Trading Metrics calculated at close of trading on 14-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,763.25 |
4,732.75 |
-30.50 |
-0.6% |
4,801.25 |
High |
4,764.75 |
4,771.00 |
6.25 |
0.1% |
4,839.50 |
Low |
4,699.25 |
4,724.00 |
24.75 |
0.5% |
4,665.00 |
Close |
4,727.75 |
4,732.50 |
4.75 |
0.1% |
4,671.00 |
Range |
65.50 |
47.00 |
-18.50 |
-28.2% |
174.50 |
ATR |
54.16 |
53.65 |
-0.51 |
-0.9% |
0.00 |
Volume |
142,822 |
77,624 |
-65,198 |
-45.6% |
918,130 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,883.50 |
4,855.00 |
4,758.25 |
|
R3 |
4,836.50 |
4,808.00 |
4,745.50 |
|
R2 |
4,789.50 |
4,789.50 |
4,741.00 |
|
R1 |
4,761.00 |
4,761.00 |
4,736.75 |
4,751.75 |
PP |
4,742.50 |
4,742.50 |
4,742.50 |
4,738.00 |
S1 |
4,714.00 |
4,714.00 |
4,728.25 |
4,704.75 |
S2 |
4,695.50 |
4,695.50 |
4,724.00 |
|
S3 |
4,648.50 |
4,667.00 |
4,719.50 |
|
S4 |
4,601.50 |
4,620.00 |
4,706.75 |
|
|
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 |
4,837.00 |
4,629.00 |
208.00 |
4.4% |
87.25 |
1.8% |
50% |
False |
False |
183,055 |
10 |
4,839.50 |
4,629.00 |
210.50 |
4.4% |
63.00 |
1.3% |
49% |
False |
False |
199,166 |
20 |
4,839.50 |
4,629.00 |
210.50 |
4.4% |
49.25 |
1.0% |
49% |
False |
False |
194,461 |
40 |
4,839.50 |
4,597.75 |
241.75 |
5.1% |
43.75 |
0.9% |
56% |
False |
False |
184,354 |
60 |
4,839.50 |
4,167.75 |
671.75 |
14.2% |
52.75 |
1.1% |
84% |
False |
False |
199,185 |
80 |
4,839.50 |
4,167.75 |
671.75 |
14.2% |
51.00 |
1.1% |
84% |
False |
False |
174,303 |
100 |
4,839.50 |
4,167.75 |
671.75 |
14.2% |
53.25 |
1.1% |
84% |
False |
False |
139,476 |
120 |
4,839.50 |
4,167.75 |
671.75 |
14.2% |
54.00 |
1.1% |
84% |
False |
False |
116,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,970.75 |
2.618 |
4,894.00 |
1.618 |
4,847.00 |
1.000 |
4,818.00 |
0.618 |
4,800.00 |
HIGH |
4,771.00 |
0.618 |
4,753.00 |
0.500 |
4,747.50 |
0.382 |
4,742.00 |
LOW |
4,724.00 |
0.618 |
4,695.00 |
1.000 |
4,677.00 |
1.618 |
4,648.00 |
2.618 |
4,601.00 |
4.250 |
4,524.25 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,747.50 |
4,721.75 |
PP |
4,742.50 |
4,711.25 |
S1 |
4,737.50 |
4,700.50 |
|