
40 |
4,839.50 |
4,542.00 |
297.50 |
6.4% |
40.50 |
0.9% |
43% |
False |
False |
187,388 |
60 |
4,839.50 |
4,167.75 |
671.75 |
14.4% |
51.75 |
1.1% |
75% |
False |
False |
205,245 |
80 |
4,839.50 |
4,167.75 |
671.75 |
14.4% |
50.00 |
1.1% |
75% |
False |
False |
169,331 |
100 |
4,839.50 |
4,167.75 |
671.75 |
14.4% |
52.50 |
1.1% |
75% |
False |
False |
135,491 |
120 |
4,839.50 |
4,167.75 |
671.75 |
14.4% |
53.00 |
1.1% |
75% |
False |
False |
112,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,363.25 |
2.618 |
5,146.25 |
1.618 |
5,013.25 |
1.000 |
4,931.00 |
0.618 |
4,880.25 |
HIGH |
4,798.00 |
0.618 |
4,747.25 |
0.500 |
4,731.50 |
0.382 |
4,715.75 |
LOW |
4,665.00 |
0.618 |
4,582.75 |
1.000 |
4,532.00 |
1.618 |
4,449.75 |
2.618 |
4,316.75 |
4.250 |
4,099.75 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,731.50 |
4,752.25 |
PP |
4,711.25 |
4,725.25 |
S1 |
4,691.25 |
4,698.00 |
|