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 |
4,671.00 |
4,763.25 |
92.25 |
2.0% |
4,801.25 |
High |
4,772.00 |
4,764.75 |
-7.25 |
-0.2% |
4,839.50 |
Low |
4,629.00 |
4,699.25 |
70.25 |
1.5% |
4,665.00 |
Close |
4,766.75 |
4,727.75 |
-39.00 |
-0.8% |
4,671.00 |
Range |
143.00 |
65.50 |
-77.50 |
-54.2% |
174.50 |
ATR |
53.13 |
54.16 |
1.03 |
1.9% |
0.00 |
Volume |
178,342 |
142,822 |
-35,520 |
-19.9% |
918,130 |
|
Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,927.00 |
4,893.00 |
4,763.75 |
|
R3 |
4,861.50 |
4,827.50 |
4,745.75 |
|
R2 |
4,796.00 |
4,796.00 |
4,739.75 |
|
R1 |
4,762.00 |
4,762.00 |
4,733.75 |
4,746.25 |
PP |
4,730.50 |
4,730.50 |
4,730.50 |
4,722.75 |
S1 |
4,696.50 |
4,696.50 |
4,721.75 |
4,680.75 |
S2 |
4,665.00 |
4,665.00 |
4,715.75 |
|
S3 |
4,599.50 |
4,631.00 |
4,709.75 |
|
S4 |
4,534.00 |
4,565.50 |
4,691.75 |
|
|
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 |
4,629.00 |
210.50 |
4.5% |
83.25 |
1.8% |
47% |
False |
False |
206,221 |
10 |
4,839.50 |
4,629.00 |
210.50 |
4.5% |
62.00 |
1.3% |
47% |
False |
False |
210,029 |
20 |
4,839.50 |
4,629.00 |
210.50 |
4.5% |
48.50 |
1.0% |
47% |
False |
False |
198,382 |
40 |
4,839.50 |
4,588.25 |
251.25 |
5.3% |
43.00 |
0.9% |
56% |
False |
False |
186,542 |
60 |
4,839.50 |
4,167.75 |
671.75 |
14.2% |
52.75 |
1.1% |
83% |
False |
False |
201,149 |
80 |
4,839.50 |
4,167.75 |
671.75 |
14.2% |
51.25 |
1.1% |
83% |
False |
False |
173,337 |
100 |
4,839.50 |
4,167.75 |
671.75 |
14.2% |
53.50 |
1.1% |
83% |
False |
False |
138,701 |
120 |
4,839.50 |
4,167.75 |
671.75 |
14.2% |
54.00 |
1.1% |
83% |
False |
False |
115,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,043.00 |
2.618 |
4,936.25 |
1.618 |
4,870.75 |
1.000 |
4,830.25 |
0.618 |
4,805.25 |
HIGH |
4,764.75 |
0.618 |
4,739.75 |
0.500 |
4,732.00 |
0.382 |
4,724.25 |
LOW |
4,699.25 |
0.618 |
4,658.75 |
1.000 |
4,633.75 |
1.618 |
4,593.25 |
2.618 |
4,527.75 |
4.250 |
4,421.00 |
|
|
Fisher Pivots for day following 13-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,732.00 |
4,723.00 |
PP |
4,730.50 |
4,718.25 |
S1 |
4,729.25 |
4,713.50 |
|