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 |
4,796.00 |
4,671.00 |
-125.00 |
-2.6% |
4,801.25 |
High |
4,798.00 |
4,772.00 |
-26.00 |
-0.5% |
4,839.50 |
Low |
4,665.00 |
4,629.00 |
-36.00 |
-0.8% |
4,665.00 |
Close |
4,671.00 |
4,766.75 |
95.75 |
2.0% |
4,671.00 |
Range |
133.00 |
143.00 |
10.00 |
7.5% |
174.50 |
ATR |
46.22 |
53.13 |
6.91 |
15.0% |
0.00 |
Volume |
265,154 |
178,342 |
-86,812 |
-32.7% |
918,130 |
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,151.50 |
5,102.25 |
4,845.50 |
|
R3 |
5,008.50 |
4,959.25 |
4,806.00 |
|
R2 |
4,865.50 |
4,865.50 |
4,793.00 |
|
R1 |
4,816.25 |
4,816.25 |
4,779.75 |
4,841.00 |
PP |
4,722.50 |
4,722.50 |
4,722.50 |
4,735.00 |
S1 |
4,673.25 |
4,673.25 |
4,753.75 |
4,698.00 |
S2 |
4,579.50 |
4,579.50 |
4,740.50 |
|
S3 |
4,436.50 |
4,530.25 |
4,727.50 |
|
S4 |
4,293.50 |
4,387.25 |
4,688.00 |
|
|
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 |
4,629.00 |
210.50 |
4.4% |
80.00 |
1.7% |
65% |
False |
True |
219,294 |
10 |
4,839.50 |
4,629.00 |
210.50 |
4.4% |
58.75 |
1.2% |
65% |
False |
True |
210,440 |
20 |
4,839.50 |
4,629.00 |
210.50 |
4.4% |
46.50 |
1.0% |
65% |
False |
True |
197,750 |
40 |
4,839.50 |
4,577.00 |
262.50 |
5.5% |
42.50 |
0.9% |
72% |
False |
False |
187,553 |
60 |
4,839.50 |
4,167.75 |
671.75 |
14.1% |
53.00 |
1.1% |
89% |
False |
False |
202,948 |
80 |
4,839.50 |
4,167.75 |
671.75 |
14.1% |
51.25 |
1.1% |
89% |
False |
False |
171,555 |
100 |
4,839.50 |
4,167.75 |
671.75 |
14.1% |
53.50 |
1.1% |
89% |
False |
False |
137,274 |
120 |
4,839.50 |
4,167.75 |
671.75 |
14.1% |
53.75 |
1.1% |
89% |
False |
False |
114,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,379.75 |
2.618 |
5,146.25 |
1.618 |
5,003.25 |
1.000 |
4,915.00 |
0.618 |
4,860.25 |
HIGH |
4,772.00 |
0.618 |
4,717.25 |
0.500 |
4,700.50 |
0.382 |
4,683.75 |
LOW |
4,629.00 |
0.618 |
4,540.75 |
1.000 |
4,486.00 |
1.618 |
4,397.75 |
2.618 |
4,254.75 |
4.250 |
4,021.25 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,744.75 |
4,755.50 |
PP |
4,722.50 |
4,744.25 |
S1 |
4,700.50 |
4,733.00 |
|