Trading Metrics calculated at close of trading on 16-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,734.00 |
4,813.25 |
79.25 |
1.7% |
4,671.00 |
High |
4,826.75 |
4,828.75 |
2.00 |
0.0% |
4,828.75 |
Low |
4,720.50 |
4,798.50 |
78.00 |
1.7% |
4,629.00 |
Close |
4,817.75 |
4,820.03 |
2.28 |
0.0% |
4,820.03 |
Range |
106.25 |
30.25 |
-76.00 |
-71.5% |
199.75 |
ATR |
57.41 |
55.47 |
-1.94 |
-3.4% |
0.00 |
Volume |
61,726 |
5,820 |
-55,906 |
-90.6% |
466,334 |
|
Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,906.50 |
4,893.50 |
4,836.75 |
|
R3 |
4,876.25 |
4,863.25 |
4,828.25 |
|
R2 |
4,846.00 |
4,846.00 |
4,825.50 |
|
R1 |
4,833.00 |
4,833.00 |
4,822.75 |
4,839.50 |
PP |
4,815.75 |
4,815.75 |
4,815.75 |
4,819.00 |
S1 |
4,802.75 |
4,802.75 |
4,817.25 |
4,809.25 |
S2 |
4,785.50 |
4,785.50 |
4,814.50 |
|
S3 |
4,755.25 |
4,772.50 |
4,811.75 |
|
S4 |
4,725.00 |
4,742.25 |
4,803.50 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,358.50 |
5,289.00 |
4,930.00 |
|
R3 |
5,158.75 |
5,089.25 |
4,875.00 |
|
R2 |
4,959.00 |
4,959.00 |
4,856.75 |
|
R1 |
4,889.50 |
4,889.50 |
4,838.25 |
4,924.25 |
PP |
4,759.25 |
4,759.25 |
4,759.25 |
4,776.75 |
S1 |
4,689.75 |
4,689.75 |
4,801.75 |
4,724.50 |
S2 |
4,559.50 |
4,559.50 |
4,783.50 |
|
S3 |
4,359.75 |
4,490.00 |
4,765.00 |
|
S4 |
4,160.00 |
4,290.25 |
4,710.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,828.75 |
4,629.00 |
199.75 |
4.1% |
78.50 |
1.6% |
96% |
True |
False |
93,266 |
10 |
4,839.50 |
4,629.00 |
210.50 |
4.4% |
69.25 |
1.4% |
91% |
False |
False |
161,238 |
20 |
4,839.50 |
4,629.00 |
210.50 |
4.4% |
53.25 |
1.1% |
91% |
False |
False |
180,499 |
40 |
4,839.50 |
4,628.50 |
211.00 |
4.4% |
44.75 |
0.9% |
91% |
False |
False |
176,936 |
60 |
4,839.50 |
4,167.75 |
671.75 |
13.9% |
53.75 |
1.1% |
97% |
False |
False |
193,891 |
80 |
4,839.50 |
4,167.75 |
671.75 |
13.9% |
51.00 |
1.1% |
97% |
False |
False |
175,138 |
100 |
4,839.50 |
4,167.75 |
671.75 |
13.9% |
53.75 |
1.1% |
97% |
False |
False |
140,150 |
120 |
4,839.50 |
4,167.75 |
671.75 |
13.9% |
54.00 |
1.1% |
97% |
False |
False |
116,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,957.25 |
2.618 |
4,908.00 |
1.618 |
4,877.75 |
1.000 |
4,859.00 |
0.618 |
4,847.50 |
HIGH |
4,828.75 |
0.618 |
4,817.25 |
0.500 |
4,813.50 |
0.382 |
4,810.00 |
LOW |
4,798.50 |
0.618 |
4,779.75 |
1.000 |
4,768.25 |
1.618 |
4,749.50 |
2.618 |
4,719.25 |
4.250 |
4,670.00 |
|
|
Fisher Pivots for day following 16-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,818.00 |
4,805.00 |
PP |
4,815.75 |
4,789.75 |
S1 |
4,813.50 |
4,774.50 |
|