Trading Metrics calculated at close of trading on 15-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,732.75 |
4,734.00 |
1.25 |
0.0% |
4,801.25 |
High |
4,771.00 |
4,826.75 |
55.75 |
1.2% |
4,839.50 |
Low |
4,724.00 |
4,720.50 |
-3.50 |
-0.1% |
4,665.00 |
Close |
4,732.50 |
4,817.75 |
85.25 |
1.8% |
4,671.00 |
Range |
47.00 |
106.25 |
59.25 |
126.1% |
174.50 |
ATR |
53.65 |
57.41 |
3.76 |
7.0% |
0.00 |
Volume |
77,624 |
61,726 |
-15,898 |
-20.5% |
918,130 |
|
Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,107.00 |
5,068.75 |
4,876.25 |
|
R3 |
5,000.75 |
4,962.50 |
4,847.00 |
|
R2 |
4,894.50 |
4,894.50 |
4,837.25 |
|
R1 |
4,856.25 |
4,856.25 |
4,827.50 |
4,875.50 |
PP |
4,788.25 |
4,788.25 |
4,788.25 |
4,798.00 |
S1 |
4,750.00 |
4,750.00 |
4,808.00 |
4,769.00 |
S2 |
4,682.00 |
4,682.00 |
4,798.25 |
|
S3 |
4,575.75 |
4,643.75 |
4,788.50 |
|
S4 |
4,469.50 |
4,537.50 |
4,759.25 |
|
|
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 |
4,826.75 |
4,629.00 |
197.75 |
4.1% |
99.00 |
2.1% |
95% |
True |
False |
145,133 |
10 |
4,839.50 |
4,629.00 |
210.50 |
4.4% |
70.75 |
1.5% |
90% |
False |
False |
185,491 |
20 |
4,839.50 |
4,629.00 |
210.50 |
4.4% |
52.75 |
1.1% |
90% |
False |
False |
187,658 |
40 |
4,839.50 |
4,626.75 |
212.75 |
4.4% |
44.75 |
0.9% |
90% |
False |
False |
181,339 |
60 |
4,839.50 |
4,167.75 |
671.75 |
13.9% |
54.00 |
1.1% |
97% |
False |
False |
196,972 |
80 |
4,839.50 |
4,167.75 |
671.75 |
13.9% |
52.00 |
1.1% |
97% |
False |
False |
175,074 |
100 |
4,839.50 |
4,167.75 |
671.75 |
13.9% |
54.00 |
1.1% |
97% |
False |
False |
140,093 |
120 |
4,839.50 |
4,167.75 |
671.75 |
13.9% |
54.50 |
1.1% |
97% |
False |
False |
116,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,278.25 |
2.618 |
5,105.00 |
1.618 |
4,998.75 |
1.000 |
4,933.00 |
0.618 |
4,892.50 |
HIGH |
4,826.75 |
0.618 |
4,786.25 |
0.500 |
4,773.50 |
0.382 |
4,761.00 |
LOW |
4,720.50 |
0.618 |
4,654.75 |
1.000 |
4,614.25 |
1.618 |
4,548.50 |
2.618 |
4,442.25 |
4.250 |
4,269.00 |
|
|
Fisher Pivots for day following 15-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,803.00 |
4,799.50 |
PP |
4,788.25 |
4,781.25 |
S1 |
4,773.50 |
4,763.00 |
|