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 |
10,664.5 |
10,390.0 |
-274.5 |
-2.6% |
10,692.0 |
High |
10,671.5 |
10,547.0 |
-124.5 |
-1.2% |
10,780.5 |
Low |
10,466.0 |
10,320.0 |
-146.0 |
-1.4% |
10,466.0 |
Close |
10,567.5 |
10,422.5 |
-145.0 |
-1.4% |
10,567.5 |
Range |
205.5 |
227.0 |
21.5 |
10.5% |
314.5 |
ATR |
159.4 |
165.7 |
6.3 |
3.9% |
0.0 |
Volume |
173,291 |
168,604 |
-4,687 |
-2.7% |
489,257 |
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,110.8 |
10,993.7 |
10,547.4 |
|
R3 |
10,883.8 |
10,766.7 |
10,484.9 |
|
R2 |
10,656.8 |
10,656.8 |
10,464.1 |
|
R1 |
10,539.7 |
10,539.7 |
10,443.3 |
10,598.3 |
PP |
10,429.8 |
10,429.8 |
10,429.8 |
10,459.1 |
S1 |
10,312.7 |
10,312.7 |
10,401.7 |
10,371.3 |
S2 |
10,202.8 |
10,202.8 |
10,380.9 |
|
S3 |
9,975.8 |
10,085.7 |
10,360.1 |
|
S4 |
9,748.8 |
9,858.7 |
10,297.7 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,548.2 |
11,372.3 |
10,740.5 |
|
R3 |
11,233.7 |
11,057.8 |
10,654.0 |
|
R2 |
10,919.2 |
10,919.2 |
10,625.2 |
|
R1 |
10,743.3 |
10,743.3 |
10,596.3 |
10,674.0 |
PP |
10,604.7 |
10,604.7 |
10,604.7 |
10,570.0 |
S1 |
10,428.8 |
10,428.8 |
10,538.7 |
10,359.5 |
S2 |
10,290.2 |
10,290.2 |
10,509.8 |
|
S3 |
9,975.7 |
10,114.3 |
10,481.0 |
|
S4 |
9,661.2 |
9,799.8 |
10,394.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,780.5 |
10,320.0 |
460.5 |
4.4% |
171.1 |
1.6% |
22% |
False |
True |
131,572 |
10 |
10,780.5 |
10,320.0 |
460.5 |
4.4% |
163.2 |
1.6% |
22% |
False |
True |
106,152 |
20 |
10,804.0 |
10,320.0 |
484.0 |
4.6% |
154.6 |
1.5% |
21% |
False |
True |
92,402 |
40 |
10,804.0 |
9,910.5 |
893.5 |
8.6% |
144.3 |
1.4% |
57% |
False |
False |
84,380 |
60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.8% |
165.8 |
1.6% |
77% |
False |
False |
89,156 |
80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.8% |
160.2 |
1.5% |
77% |
False |
False |
71,313 |
100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.8% |
157.9 |
1.5% |
77% |
False |
False |
57,081 |
120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.8% |
156.9 |
1.5% |
77% |
False |
False |
47,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,511.8 |
2.618 |
11,141.3 |
1.618 |
10,914.3 |
1.000 |
10,774.0 |
0.618 |
10,687.3 |
HIGH |
10,547.0 |
0.618 |
10,460.3 |
0.500 |
10,433.5 |
0.382 |
10,406.7 |
LOW |
10,320.0 |
0.618 |
10,179.7 |
1.000 |
10,093.0 |
1.618 |
9,952.7 |
2.618 |
9,725.7 |
4.250 |
9,355.3 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
10,433.5 |
10,550.3 |
PP |
10,429.8 |
10,507.7 |
S1 |
10,426.2 |
10,465.1 |
|